This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much attention. If the subspaces from which the data drawn are independent or orthogonal, they are able to obtain a block diagonal affinity matrix, which usually leads to a correct segmentation. The main differences among them are their objective functions. We theoretically show that if the objective function satisfies some conditions, and the data are sufficiently drawn from independent subspaces, the obtained affinity matrix is always block diagonal. Furthermore, the data sampling can be insufficient if the subspaces are orthogonal. Some existing methods are all special cases. Then we present the Least Squares Regression (LSR) method for subspace segmentation. It takes advantage of data correlation, which is common in real data. LSR encourages a grouping effect which tends to group highly correlated data together. Experimental results on the Hopkins 155 database and Extended Yale Database B show that our method significantly outperforms state-of-the-art methods. Beyond segmentation accuracy, all experiments demonstrate that LSR is much more efficient.

研究多个线性子空间的数据分割问题。最新的方法使用稀疏表示、低秩表示及其扩展引起了广泛关注。该论文介绍了基于数据相关性提出的最小二乘回归(Least Squares Regression, LSR)方法，对实验数据进行处理，获得了比目前最先进的方法更高的分割准确性与更高的效率。

最小二乘回归的稳健高效子空间分割