Settling Time vs. Accuracy Tradeoffs for Clustering Big Data

We study the theoretical and practical runtime limits of k-means and k-median clustering on large datasets. Since effectively all clustering methods are slower than the time it takes to read the dataset, the fastest approach is to quickly compress the data and perform the clustering on the compressed representation. Unfortunately, there is no universal best choice for compressing the number of points - while random sampling runs in sublinear time and coresets provide theoretical guarantees, the former does not enforce accuracy while the latter is too slow as the numbers of points and clusters grow. Indeed, it has been conjectured that any sensitivity-based coreset construction requires super-linear time in the dataset size. We examine this relationship by first showing that there does exist an algorithm that obtains coresets via sensitivity sampling in effectively linear time - within log-factors of the time it takes to read the data. Any approach that significantly improves on this must then resort to practical heuristics, leading us to consider the spectrum of sampling strategies across both real and artificial datasets in the static and streaming settings. Through this, we show the conditions in which coresets are necessary for preserving cluster validity as well as the settings in which faster, cruder sampling strategies are sufficient. As a result, we provide a comprehensive theoretical and practical blueprint for effective clustering regardless of data size. Our code is publicly available and has scripts to recreate the experiments.

On Generalization Bounds for Projective Clustering

Given a set of points, clustering consists of finding a partition of a point set into $k$ clusters such that the center to which a point is assigned is as close as possible. Most commonly, centers are points themselves, which leads to the famous $k$-median and $k$-means objectives. One may also choose centers to be $j$ dimensional subspaces, which gives rise to subspace clustering. In this paper, we consider learning bounds for these problems. That is, given a set of $n$ samples $P$ drawn independently from some unknown, but fixed distribution $\mathcal{D}$, how quickly does a solution computed on $P$ converge to the optimal clustering of $\mathcal{D}$? We give several near optimal results. In particular, For center-based objectives, we show a convergence rate of $\tilde{O}\left(\sqrt{{k}/{n}}\right)$. This matches the known optimal bounds of [Fefferman, Mitter, and Narayanan, Journal of the Mathematical Society 2016] and [Bartlett, Linder, and Lugosi, IEEE Trans. Inf. Theory 1998] for $k$-means and extends it to other important objectives such as $k$-median. For subspace clustering with $j$-dimensional subspaces, we show a convergence rate of $\tilde{O}\left(\sqrt{\frac{kj^2}{n}}\right)$. These are the first provable bounds for most of these problems. For the specific case of projective clustering, which generalizes $k$-means, we show a convergence rate of $\Omega\left(\sqrt{\frac{kj}{n}}\right)$ is necessary, thereby proving that the bounds from [Fefferman, Mitter, and Narayanan, Journal of the Mathematical Society 2016] are essentially optimal.

Optimal Sketching Bounds for Sparse Linear Regression

We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $\ell_p$ norm, or from a broad class of hinge-like loss functions, which includes the logistic and ReLU losses. We show that for sparse $\ell_2$ norm regression, there is a distribution over oblivious sketches with $\Theta(k\log(d/k)/\varepsilon^2)$ rows, which is tight up to a constant factor. This extends to $\ell_p$ loss with an additional additive $O(k\log(k/\varepsilon)/\varepsilon^2)$ term in the upper bound. This establishes a surprising separation from the related sparse recovery problem, which is an important special case of sparse regression. For this problem, under the $\ell_2$ norm, we observe an upper bound of $O(k \log (d)/\varepsilon + k\log(k/\varepsilon)/\varepsilon^2)$ rows, showing that sparse recovery is strictly easier to sketch than sparse regression. For sparse regression under hinge-like loss functions including sparse logistic and sparse ReLU regression, we give the first known sketching bounds that achieve $o(d)$ rows showing that $O(\mu^2 k\log(\mu n d/\varepsilon)/\varepsilon^2)$ rows suffice, where $\mu$ is a natural complexity parameter needed to obtain relative error bounds for these loss functions. We again show that this dimension is tight, up to lower order terms and the dependence on $\mu$. Finally, we show that similar sketching bounds can be achieved for LASSO regression, a popular convex relaxation of sparse regression, where one aims to minimize $\|Ax-b\|_2^2+\lambda\|x\|_1$ over $x\in\mathbb{R}^d$. We show that sketching dimension $O(\log(d)/(\lambda \varepsilon)^2)$ suffices and that the dependence on $d$ and $\lambda$ is tight.

Sparse Dimensionality Reduction Revisited

The sparse Johnson-Lindenstrauss transform is one of the central techniques in dimensionality reduction. It supports embedding a set of $n$ points in $\mathbb{R}^d$ into $m=O(\varepsilon^{-2} \lg n)$ dimensions while preserving all pairwise distances to within $1 \pm \varepsilon$. Each input point $x$ is embedded to $Ax$, where $A$ is an $m \times d$ matrix having $s$ non-zeros per column, allowing for an embedding time of $O(s \|x\|_0)$. Since the sparsity of $A$ governs the embedding time, much work has gone into improving the sparsity $s$. The current state-of-the-art by Kane and Nelson (JACM'14) shows that $s = O(\varepsilon ^{-1} \lg n)$ suffices. This is almost matched by a lower bound of $s = \Omega(\varepsilon ^{-1} \lg n/\lg(1/\varepsilon))$ by Nelson and Nguyen (STOC'13). Previous work thus suggests that we have near-optimal embeddings. In this work, we revisit sparse embeddings and identify a loophole in the lower bound. Concretely, it requires $d \geq n$, which in many applications is unrealistic. We exploit this loophole to give a sparser embedding when $d = o(n)$, achieving $s = O(\varepsilon^{-1}(\lg n/\lg(1/\varepsilon)+\lg^{2/3}n \lg^{1/3} d))$. We also complement our analysis by strengthening the lower bound of Nelson and Nguyen to hold also when $d \ll n$, thereby matching the first term in our new sparsity upper bound. Finally, we also improve the sparsity of the best oblivious subspace embeddings for optimal embedding dimensionality.

Improved Coresets for Euclidean $k$-Means

Given a set of $n$ points in $d$ dimensions, the Euclidean $k$-means problem (resp. the Euclidean $k$-median problem) consists of finding $k$ centers such that the sum of squared distances (resp. sum of distances) from every point to its closest center is minimized. The arguably most popular way of dealing with this problem in the big data setting is to first compress the data by computing a weighted subset known as a coreset and then run any algorithm on this subset. The guarantee of the coreset is that for any candidate solution, the ratio between coreset cost and the cost of the original instance is less than a $(1\pm \varepsilon)$ factor. The current state of the art coreset size is $\tilde O(\min(k^{2} \cdot \varepsilon^{-2},k\cdot \varepsilon^{-4}))$ for Euclidean $k$-means and $\tilde O(\min(k^{2} \cdot \varepsilon^{-2},k\cdot \varepsilon^{-3}))$ for Euclidean $k$-median. The best known lower bound for both problems is $\Omega(k \varepsilon^{-2})$. In this paper, we improve the upper bounds $\tilde O(\min(k^{3/2} \cdot \varepsilon^{-2},k\cdot \varepsilon^{-4}))$ for $k$-means and $\tilde O(\min(k^{4/3} \cdot \varepsilon^{-2},k\cdot \varepsilon^{-3}))$ for $k$-median. In particular, ours is the first provable bound that breaks through the $k^2$ barrier while retaining an optimal dependency on $\varepsilon$.

An Empirical Evaluation of $k$-Means Coresets

Coresets are among the most popular paradigms for summarizing data. In particular, there exist many high performance coresets for clustering problems such as $k$-means in both theory and practice. Curiously, there exists no work on comparing the quality of available $k$-means coresets. In this paper we perform such an evaluation. There currently is no algorithm known to measure the distortion of a candidate coreset. We provide some evidence as to why this might be computationally difficult. To complement this, we propose a benchmark for which we argue that computing coresets is challenging and which also allows us an easy (heuristic) evaluation of coresets. Using this benchmark and real-world data sets, we conduct an exhaustive evaluation of the most commonly used coreset algorithms from theory and practice.

Scalable Differentially Private Clustering via Hierarchically Separated Trees

We study the private $k$-median and $k$-means clustering problem in $d$ dimensional Euclidean space. By leveraging tree embeddings, we give an efficient and easy to implement algorithm, that is empirically competitive with state of the art non private methods. We prove that our method computes a solution with cost at most $O(d^{3/2}\log n)\cdot OPT + O(k d^2 \log^2 n / \epsilon^2)$, where $\epsilon$ is the privacy guarantee. (The dimension term, $d$, can be replaced with $O(\log k)$ using standard dimension reduction techniques.) Although the worst-case guarantee is worse than that of state of the art private clustering methods, the algorithm we propose is practical, runs in near-linear, $\tilde{O}(nkd)$, time and scales to tens of millions of points. We also show that our method is amenable to parallelization in large-scale distributed computing environments. In particular we show that our private algorithms can be implemented in logarithmic number of MPC rounds in the sublinear memory regime. Finally, we complement our theoretical analysis with an empirical evaluation demonstrating the algorithm's efficiency and accuracy in comparison to other privacy clustering baselines.

Towards Optimal Lower Bounds for k-median and k-means Coresets

Given a set of points in a metric space, the $(k,z)$-clustering problem consists of finding a set of $k$ points called centers, such that the sum of distances raised to the power of $z$ of every data point to its closest center is minimized. Special cases include the famous k-median problem ($z = 1$) and k-means problem ($z = 2$). The $k$-median and $k$-means problems are at the heart of modern data analysis and massive data applications have given raise to the notion of coreset: a small (weighted) subset of the input point set preserving the cost of any solution to the problem up to a multiplicative $(1 \pm \varepsilon)$ factor, hence reducing from large to small scale the input to the problem. In this paper, we present improved lower bounds for coresets in various metric spaces. In finite metrics consisting of $n$ points and doubling metrics with doubling constant $D$, we show that any coreset for $(k,z)$ clustering must consist of at least $\Omega(k \varepsilon^{-2} \log n)$ and $\Omega(k \varepsilon^{-2} D)$ points, respectively. Both bounds match previous upper bounds up to polylog factors. In Euclidean spaces, we show that any coreset for $(k,z)$ clustering must consists of at least $\Omega(k\varepsilon^{-2})$ points. We complement these lower bounds with a coreset construction consisting of at most $\tilde{O}(k\varepsilon^{-2}\cdot \min(\varepsilon^{-z},k))$ points.

Algorithms for Fair Team Formation in Online Labour Marketplaces

As freelancing work keeps on growing almost everywhere due to a sharp decrease in communication costs and to the widespread of Internet-based labour marketplaces (e.g., guru.com, feelancer.com, mturk.com, upwork.com), many researchers and practitioners have started exploring the benefits of outsourcing and crowdsourcing. Since employers often use these platforms to find a group of workers to complete a specific task, researchers have focused their efforts on the study of team formation and matching algorithms and on the design of effective incentive schemes. Nevertheless, just recently, several concerns have been raised on possibly unfair biases introduced through the algorithms used to carry out these selection and matching procedures. For this reason, researchers have started studying the fairness of algorithms related to these online marketplaces, looking for intelligent ways to overcome the algorithmic bias that frequently arises. Broadly speaking, the aim is to guarantee that, for example, the process of hiring workers through the use of machine learning and algorithmic data analysis tools does not discriminate, even unintentionally, on grounds of nationality or gender. In this short paper, we define the Fair Team Formation problem in the following way: given an online labour marketplace where each worker possesses one or more skills, and where all workers are divided into two or more not overlapping classes (for examples, men and women), we want to design an algorithm that is able to find a team with all the skills needed to complete a given task, and that has the same number of people from all classes. We provide inapproximability results for the Fair Team Formation problem together with four algorithms for the problem itself. We also tested the effectiveness of our algorithmic solutions by performing experiments using real data from an online labor marketplace.

Principal Fairness: \\ Removing Bias via Projections

Reducing hidden bias in the data and ensuring fairness in algorithmic data analysis has recently received significant attention. We complement several recent papers in this line of research by introducing a general method to reduce bias in the data through random projections in a ``fair'' subspace. We apply this method to densest subgraph and $k$-means. For densest subgraph, our approach based on fair projections allows to recover both theoretically and empirically an almost optimal, fair, dense subgraph hidden in the input data. We also show that, under the small set expansion hypothesis, approximating this problem beyond a factor of $2$ is NP-hard and we show a polynomial time algorithm with a matching approximation bound. We further apply our method to $k$-means. In a previous paper, Chierichetti et al.~[NIPS 2017] showed that problems such as $k$-means can be approximated up to a constant factor while ensuring that none of two protected class (e.g., gender, ethnicity) is disparately impacted. We show that fair projections generalize the concept of fairlet introduced by Chierichietti et al. to any number of protected attributes and improve empirically the quality of the resulting clustering. We also present the first constant-factor approximation for an arbitrary number of protected attributes thus settling an open problem recently addressed in several works.