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Poster

Convergence of online k-means

Geelon So · Gaurav Mahajan · Sanjoy Dasgupta


Abstract:

We prove asymptotic convergence for a general class of k-means algorithms performed over streaming data from a distribution—the centers asymptotically converge to the set of stationary points of the k-means objective function. To do so, we show that online k-means over a distribution can be interpreted as stochastic gradient descent with a stochastic learning rate schedule. Then, we prove convergence by extending techniques used in optimization literature to handle settings where center-specific learning rates may depend on the past trajectory of the centers.

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