Influential Feature PCA for high dimensional clustering

Understand

We consider a clustering problem where we observe feature vectors $X_i \in R^p$, $i = 1, 2, \ldots, n$, from $K$ possible classes.

• The class labels are unknown and the main interest is to estimate them.
• We are primarily interested in the modern regime of $p \gg n$, where classical clustering methods face challenges.
• We propose Influential Features PCA (IF-PCA) as a new clustering procedure.