Lloyd's K-Means Clustering Algorithm Is Frank-Wolfe in Disguise
TL;DR
This work establishes a novel connection between Lloyd's algorithm and the Frank-Wolfe (FW) algorithm, a prominent first-order method for projection-free optimization and derives a non-asymptotic convergence rate to a local minimum of the SSE objective.
Abstract
Lloyd's $K$-means algorithm, also known as na\"{i}ve $K$-means, is a widely used ad hoc optimization heuristic, designed to minimize the sum of squared errors (SSE) across all $K$-partitions of a dataset via iterative cluster refinement. In this work, we establish a novel connection between Lloyd's algorithm and the Frank-Wolfe (FW) algorithm, a prominent first-order method for projection-free optimization. We demonstrate that Lloyd's algorithm is a special case of FW. Leveraging recent advances in FW methods for concave objectives, we derive a non-asymptotic $\mathcal{O}(1/t)$ convergence rate to a local minimum of the SSE objective. To account for empty clusters, an outcome possible under Lloyd's greedy assignment, we develop an FW variant for semismooth objectives while retaining the same convergence rate that is solely controlled by the initial SSE value. We illustrate our findings with a simulation study for spherical Gaussian mixtures and a real-world image segmentation dataset.