Clustering - ACM 2013 02-25
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Transcript of Clustering - ACM 2013 02-25
Fast Single-pass k-means Clustering
whoami – Ted Dunning
• Chief Application Architect, MapR Technologies• Committer, member, Apache Software
Foundation– particularly Mahout, Zookeeper and Drill
• Contact me [email protected]@[email protected]@ted_dunning
Agenda
• Rationale
• Theory– clusterable data, k-mean failure modes, sketches
• Algorithms– ball k-means, surrogate methods
• Implementation– searchers, vectors, clusterers
• Results
• Application
RATIONALE
Why k-means?
• Clustering allows fast search
– k-nn models allow agile modeling
– lots of data points, 108 typical
– lots of clusters, 104 typical
• Model features
– Distance to nearest centroids
– Poor man’s manifold discovery
What is Quality?
• Robust clustering not a goal
– we don’t care if the same clustering is replicated
• Generalization to unseen data critical
– number of points per cluster
– distance distributions
– target function distributions
– model performance stability
• Agreement to “gold standard” is a non-issue
An Example
The Problem
• Spirals are a classic “counter” example for k-means
• Classic low dimensional manifold with added noise
• But clustering still makes modeling work well
An Example
An Example
The Cluster Proximity Features
• Every point can be described by the nearest cluster – 4.3 bits per point in this case
– Significant error that can be decreased (to a point) by increasing number of clusters
• Or by the proximity to the 2 nearest clusters (2 x 4.3 bits + 1 sign bit + 2 proximities)– Error is negligible
– Unwinds the data into a simple representation
Diagonalized Cluster Proximity
Lots of Clusters Are Fine
The Limiting Case
• Too many clusters lead to over-fitting
• Which we mediate by averaging over several nearby clusters
• In the limit we get k-nn modeling
– and probably use k-means to speed up search
THEORY
Intuitive Theory
• Traditionally, minimize over all distributions
– optimization is NP-complete
– that isn’t like real data
• Recently, assume well-clusterable data
• Interesting approximation bounds provable
s 2Dk-1
2 (X) > Dk
2(X)
1+O(s 2 )
For Example
Grouping these two clusters
seriously hurts squared distance
D4
2 (X) >1
s 2D5
2 (X)
ALGORITHMS
Lloyd’s Algorithm
• Part of CS folk-lore• Developed in the late 50’s for signal quantization, published
in 80’s
initialize k cluster centroids somehowfor each of many iterations:
for each data point:assign point to nearest cluster
recompute cluster centroids from points assigned to clusters
• Highly variable quality, several restarts recommended
Typical k-means Failure
Selecting two seeds here cannot be
fixed with Lloyds
Result is that these two clusters get glued
together
Ball k-means
• Provably better for highly clusterable data• Tries to find initial centroids in each “core” of each real
clusters• Avoids outliers in centroid computation
initialize centroids randomly with distance maximizing tendencyfor each of a very few iterations:
for each data point:assign point to nearest cluster
recompute centroids using only points much closer than closest cluster
Still Not a Win
• Ball k-means is nearly guaranteed with k = 2
• Probability of successful seeding drops exponentially with k
• Alternative strategy has high probability of success, but takes O(nkd + k3d) time
Not good enough
Surrogate Method
• Start with sloppy clustering into κ = k log nclusters
• Use this sketch as a weighted surrogate for the data
• Cluster surrogate data using ball k-means• Results are provably good for highly clusterable
data• Sloppy clustering is on-line• Surrogate can be kept in memory• Ball k-means pass can be done at any time
Algorithm Costs
• O(k d log n) per point per iteration for Lloyd’s algorithm
• Number of iterations not well known
• Iteration > log n reasonable assumption
Algorithm Costs
• Surrogate methods– fast, sloppy single pass clustering with κ = k log n
– fast sloppy search for nearest cluster,
O(d log κ) = O(d (log k + log log n)) per point
– fast, in-memory, high-quality clustering of κ weighted centroids
O(κ k d + k3 d) = O(k2 d log n + k3 d) for small k, high quality
O(κ d log k) or O(d log κ log k) for larger k, looser quality
– result is k high-quality centroids• Even the sloppy surrogate may suffice
Algorithm Costs
• How much faster for the sketch phase?
– take k = 2000, d = 10, n = 100,000
– k d log n = 2000 x 10 x 26 = 500,000
– d (log k + log log n) = 10(11 + 5) = 170
– 3,000 times faster is a bona fide big deal
Pragmatics
• But this requires a fast search internally
• Have to cluster on the fly for sketch
• Have to guarantee sketch quality
• Previous methods had very high complexity
How It Works
• For each point
– Find approximately nearest centroid (distance = d)
– If (d > threshold) new centroid
– Else if (u > d/threshold) new cluster
– Else add to nearest centroid
• If centroids > κ ≈ C log N
– Recursively cluster centroids with higher threshold
Resulting Surrogate
• Result is large set of centroids
– these provide approximation of original distribution
– we can cluster centroids to get a close approximation of clustering original
– or we can just use the result directly
• Either way, we win
IMPLEMENTATION
How Can We Search Faster?
• First rule: don’t do it– If we can eliminate most candidates, we can do less work– Projection search and k-means search
• Second rule: don’t do it– We can convert big floating point math to clever bit-wise
integer math– Locality sensitive hashing
• Third rule: reduce dimensionality– Projection search– Random projection for very high dimension
Projection Search
total ordering!
How Many Projections?
LSH Search
• Each random projection produces independent sign bit• If two vectors have the same projected sign bits, they
probably point in the same direction (i.e. cos θ ≈ 1)• Distance in L2 is closely related to cosine
• We can replace (some) vector dot products with long integer XOR
x - y2
= x2 - 2(x × y)+ y2
= x2 - 2 x y cosq + y2
LSH Bit-match Versus Cosine
0 8 16 24 32 40 48 56 64
1
- 1
- 0.8
- 0.6
- 0.4
- 0.2
0
0.2
0.4
0.6
0.8
X Axis
Y A
xis
Results with 32 Bits
The Internals
• Mechanism for extending Mahout Vectors– DelegatingVector, WeightedVector, Centroid
• Searcher interface– ProjectionSearch, KmeansSearch, LshSearch, Brute
• Super-fast clustering– Kmeans, StreamingKmeans
Parallel Speedup?
1 2 3 4 5 20
10
100
20
30
40
50
200
Threads
Tim
e p
er
po
int
(μs) 2
3
4
56
8
10
12
14
16
Threaded version
Non- threaded
Perfect Scaling
✓
What About Map-Reduce?
• Map-reduce implementation is nearly trivial
– Compute surrogate on each split
– Total surrogate is union of all partial surrogates
– Do in-memory clustering on total surrogate
• Threaded version shows linear speedup already
• Map-reduce speedup shows same linear speedup
How Well Does it Work?
• Theoretical guarantees for well clusterabledata
– Shindler, Wong and Meyerson, NIPS, 2011
• Evaluation on synthetic data
– Rough clustering produces correct surrogates
– Ball k-means strategy 1 performance is very good with large k
How Well Does it Work?
• Empirical evaluation on 20 newsgroups
• Alternative algorithms include ball k-means versus streaming k-means|ball k-means
• Results
Average distance to nearest cluster on held-out data same or slightly smaller
Median distance to nearest cluster is smaller
> 10x faster (I/O and encoding limited)
APPLICATION
The Business Case
• Our customer has 100 million cards in circulation
• Quick and accurate decision-making is key.
– Marketing offers
– Fraud prevention
Opportunity
• Demand of modeling is increasing rapidly
• So they are testing something simpler and more agile
• Like k-nearest neighbor
What’s that?
• Find the k nearest training examples – lookalike customers
• This is easy … but hard– easy because it is so conceptually simple and you don’t
have knobs to turn or models to build– hard because of the stunning amount of math– also hard because we need top 50,000 results
• Initial rapid prototype was massively too slow– 3K queries x 200K examples takes hours– needed 20M x 25M in the same time
K-Nearest Neighbor Example
Required Scale and Speed and Accuracy
• Want 20 million queries against 25 million references in 10,000 s
• Should be able to search > 100 million references
• Should be linearly and horizontally scalable
• Must have >50% overlap against reference search
How Hard is That?
• 20 M x 25 M x 100 Flop = 50 P Flop
• 1 CPU = 5 Gflops
• We need 10 M CPU seconds => 10,000 CPU’s
• Real-world efficiency losses may increase that by 10x
• Not good!
K-means Search
• First do clustering with lots (thousands) of clusters
• Then search nearest clusters to find nearest points
• We win if we find >50% overlap with “true” answer
• We lose if we can’t cluster super-fast– more on this later
Lots of Clusters Are Fine
Lots of Clusters Are Fine
Some Details
• Clumpy data works better
– Real data is clumpy
• Speedups of 100-200x seem practical with 50% overlap
– Projection search and LSH give additional 100x
• More experiments needed
Summary
• Nearest neighbor algorithms can be blazing fast
• But you need blazing fast clustering
– Which we now have
Contact Me!
• We’re hiring at MapR in US and Europe
• MapR software available for research use
• Come get the slides at http://www.mapr.com/company/events/acmsf-2-25-13
• Get the code as part of Mahout trunk
• Contact me at [email protected] or @ted_dunning