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.
Journal of Scientific Computing – Springer Journals
Published: May 31, 2018
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