Probably certifiably correct k-means clustering
Abstract
Recently, Bandeira [arXiv:1509.00824] introduced a new type of algorithm (the so-called probably certifiably correct algorithm) that combines fast solvers with the optimality certificates provided by convex relaxations. In this paper, we devise such an algorithm for the problem of k-means clustering. First, we prove that Peng and Wei's semidefinite relaxation of k-means is tight with high probability under a distribution of planted clusters called the stochastic ball model. Our proof follows from a new dual certificate for integral solutions of this semidefinite program. Next, we show how to test the optimality of a proposed k-means solution using this dual certificate in quasilinear time. Finally, we analyze a version of spectral clustering from Peng and Wei that is designed to solve k-means in the case of two clusters. In particular, we show that this quasilinear-time method typically recovers planted clusters under the stochastic ball model.
Cite
@article{arxiv.1509.07983,
title = {Probably certifiably correct k-means clustering},
author = {Takayuki Iguchi and Dustin G. Mixon and Jesse Peterson and Soledad Villar},
journal= {arXiv preprint arXiv:1509.07983},
year = {2016}
}
Comments
Major revision from previous version. This paper is a extension of and improvement to the authors' preprint [arXiv:1505.04778]