moment-based uniform deviation bound
Moment-based Uniform Deviation Bounds for k -means and Friends
Suppose k centers are fit to m points by heuristically minimizing the k -means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with p\geq 4 bounded moments; in particular, the difference between the sample cost and distribution cost decays with m and p as m {\min\{-1/4, -1/2 2/p\}} . The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of k -means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for k -means instances possessing some cluster structure.
- North America > United States > California > San Diego County > San Diego (0.04)
- Europe > United Kingdom > England > Oxfordshire > Oxford (0.04)
- Asia > Middle East > Israel > Jerusalem District > Jerusalem (0.04)
- Asia > China (0.04)
Moment-based Uniform Deviation Bounds for k -means and Friends
Suppose k centers are fit to m points by heuristically minimizing the k -means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with p\geq 4 bounded moments; in particular, the difference between the sample cost and distribution cost decays with m and p as m {\min\{-1/4, -1/2 2/p\}} . The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of k -means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for k -means instances possessing some cluster structure.
Moment-based Uniform Deviation Bounds for k-means and Friends
Telgarsky, Matus J., Dasgupta, Sanjoy
Suppose $k$ centers are fit to $m$ points by heuristically minimizing the $k$-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with $p\geq 4$ bounded moments; in particular, the difference between the sample cost and distribution cost decays with $m$ and $p$ as $m {\min\{-1/4, -1/2 2/p\}}$. The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of $k$-means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for $k$-means instances possessing some cluster structure.
Moment-based Uniform Deviation Bounds for $k$-means and Friends
Telgarsky, Matus J., Dasgupta, Sanjoy
Suppose $k$ centers are fit to $m$ points by heuristically minimizing the $k$-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with $p\geq 4$ bounded moments; in particular, the difference between the sample cost and distribution cost decays with $m$ and $p$ as $m^{\min\{-1/4, -1/2+2/p\}}$. The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of $k$-means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for $k$-means instances possessing some cluster structure.
- North America > United States > California > San Diego County > San Diego (0.04)
- Asia > Middle East > Israel > Jerusalem District > Jerusalem (0.04)
- Asia > China (0.04)