How the initialization affects the stability of the k-means algorithm
ESAIM: Probability and Statistics, Tome 16 (2012), pp. 436-452.

We investigate the role of the initialization for the stability of the қ-means clustering algorithm. As opposed to other papers, we consider the actual қ-means algorithm (also known as Lloyd algorithm). In particular we leverage on the property that this algorithm can get stuck in local optima of the қ-means objective function. We are interested in the actual clustering, not only in the costs of the solution. We analyze when different initializations lead to the same local optimum, and when they lead to different local optima. This enables us to prove that it is reasonable to select the number of clusters based on stability scores.

DOI : 10.1051/ps/2012013
Classification : 62F12
Mots clés : clustering, қ-means, stability, model selection
@article{PS_2012__16__436_0,
     author = {Bubeck, S\'ebastien and Meil\u{a}, Marina and von Luxburg, Ulrike},
     title = {How the initialization affects the stability of the $k$-means algorithm},
     journal = {ESAIM: Probability and Statistics},
     pages = {436--452},
     publisher = {EDP-Sciences},
     volume = {16},
     year = {2012},
     doi = {10.1051/ps/2012013},
     mrnumber = {2972502},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2012013/}
}
TY  - JOUR
AU  - Bubeck, Sébastien
AU  - Meilă, Marina
AU  - von Luxburg, Ulrike
TI  - How the initialization affects the stability of the $k$-means algorithm
JO  - ESAIM: Probability and Statistics
PY  - 2012
SP  - 436
EP  - 452
VL  - 16
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps/2012013/
DO  - 10.1051/ps/2012013
LA  - en
ID  - PS_2012__16__436_0
ER  - 
%0 Journal Article
%A Bubeck, Sébastien
%A Meilă, Marina
%A von Luxburg, Ulrike
%T How the initialization affects the stability of the $k$-means algorithm
%J ESAIM: Probability and Statistics
%D 2012
%P 436-452
%V 16
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps/2012013/
%R 10.1051/ps/2012013
%G en
%F PS_2012__16__436_0
Bubeck, Sébastien; Meilă, Marina; von Luxburg, Ulrike. How the initialization affects the stability of the $k$-means algorithm. ESAIM: Probability and Statistics, Tome 16 (2012), pp. 436-452. doi : 10.1051/ps/2012013. http://archive.numdam.org/articles/10.1051/ps/2012013/

[1] D. Arthur and S. Vassilvitskii, қ-means++ : the advantages of careful seeding, in Proc. of SODA (2007). | Zbl

[2] S. Ben-David and U. Von Luxburg, Relating clustering stability to properties of cluster boundaries, in Proc. of COLT (2008).

[3] S. Ben-David, U. Von Luxburg and D. Pál, A sober look on clustering stability, in Proc. of COLT (2006). | Zbl

[4] S. Ben-David, D. Pál and H.-U. Simon, Stability of қ-means clustering, in Proc. of COLT (2007). | Zbl

[5] L. Bottou and Y. Bengio, Convergence properties of the қ-means algorithm, in Proc. of NIPS (1995).

[6] S. Dasgupta and L. Schulman, A probabilistic analysis of EM for mixtures of separated, spherical Gaussians. J. Mach. Learn. Res. 8 (2007) 203-226. | MR | Zbl

[7] S. Graf and H. Luschgy, Foundations of Quantization for Probability Distributions. Springer (2000). | MR | Zbl

[8] D. Hochbaum and D. Shmoys, A best possible heuristic for the -center problem. Math. Operat. Res. 10 (1985) 180-184. | MR | Zbl

[9] T. Lange, V. Roth, M. Braun and J. Buhmann, Stability-based validation of clustering solutions. Neural Comput. 16 (2004) 1299-1323. | Zbl

[10] R. Ostrovsky, Y. Rabani, L.J. Schulman and C. Swamy, The effectiveness of Lloyd-type methods for the қ-means problem, in Proc. of FOCS (2006). | Zbl

[11] O. Shamir and N. Tishby, Cluster stability for finite samples, in Proc. of NIPS (2008).

[12] O. Shamir and N. Tishby, Model selection and stability in қ-means clustering, in Proc. of COLT (2008).

[13] O. Shamir and N. Tishby, On the reliability of clustering stability in the large sample regime, in Proc. of NIPS (2008).

[14] N. Srebro, G. Shakhnarovich and S. Roweis, An investigation of computational and informational limits in Gaussian mixture clustering, in Proc. of ICML (2006).

[15] Z. Zhang, B. Dai and A. Tung, Estimating local optimums in EM algorithm over Gaussian mixture model, in Proc. of ICML (2008).

Cité par Sources :