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Clustering with k -means: faster, smarter, cheaper. Charles Elkan University of California, San Diego April 24, 2004. Acknowledgments. Funding from Sun Microsystems, with sponsor Dr. Kenny Gross. Advice from colleagues and students, especially Sanjoy Dasgupta (UCSD),

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clustering with k means faster smarter cheaper

Clustering with k-means: faster, smarter, cheaper

Charles Elkan

University of California, San Diego

April 24, 2004

acknowledgments
Acknowledgments
  • Funding from Sun Microsystems, with sponsor Dr. Kenny Gross.
  • Advice from colleagues and students, especially

Sanjoy Dasgupta (UCSD),

Greg Hamerly (Baylor University starting Fall ‘04),

Doug Turnbull.

clustering is difficult
Clustering is difficult!

Source: Patrick de Smet, University of Ghent

the standard k means algorithm
The standard k-means algorithm
  • Input: n points, distance function d(),number k of clusters to find. 
  • STEP NAME
  • Start with k centers
  • Compute d(each point x, each center c)
  • For each x, find closest center c(x) “ALLOCATE”
  • If no point has changed “owner” c(x), stop
  • Each c mean of points owned by it “LOCATE”
  • Repeat from 2
observations
Observations
  • Theorem: If d() is Euclidean, then k-means converges monotonically to a local minimum of within-class squared distortion: xd(c(x),x)2
  • Many variants, complex history since 1956, over 100 papers per year currently
  • Iterative, related to expectation-maximization (EM)
  • # of iterations to converge grows slowly with n, k, d
  • No accepted method exists to discover k.
we want to
We want to …
  • … make the algorithm faster.
  • … find lower-cost local minima.  
  • (Finding the global optimum is NP-hard.)
  • … choose the correct k intelligently.
  • With success at (1), we can try more alternatives for (2). 
  • With success at (2), comparisons for different k are less likely to be misleading.
standard initialization methods
Standard initialization methods
  • Forgy initialization: choose k points at random as starting center locations.
  • Random partitions: divide the data points randomly into k subsets.
  • Both these methods are bad.
  • E. Forgy. Cluster analysis of multivariate data: Efficiency vs. interpretability of classifications. Biometrics, 21(3):768, 1965.
smarter initialization
Smarter initialization
  • The “furthest first" algorithm (FF):
  • Pick first center randomly.
  • Next is the point furthest from the first center.
  • Third is the point furthest from both previous centers.
  • In general: next center is argmaxx mincd(x,c)
  • D. Hochbaum, D. Shmoys. A best possible heuristic for the k-center problem, Mathematics of Operations Research, 10(2):180-184, 1985.
slide14

Furthest-first initialization

FF

Furthest-first initialization

subset furthest first sff
Subset furthest-first (SFF)
  • FF finds outliers, by definition not good cluster centers!
  • Can we choose points far apart and typical of the dataset?
  • Idea:  A random sample includes many representative points, but few outliers.
  • But: How big should the random sample be?
  • Lemma:  Given k equal-size sets and c >1, with high probability ck log k random points intersect each set.
comparing initialization methods
Comparing initialization methods

218 means 218% worse than the best clustering known.

Lower is better.

how to find lower cost local minima
How to find lower-cost local minima
  • Random restarts, even initialized well, are inadequate.
  • The “central limit catastrophe:” almost all local minima are only averagely good.
  • K. D. Boese, A. B. Kahng, & S. Muddu, A new adaptive multi-start technique for combinatorial global optimizations. Operations Research Letters 16 (1994) 101-113.
  • The art of designing a local search algorithm: defining a neighborhood rich in improving candidate moves.
our local search method
Our local search method
  • k-means alternates two guaranteed-improvement steps: “allocate” and “locate.” 
  • Sadly, we know no other guaranteed-improvement steps.
  • So, we do non-guaranteed “jump” operations: delete an existing center and create a new center at a data point. 
  • After each “jump”, run k-means to convergence starting with an “allocate” step.
slide20

Add a center below

Remove a center at left

theory versus practice
Theory versus practice
  • Theorem:  Let C be a set of centers such that no “jump” operation improves the value of C.  Then C is at most 25 times worse than the global optimum.
  • T. Kanungo et al. A local search approximation algorithm for clustering, ACM Symposium on Computational Geometry, 2002.
  • Our aim: Find heuristics to identify “jump” steps that are likely to be good.
  • Experiments indicate we can solve problems with up to 2000 points and 20 centers optimally.
an upper bound
An upper bound ...
  • Lemma 1:  The maximum loss from removing center c.
  • Proof:
  • Suppose b is the center closest to c; let B and C be the subsets owned by b and c, with m = |B| and n = |C|.
  • If B and C merge, the new center is b’ = (mb+nc)/(m+n).
  • Because c is the mean of C, for any zx in Cd(z,x)2 = x in Cd(c,x)2 + nd(z,c)2.
  • So the loss from the merge is nd(b’,c)2 + md(b’,b)2.
  • This computation is cheap, so we do it for every center. 
and a lower bound
… and a lower bound
  • Suppose we add a new center at point z.
  • Lemma 2: The gain from adding a center at z is at least
  •  { x : d(x,c(x)) > d(x,z) }d(x,c(x))2 - d(x,z)2.
  • This computation is more expensive, so we do it for only 2k log k random candidates z.
sometimes a jump should only be a jiggle
Sometimes a jump should only be a jiggle
  • How to use Lemmas 1 and 2:
  • delete the center with smallest maximum loss,
  • make new center at point with greatest minimum gain.
  • This procedure identifies good global improvements.
  • Small-scale improvements come from “jiggling” the center of an existing cluster: moving the center to a point inside the same cluster.
jj means the smarter k means algorithm
jj-means: the smarter k-means algorithm
  • Run k-means with SFF initialization.
  • Repeat
    • While improvement do

Try the best jump according to Lemmas 1 and 2

    • Until improvement do

Try a random jiggle

  • “Try” means run k-means to convergence after.
  • Insert random jumps to satisfy theorem.
results with 1000 points 8 dimensions 10 centers
Results with 1000 points, 8 dimensions, 10 centers

Conclusion: Running 10x longer is faster and better than restarting 10x.

goal make k means faster but with same answer
Goal: Make k-means faster, but with same answer
  • Allow any black-box d(),
  • any initialization method.
  • In later iterations, little movement of centers.
  • Distance calculations use the most time.
  • Geometrically, these are mostly redundant.

Source: D. Pelleg.

slide28
Let x be a point, c(x) its owner, and c a different center.
  • If we already know d(x,c)  d(x,c(x)) 
  • then computing d(x,c) precisely is not necessary.
  • Strategy: Use the triangle inequality d(x,z)   d(x,y) + d(y,z)to get sufficient conditions for d(x,c)  d(x,b).
  • kd-trees are useful up to  10 dimensions.
  • Distance-based data structures can be better.
  • Our approach is adaptive.
slide29
Lemma 1:  Let x be a point, and let b and c be centers. 
  • If d(b,c)  2d(x,b) then d(x,c)  d(x,b).
  • Proof:  We know d(b,c)  d(b,x) + d(x,c). So  d(b,c) - d(x,b)   d(x,c). Now d(b,c) - d(x,b)  2d(x,b) - d(x,b) = d(x,b).So d(x,b)   d(x,c).

• c

• b

• x

slide30
Lemma 2:  Let x be a point, let b and c be centers. 
  • Then  d(x,c)   max [ 0, d(x,b) - d(b,c) ].
  • Proof:  We know d(x,b)   d(x,c) + d(b,c),
  • So  d(x,c)   d(x,b) - d(b,c).
  • Also d(x,c)   0.

• c

• b

• x

how to use lemma 1
How to use Lemma 1
  • Let c(x) be the owner of point x, c' another center:
  • compute d(x,c') only if
  • d(x,c(x))  > ½d(c(x),c').
  • If we know an upper bound u(x)  d(x,c(x)):
  • compute d(x,c') and d(x,c(x)) only if
  • u(x)  > ½d(c(x),c').
  • If u(x)  ½min c'  c(x) [ d(c(x), c') ]:
  • eliminate all distance calculations for x.
how to use lemma 2
How to use Lemma 2
  • Let x be any point, let c be any center,
  • let c’ be c at previous iteration.
  • Assume previous lower bound: d(x,c’)  l'. 
  • Then we get a new lower bound for the current iteration:
  • d(x,c)   max [ 0, d(x,c) - d(c, c’)]
  •  max [ 0, l' - d(c,c’) ]
  • If l' is a good approximation, and the center only moves slightly, then we get a good updated approximation.
slide33
Pick initial centers c.
  • For all x and c, compute d(x,c)
    • Initialize lower bounds l(x,c)   d(x,c)
    • Initialize upper bounds u(x)   minc d(x,c)
    • Initialize ownership c(x)   argminc d(x,c)
  • Repeat until convergence:
    • Find all x s.t. u(x)  ½minc'  c(x) [ d(c(x), c') ]
    • For each remaining x and c  c(x) s.t.
          • u(x) >  l(x,c)
          • u(x) >  ½d(c(x), c)
      • Compute d(x,c) and d(x,c(x))
      • If d(x,c) < d(x,c(x)) then change owner c(x)   c
      • Update l(x,c)   d(x,c) and u(x)   d(x,c(x))
    • For each c, m(c)  mean of points owned by c
    • For each x and c, update l(x,c)   max [ 0, l(x,c) - d(m(c),c) ]
    • For each x, update u(x)  u(x) + d(c(x), m(c(x)) )
    • Update each center c  m(c)
notes on the new algorithm
Notes on the new algorithm
  • Empirical issue: which checks to do in which order.
  • Implement “for each remaining x and c” by looping over c, with vectorized code processing all x together.
  • Or, sequentially scan x and l(x,c) from disk.
  • Obvious initialization computes O(nk) distances. Faster methods give inaccurate l(x,c) and u(x), hence may do more distance calculations later.
experimental observations
Experimental observations
  • Natural clusters are found while computing the distance between each point and each center less than once!
  • We find k = 100 clusters in n = 100,000 covtype points with 7,353,400 < nk = 15,000,000 distance calculations.
  • Number of distance calculations is o(kc), because later iterations compute very few distances.
current limitations
Current limitations
  • Computing distances is no longer the dominant cost.
  • Reason: After each iteration, we
  • update nk lower bounds l(x,c)
  • use O(kd) time to recompute k means
  • use O(k2d) time to recompute all inter-center distances
  • Moreover, we can approximate distances in o(d) time, by considering the largest dimensions first.
deeper questions
Deeper questions
  • What is the minimum # of distance calculations needed?
    • Adversary argument? If some calculations are omitted, an opponent can choose their values to make any clustering algorithm’s output incorrect.
  • Can we extend to clustering with general Bregman divergences?
  • Can we extend to soft-assignment clustering? Via lower and upper bounds on weights?