Size matters: cardinality-constrained clustering and outlier detection via conic optimization
File(s)SizeMattersCardinalityConstrainedClustering.pdf (569.68 KB)
Published version
Author(s)
Rujeerapaiboon, Napat
Schindler, Kilian
Kuhn, Daniel
Wiesemann, Wolfram
Type
Journal Article
Abstract
Plain vanilla K-means clustering has proven to be successful in practice, yet it suffers from outlier sensitivity and may produce highly unbalanced clusters. To mitigate both shortcomings, we formulate a joint outlier detection and clustering problem, which assigns a prescribed number of datapoints to an auxiliary outlier cluster and performs cardinality-constrainedK-means clustering on the residual dataset, treating the cluster cardinalities as a given input. We cast this problem as a mixed-integer linear program (MILP) that admits tractable semidefinite and linear programming relaxations. We propose deterministic rounding schemes thattransform the relaxed solutions to feasible solutions for the MILP. We also prove that these solutions areoptimal in the MILP if a cluster separation condition holds.
Date Issued
2019-01-01
Date Acceptance
2019-01-22
Citation
SIAM Journal on Optimization, 29 (2), pp.1211-1239
ISSN
1052-6234
Publisher
Society for Industrial and Applied Mathematics
Start Page
1211
End Page
1239
Journal / Book Title
SIAM Journal on Optimization
Volume
29
Issue
2
Copyright Statement
Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.
Sponsor
Engineering & Physical Science Research Council (E
Grant Number
EP/M028240/1
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
semidefinite programming
K-means clustering
outlier detection
optimality guarantee
NP-HARDNESS
SEMIDEFINITE
Operations Research
0102 Applied Mathematics
0103 Numerical and Computational Mathematics
Publication Status
Published online
Date Publish Online
2019-04-30