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Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support

30 September 2015
Jianbo Ye
Panruo Wu
Jianmin Wang
Jia Li
ArXiv (abs)PDFHTML
Abstract

In a variety of research areas, the bag of weighted vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metric. D2-clustering has a severe scalability issue, the bottleneck being the computation of a centroid distribution, called Wasserstein barycenter, that minimizes its sum of squared distances to the cluster members. In this paper, we develop a modified Bregman ADMM approach for computing the approximate discrete Wasserstein barycenter of large clusters. In the case when the support points of the barycenters are unknown and of low cardinality, our method achieves high accuracy empirically at a much reduced computational cost. The strengths and weaknesses of our method and its alternatives are examined through experiments; and scenarios for their respective usage are recommended. Moreover, we develop both serial and parallelized versions of the algorithm. By experimenting with large-scale data, we demonstrate the computational efficiency of the new methods and investigate their convergence properties and numerical stability. The clustering results obtained on several datasets in different domains are highly competitive in comparison with some widely used methods' in the corresponding areas.

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