Sensitivity Sampling with Predictions for k-Means Clustering

Big data clustering remains challenging: the Minimum Sum-of-Squares Clustering (MSSC) problem underlying K-means is NP-hard, and existing methods either reach poor local minima or require prohibitive metaheuristic hybrids. We target arbitrarily tall data: a fixed feature space may contain arbitrarily many, possibly infinitely many, observations, while the algorithm accesses only finite random samples. We propose Big-means++, an algorithm achieving scalability and global-search quality by curating inputs to MSSC optimization on big data. It orchestrates local K-means refinements into a data-native global search for big data clustering. Rather than optimizing the full-data MSSC objective, Big-means++ traverses sample-induced surrogate landscapes. Each sample defines a distinct empirical MSSC approximation with a perturbed local-optimum structure, turning sample-to-sample variation into a global-search mechanism. Unlike Big-means, a flowing-incumbent strategy propagates centroid state across empirical landscapes through K-means refinements on fresh samples without rollback to a best-so-far solution. This increases mobility and favors stable, high-quality configurations across approximations of the full-data structure. A new shaking mechanism varies sample size geometrically, broadening the surrogate landscapes explored across resolution scales, accounting for cluster imbalance, and improving solution quality. A competitive multi-agent system asynchronously explores independent sampled landscapes, transforming diverse stochastic trajectories into collective search intelligence. Automatic convergence detection stops each agent after attaining a high-quality solution but before further search risks degrading it, while providing a universal speed-quality control. Experiments on 22 datasets against 11 competing algorithms demonstrate the effectiveness, efficiency, and robustness of Big-means++.

In the data selection problem, the objective is to choose a small, representative subset of data that can be used to efficiently train a machine learning model. Sener and Savarese [ICLR 2018] showed that, given an embedding representation of the data and suitable geometric assumptions, heuristics based on $k$-center clustering can be used to perform data selection. This perspective was further explored by Axiotis et. al. [ICML 2024], who proposed a data selection approach based on $k$-means clustering and sensitivity sampling. However, these methods rely on the assumption that the dataset exhibits intrinsic geometric structure that can be effectively captured by clustering, whereas many modern datasets instead possess global algebraic structure that is better exploited by low-rank approximation or principal component analysis. In this paper, we introduce a new data selection framework based on low-rank approximation and residual-based sampling, formulated through the lens of row subset selection and loss-preserving coreset construction. Given an embedding representation of the data satisfying mild regularity conditions, which can be interpreted as algebraic or angular notions of Lipschitz continuity, we show that it is possible to select a weighted subset of $\tilde{O}\left(k + \frac{1}{\varepsilon^2}\right)$ data points whose average loss approximates the average loss over the full dataset within a $(1+\varepsilon)$ relative error, up to an additive $\varepsilon Φ_k$ term, where $Φ_k$ denotes the optimal rank-$k$ approximation cost of the embedding matrix. We complement these theoretical guarantees with empirical evaluations, demonstrating that on a range of real-world datasets, our data selection approach achieves improved performance over prior strategies based on uniform sampling or clustering-based sensitivity sampling.

Scaling LLM-based applications to millions of users is bottlenecked by the inference cost and latency of modern foundation models. A natural fix is to cluster the inputs and call the LLM only on cluster representatives, letting other members inherit the output -- but this is only safe if each member is measurably close to its representative. Existing clustering methods do not offer such per-sample quality control at scale: none jointly guarantee a minimal within-cluster similarity, exact matching of categorical attributes, and scalability to tens of millions of samples. We propose a two-stage algorithm that generates initial clusters with Mini-batch K-Means, then greedily selects representatives within each initial cluster -- a step equivalent to the Johnson-Chvatal heuristic for Set Cover over alpha-balls in embedding space. The algorithm enforces the similarity and attribute guardrails exactly by construction, and runs in $O(nd + n^2 d/K)$ time and $O(nd + n^2/K^2)$ memory for $n$ samples, feature dimension $d$, and $K$ initial clusters -- linear in $n$ when $K$ grows proportionally with $n$. We provide benchmarks against common clustering methods on internal and public datasets: our method not only delivers per-sample guardrails but also runs 10-1000x faster and scales to data sizes where most standard methods become intractable. Deployed on 38 million customers for a persona-based recommender, the clustering method cut downstream cost and latency by 50-fold while preserving personalization and unblocked the production launch.