Abstract
The quality of K-Means clustering is extremely sensitive to proper initialization. The classic remedy is to apply k-means++ to obtain an initial set of centers that is provably competitive with the optimal solution. Unfortunately, k-means++ requires k full passes over the data which limits its applicability to massive datasets. We address this problem by proposing a simple and efficient seeding algorithm for K-Means clustering. The main idea is to replace the exact D2-sampling step in k-means++ with a substantially faster approximation based on Markov Chain Monte Carlo sampling. We prove that, under natural assumptions on the data, the proposed algorithm retains the full theoretical guarantees of k-means++ while its computational complexity is only sublinear in the number of data points. For such datasets, one can thus obtain a provably good clustering in sublinear time. Extensive experiments confirm that the proposed method is competitive with k-means++ on a variety of real-world, largescale datasets while offering a reduction in runtime of several orders of magnitude.
Cite
CITATION STYLE
Bachem, O., Lucic, M., Hassani, S. H., & Krause, A. (2016). Approximate K-Means++ in sublinear time. In 30th AAAI Conference on Artificial Intelligence, AAAI 2016 (pp. 1459–1467). AAAI press. https://doi.org/10.1609/aaai.v30i1.10259
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