In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metric. D2-clustering has a severe scalability issue, the bottleneck being the computation of a centroid distribution, called Wasserstein barycenter, that minimizes its sum of squared distances to the cluster members. In this paper, we develop a modified Bregman ADMM approach for computing the approximate discrete Wasserstein barycenter of large clusters. In the case when the support points of the barycenters are unknown and have low cardinality, our method achieves high accuracy empirically at a much reduced computational cost. The strengths and weaknesses of our method and its alternatives are examined through experiments, and we recommend scenarios for their respective usage. Moreover, we develop both serial and parallelized versions of the algorithm. By experimenting with large-scale data, we demonstrate the computational efficiency of the new methods and investigate their convergence properties and numerical stability. The clustering results obtained on several datasets in different domains are highly competitive in comparison with some widely used methods in the corresponding areas.
Distribution clustering can be done subject to different affinity definitions. For example, Bregman clustering pursues the minimal distortion between the cluster prototype---called the Bregman representative---and cluster members according to a certain Bregman divergence @cite_24 . In comparison, D2-clustering is an extension of K-means to discrete distributions under the Wasserstein distance @cite_6 , and the cluster prototype is an approximate Wasserstein barycenter with sparse support. In the D2-clustering framework, solving the cluster prototype or the centroid for discrete distributions under the Wasserstein distance is computationally challenging @cite_7 @cite_10 @cite_35 . In order to scale up the computation of D2-clustering, a divide-and-conquer approach has been proposed @cite_35 , but the method is ad-hoc from optimization perspective. A standard ADMM approach has also been explored @cite_10 , but its efficiency is still inadequate for large datasets. Although fast computation of Wasserstein distances has been much explored @cite_17 @cite_32 @cite_36 , how to perform top-down clustering efficiently based on the distance has not. We present below the related work and discuss their relationships with our current work.
@cite_35 @cite_7 @cite_36 @cite_32 @cite_6 @cite_24 @cite_10 @cite_17
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The discrete distribution as a sparse representation, equipped with the Kantorovich-Wasserstein metric, has been proven effective in learning tasks on imagery data. However, clustering based on the Kantorovich metric under a principled optimization criterion is computationally challenging, and has not been adequately explored. In this paper, we focus on the scalability issue and develop a new algorithm for clustering distributions. An optimal centroid or representative distribution in the sense of the Kantorovich metric is solved for each cluster. The key idea is to adapt the state-of-the-art distributed optimization approach called alternating direction method of multipliers (ADMM). The new algorithm achieves linear complexity in the update of each centroid and can be easily parallelizable, improving significantly over the existing method. It is also observed that in practice, satisfactory results can be obtained after a few tens of iterations. We conduct experiments on both synthetic and real data to demonstrate the computational efficiency and accuracy of the new algorithm. Aiming to unify known results about clustering mixtures of distributions under separation conditions, Kumar and Kannan[2010] introduced a deterministic condition for clustering datasets. They showed that this single deterministic condition encompasses many previously studied clustering assumptions. More specifically, their proximity condition requires that in the target @math -clustering, the projection of a point @math onto the line joining its cluster center @math and some other center @math , is a large additive factor closer to @math than to @math . This additive factor can be roughly described as @math times the spectral norm of the matrix representing the differences between the given (known) dataset and the means of the (unknown) target clustering. Clearly, the proximity condition implies center separation -- the distance between any two centers must be as large as the above mentioned bound. In this paper we improve upon the work of Kumar and Kannan along several axes. First, we weaken the center separation bound by a factor of @math , and secondly we weaken the proximity condition by a factor of @math . Using these weaker bounds we still achieve the same guarantees when all points satisfy the proximity condition. We also achieve better guarantees when only @math -fraction of the points satisfy the weaker proximity condition. The bulk of our analysis relies only on center separation under which one can produce a clustering which (i) has low error, (ii) has low @math -means cost, and (iii) has centers very close to the target centers. Our improved separation condition allows us to match the results of the Planted Partition Model of McSherry[2001], improve upon the results of [2006], and improve separation results for mixture of Gaussian models in a particular setting. We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We propose two original algorithms to compute Wasserstein barycenters that build upon the subgradient method. A direct implementation of these algorithms is, however, too costly because it would require the repeated resolution of large primal and dual optimal transport problems to compute subgradients. Extending the work of Cuturi (2013), we propose to smooth the Wasserstein distance used in the definition of Wasserstein barycenters with an entropic regularizer and recover in doing so a strictly convex objective whose gradients can be computed for a considerably cheaper computational cost using matrix scaling algorithms. We use these algorithms to visualize a large family of images and to solve a constrained clustering problem. We present a new method for clustering based on compression. The method does not use subject-specific features or background knowledge, and works as follows: First, we determine a parameter-free, universal, similarity distance, the normalized compression distance or NCD, computed from the lengths of compressed data files (singly and in pairwise concatenation). Second, we apply a hierarchical clustering method. The NCD is not restricted to a specific application area, and works across application area boundaries. A theoretical precursor, the normalized information distance, co-developed by one of the authors, is provably optimal. However, the optimality comes at the price of using the noncomputable notion of Kolmogorov complexity. We propose axioms to capture the real-world setting, and show that the NCD approximates optimality. To extract a hierarchy of clusters from the distance matrix, we determine a dendrogram (ternary tree) by a new quartet method and a fast heuristic to implement it. The method is implemented and available as public software, and is robust under choice of different compressors. To substantiate our claims of universality and robustness, we report evidence of successful application in areas as diverse as genomics, virology, languages, literature, music, handwritten digits, astronomy, and combinations of objects from completely different domains, using statistical, dictionary, and block sorting compressors. In genomics, we presented new evidence for major questions in Mammalian evolution, based on whole-mitochondrial genomic analysis: the Eutherian orders and the Marsupionta hypothesis against the Theria hypothesis.