Organizations: AI Research Lab, Satbayev University, Almaty, 050000, Kazakhstan · Laboratory for Analysis and Modeling of Information Processes, Institute of Information and Computational Technologies, Almaty, 050010, Kazakhstan
Abstract
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 Big Data era, the scalability of clustering algorithms constitutes a key challenge. Traditional density-based methods (e.g., DBSCAN) offer robustness to noise and the ability to detect non-linear clusters, yet their quadratic time complexity O(N2) drastically limits their applicability. Conversely, partitional algorithms (e.g., K-Means), with their linear complexity O(N), impose sphericity on the resulting groups and fail in the presence of outliers. This paper presents K-SCAN -- a novel hybrid algorithm that optimizes this trade-off. The method integrates preliminary vector quantization (stochastic Mini-Batch K-Means) to extract a reduced set of weighted micro-clusters, followed by a subsequent density-based structural analysis. Empirical evaluation on datasets of up to 106 samples confirms the linear computational complexity of the proposed solution. K-SCAN achieves more than a 3-fold speed-up over the hierarchical BIRCH algorithm, avoiding the costly management of tree-based structures. The method precisely identifies non-linear manifolds while maintaining structural stability (Adjusted Rand Index > 0.99), even with noise levels reaching 55% of the data volume. The main limitation of the proposed algorithm, which could not be fully eliminated in the present study, remains its susceptibility to over-smoothing and its difficulty in separating clusters with highly heterogeneous local density. In complex visual spaces, this can lead to the loss of the finest topological details.
The k-means++ algorithm is commonly restarted multiple times to avoid poor local optima, yet the number of restarts is almost always chosen arbitrarily and applied uniformly regardless of data set difficulty. This undermines any comparison relying on such a choice and wastes computation on easy data sets while potentially under-serving hard ones. We introduce GTRC, a restart criterion combining a Good-Turing estimate, a proven unconditional bound, and a confidence-based bound on the probability that a further restart would improve on the current result, stopping once this probability falls below a user-specified tolerance ε. Across 36 data sets, GTRC reached clustering quality competitive with well-chosen fixed restart counts, while the number of restarts used varied considerably and appropriately with data set difficulty, governed by an interpretable, data-dependent signal rather than a fixed rule. GTRC offers a principled and reportable alternative to fixing the number of k-means++ restarts in advance. Software:https://github.com/RCdeAmorim/Good-Turing-Restart-Criterion.
We study the problem of k-means clustering on large datasets. The state-of-the-art for the problem is given by coresets-based approaches, which build small weighted summaries of the input and derive approximate solutions with rigorous quality guarantees from them. One of the most popular and advanced approaches to derive coresets for k-means is sensitivity sampling. However, sensitivity sampling requires to compute the importance of each input point with respect to the whole dataset over all possible choices of centers. Since the exact computation of such quantities is unfeasible, current approaches work by approximating the sensitivity values. Nevertheless, the runtime of such approaches is still impractical for large datasets. In this work, we propose to reduce the runtime of sensitivity-based approaches for k-means by leveraging predictions to approximate the importance of input points. We first formally prove that current theoretical results on coresets construction via sensitivity sampling hold for coarser approximations of sensitivities compared to the one required by existing approaches. This implies that even fairly noisy predictors can be leveraged for sensitivity-sampling approaches. We then propose a natural predictor, which applies to the common scenario where clustering is performed (over time) on a sequence of datasets from the same problem. We prove that when the datasets in the sequence come from the same (unknown) distribution, centers resulting in a low error on one dataset can be used as predictions for sensitivity sampling in subsequent datasets, with guarantees on their quality. We perform an extensive experimental evaluation showing that our approach significantly improves, in terms of clustering cost vs runtime, over uniform sampling and state-of-the-art sensitivity sampling approaches when applied to sequences of datasets.