Subspace Clustering with Irrelevant Features via Robust Dantzig Selector

This paper considers the subspace clustering problem where the data contains irrelevant or corrupted features. We propose a method termed “robust Dantzig selector” which can successfully identify the clustering structure even with the presence of irrelevant features. The idea is simple yet powerful: we replace the inner product by its robust counterpart, which is insensitive to the irrelevant features given an upper bound of the number of irrelevant features. We establish theoretical guarantees for the algorithm to identify the correct subspace, and demonstrate the effectiveness of the algorithm via numerical simulations. To the best of our knowledge, this is the first method developed to tackle subspace clustering with irrelevant features.