Convergence Rate of Stochastic k-means
Abstract
We analyze online (Bottou & Bengio, 1994) and mini-batch (Sculley, 2010) k-means variants. Both scale up the widely used Lloyd’s algorithm via stochastic approximation, and have become popular for large-scale clustering and unsupervised feature learning. We show, for the first time, that they have global convergence towards “local optima” at rate $O(1/t)$ under general conditions. In addition, we show that if the dataset is clusterable, stochastic k-means with suitable initialization converges to an optimal k-means solution at rate $O(1/t)$ with high probability. The k-means objective is non-convex and non-differentiable; we exploit ideas from non-convex gradient-based optimization by providing a novel characterization of the trajectory of the k-means algorithm on its solution space, and circumvent its non-differentiability via geometric insights about the k-means update.
BibTeX
@InProceedings{pmlr-v54-tang17b,
title = {{Convergence rate of stochastic k-means}},
author = {Tang, Cheng and Monteleoni, Claire},
booktitle = {Proceedings of the 20th International Conference on Artificial Intelligence and Statistics},
pages = {1495--1503},
year = {2017},
editor = {Singh, Aarti and Zhu, Jerry},
volume = {54},
series = {Proceedings of Machine Learning Research},
month = {20--22 Apr},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v54/tang17b/tang17b.pdf},
url = {https://proceedings.mlr.press/v54/tang17b.html},
abstract = {We analyze online (Bottou & Bengio, 1994) and mini-batch (Sculley, 2010) k-means variants. Both scale up the widely used Lloyd’s algorithm via stochastic approximation, and have become popular for large-scale clustering and unsupervised feature learning. We show, for the first time, that they have global convergence towards “local optima” at rate $O(1/t)$ under general conditions. In addition, we show that if the dataset is clusterable, stochastic k-means with suitable initialization converges to an optimal k-means solution at rate $O(1/t)$ with high probability. The k-means objective is non-convex and non-differentiable; we exploit ideas from non-convex gradient-based optimization by providing a novel characterization of the trajectory of the k-means algorithm on its solution space, and circumvent its non-differentiability via geometric insights about the k-means update.}
}