Lloyd's $K$-Means Clustering Algorithm is Frank-Wolfe in Disguise

Michael Pokojovy, J. Marcus Jobe, Simon Lacoste-Julien

TL;DR: Lloyd's K-means algorithm is a special case of Frank-Wolfe implying non-asymptotic O(1/t) convergence to a local minimum

Abstract: Lloyd's $K$-means algorithm, also known as naïve $K$-means, is a widely used *ad hoc* optimization heuristic, designed to minimize the sum of squared errors (SSE) across all $K$-partitions of a dataset via iterative cluster refinement. In this work, we establish a novel connection between Lloyd's algorithm and the Frank-Wolfe (FW) algorithm, a prominent first-order method for projection-free optimization. We demonstrate that Lloyd's algorithm is a special case of FW. Leveraging recent advances in FW methods for concave objectives, we derive a non-asymptotic $\mathcal{O}(1/t)$ convergence rate to a local minimum of the SSE objective. To account for empty clusters, an outcome possible under Lloyd's greedy assignment, we develop an FW variant for semismooth objectives while retaining the same convergence rate that is solely controlled by the initial SSE value. We illustrate our findings with a simulation study for spherical Gaussian mixtures and a real-world image segmentation dataset.

Submission Number: 694