BROCCOLI: overlapping and outlier-robust biclustering through proximal stochastic gradient descent

Matrix tri-factorization subject to binary constraints is a versatile and powerful framework for the simultaneous clustering of observations and features, also known as biclustering. Applications for biclustering encompass the clustering of high-dimensional data and explorative data mining, where the selection of the most important features is relevant. Unfortunately, due to the lack of suitable methods for the optimization subject to binary constraints, the powerful framework of biclustering is typically constrained to clusterings which partition the set of observations or features. As a result, overlap between clusters cannot be modelled and every item, even outliers in the data, have to be assigned to exactly one cluster. In this paper we propose Broccoli, an optimization scheme for matrix factorization subject to binary constraints, which is based on the theoretically well-founded optimization scheme of proximal stochastic gradient descent. Thereby, we do not impose any restrictions on the obtained clusters. Our experimental evaluation, performed on both synthetic and real-world data, and against 6 competitor algorithms, show reliable and competitive performance, even in presence of a high amount of noise in the data. Moreover, a qualitative analysis of the identified clusters shows that Broccoli may provide meaningful and interpretable clustering structures.