Fast Fusion Clustering via Double Random Projection

In unsupervised learning, clustering is a common starting point for data processing. The convex or concave fusion clustering method is a novel approach that is more stable and accurate than traditional methods such as k-means and hierarchical clustering. However, the optimization algorithm used with this method can be slowed down significantly by the complexity of the fusion penalty, which increases the computational burden. This paper introduces a random projection ADMM algorithm based on the Bernoulli distribution and develops a double random projection ADMM method for high-dimensional fusion clustering. These new approaches significantly outperform the classical ADMM algorithm due to their ability to significantly increase computational speed by reducing complexity and improving clustering accuracy by using multiple random projections under a new evaluation criterion. We also demonstrate the convergence of our new algorithm and test its performance on both simulated and real data examples.