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Stochastic Backward Euler: An Implicit Gradient Descent Algorithm for k-Means Clustering

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Abstract

In this paper, we propose an implicit gradient descent algorithm for the classic k-means problem. The implicit gradient step or backward Euler is solved via stochastic fixed-point iteration, in which we randomly sample a mini-batch gradient in every iteration. It is the average of the fixed-point trajectory that is carried over to the next gradient step. We draw connections between the proposed stochastic backward Euler and the recent entropy stochastic gradient descent for improving the training of deep neural networks. Numerical experiments on various synthetic and real datasets show that the proposed algorithm provides better clustering results compared to k-means algorithms in the sense that it decreased the objective function (the cluster) and is much more robust to initialization.

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Acknowledgements

This work was partially supported by AFOSR Grant FA9550-15-1-0073 and ONR Grant N00014-16-1-2157. We would like to thank Dr. Bao Wang for helpful discussions. We also thank the anonymous reviewers for their constructive comments.

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Authors and Affiliations

  1. Department of Mathematics, University of California, Los Angeles, CA, 90095, USA

    Penghang Yin, Minh Pham & Stanley Osher

  2. Department of Mathematics and Statistics, McGill University, Montreal, Canada

    Adam Oberman

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  1. Penghang Yin
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  2. Minh Pham
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  3. Adam Oberman
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  4. Stanley Osher
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Correspondence to Penghang Yin.

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Yin, P., Pham, M., Oberman, A. et al. Stochastic Backward Euler: An Implicit Gradient Descent Algorithm for k-Means Clustering. J Sci Comput 77, 1133–1146 (2018). https://doi.org/10.1007/s10915-018-0744-4

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  • DOI: https://doi.org/10.1007/s10915-018-0744-4

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