SimpleMKKM: Simple Multiple Kernel K-Means.

We propose a simple yet effective multiple kernel clustering algorithm, termed simple multiple kernel k-means (SimpleMKKM). It extends the widely used supervised kernel alignment criterion to multi-kernel clustering. Our criterion is given by an intractable minimization-maximization problem in the kernel coefficient and clustering partition matrix. To optimize it, we equivalently rewrite the minimization-maximization formulation as a minimization of an optimal value function, prove its differenentiablity, and design a reduced gradient descent algorithm to decrease it. Furthermore, we prove that the resultant solution of SimpleMKKM is the global optimum. We theoretically analyze the performance of SimpleMKKM in terms of its clustering generalization error. After that, we develop extensive experiments to investigate the proposed SimpleMKKM from the perspectives of clustering accuracy, advantage on the formulation and optimization, variation of the learned consensus clustering matrix with iterations, clustering performance with varied number of samples and base kernels, analysis of the learned kernel weight, the running time and the global convergence. The experimental study demonstrates the effectiveness of the proposed SimpleMKKM by considerably and consistently outperforming state of the art multiple kernel clustering alternatives. In addition, the ablation study shows that the improved clustering performance is contributed by both the novel formulation and new optimization. Our work provides a more effective approach to integrate multi-view data for clustering, and this could trigger novel research on multiple kernel clustering. The source code and data for SimpleMKKM are available at https://github.com/xinwangliu/SimpleMKKMcodes/.