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k-Means for Streaming and Distributed Big Sparse Data

Introduction

In this repository we provide Matlab implementation of coreset algorithms, used for evaluation in following paper:

k-Means for Streaming and Distributed Big Sparse Data. Artem Barger, and Dan Feldman. Proceedings of the 2016 SIAM International Conference on Data Mining. Society for Industrial and Applied Mathematics, 2016.

Algorithms

We provide implemenation for three algorithms used in the paper above:

  1. Uniform coreset
  2. Non-uniform corest (sensitivity based)
  3. Our algorithm (Deterministic coreset construction)

API

Coreset algorithms provides two very basic API's:

  • Given set of points P from R^d:

computeCoreset(P) - compress points P into coreset the weighted set C

  • Given two coresets C1 and C2:

mergedCoreset(C1, C2) - merges two coresets into a new one C'.

Detailed Usage

  1. Matrix - Matrix.m

Matrix abstraction which encapsulates a set of P points of n in R^d in matrix of size n-by-d.

  1. PointFunctionSet - PointFunctionSet.m

Class which represent weighted point set, in terms of function which maps point into real value (weight).

  1. Uniform coreset - uniformCoreset.m

Implementation of uniform "naive" coreset sampling, with following API's

coresetSize = 100;

algorithm = uniformCorest(coresetSize);

% Compute coreset of n points from R^d
coreset1 = algorithm.computeCoreset(P1);
coreset2 = algorithm.computeCoreset(P1);

% Merge two coresets into new one
coreset = algorithm.mergedCoreset(coreset1, coreset2);
  1. Non uniform coreset (sensitivity based) - KMedianCoresetAlg.m

Implementation of sensitivity based coreset sampling - the non uniform, for both k-means and k-median algorithms. Algorithms uses bicriteria approximation for sensitivity computation.

coresetSize = 100

algorithm = KMedianCoresetAlg();

% For k-median use KMedianCoresetAlg.linearInK
algorithm.coresetType = KMedianCoresetAlg.quadraticInK;

% Setup bicriteria algorithm parameters, basically configure
% alpha and beta parameters of the approximation.

algorithm.bicriteriaAlg.robustAlg.beta = beta;
algorithm.bicriteriaAlg.robustAlg.partitionFraction = alpha;
algorithm.bicriteriaAlg.robustAlg.costMethod = ClusterVector.sumSqDistanceCost;

% Compute coreset of n points from R^d
coreset1 = algorithm.computeCoreset(P1);
coreset2 = algorithm.computeCoreset(P1);

% Merge two coresets into new one
coreset = algorithm.mergedCoreset(coreset1, coreset2);
  1. Determenistic coreset algorithm - kmeansCoreset.m

Implementation of our determenistic kmeans coreset algorithm of size k^O(1).

coresetSize = 100;
% Number of kmeans++ iterations to execute for coreset construction
maxIter = 10;

algorithm = kmeansCorest(coresetSize, maxIter);

% Compute coreset of n points from R^d
coreset1 = algorithm.computeCoreset(P1);
coreset2 = algorithm.computeCoreset(P1);

% Merge two coresets into new one
coreset = algorithm.mergedCoreset(coreset1, coreset2);
  1. Coresets streaming - Stream.m

Stream encapsulates logic of building coreset merge-and-reduce tree and allow streaming computation of the coreset for continiously arriving points.

Example of streaming:

% We will use kmeans coreset as an example here:

coresetSize = 100;
maxIter = 10;

algorithm = kmeansCorest(coresetSize, maxIter);

stream = Stream();
stream.coresetAlg = algorithm;
% Define coreset merge-and-reduce tree leaf size
stream.leafSize = 100;

% For each new batch of streaming points do:
stream.addPointSet(P)

% In order to get final coreset results, which is union of entire tree into
final single coreset of given size.

result = stream.getUnifiedCorest()
  1. Evaluation

Evaluation of results done with following code:

% Given kmeans results computed with coreset, we compute the value of energy
% function, which is sum of squared distances to the kmeans centers and compare
% with kmeans++ approximated solution for original dataset

coresetSize = 100;
% Number of kmeans++ iterations to execute for coreset construction
maxIter = 10;

algorithm = kmeansCorest(coresetSize, maxIter);

% Compute coreset of n points from R^d
coreset = algorithm.computeCoreset(P);

% coreset results is of type PointFunctionSet, it has matrix which represents
% coreset points and well matrix which actually holds weights of the points
% computed by algorithm.

[part, centers, ~, ~] = Ckmeans(coreset.M.m, k, coreset.W.m, 'distance', 'sqeuclidean', ...
        'maxiter', 100, 'emptyaction', 'singleton', 'display', 'off', 'onlinephase', 'off');

dist = zeros(size(P, 1), k);
for c=1:k
    dist(:,c) = sum(bsxfun(@minus, P, centers(c,:)).^2, 2);
end
energy = sum(min(dist, [], 2));

error = energy / optEnergy - 1

Feedback

If you'd like to use this implementation, please reference original paper, any feedback send to Artem Barger ([email protected])

License

The software is released under the MIT License as detailed in kmeans.pyx.