Bandit-PAM: Almost Linear Time k-Medoids Clustering via Multi-Armed Bandits

NeurIPS 2020

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Author: Mo Tiwari, Martin Jinye Zhang, James Mayclin, Sebastian Thrun, Chris Piech, Ilan Shomorony Paper Abstract: Clustering is a ubiquitous task in data science. Compared to the commonly used k-means clustering algorithm, k-medoids clustering algorithms require the cluster centers to be actual data points and support arbitrary distance metrics, allowing for greater interpretability and the clustering of structured objects. Current state-of-the-art k-medoids clustering algorithms, such as Partitioning Around Medoids (PAM), are iterative and are quadratic in the dataset size n for each iteration, being prohibitively expensive for large datasets. We propose Bandit-PAM, a randomized algorithm inspired by techniques from multi-armed bandits, that significantly improves the computational efficiency of PAM. We theoretically prove that Bandit-PAM reduces the complexity of each PAM iteration from O(n2) to O(nlogn) and returns the same results with high probability, under assumptions on the data that often hold in practice. We empirically validate our results on several large-scale real-world datasets, including a coding exercise submissions dataset from this http URL, the 10x Genomics 68k PBMC single-cell RNA sequencing dataset, and the MNIST handwritten digits dataset. We observe that Bandit-PAM returns the same results as PAM while performing up to 200x fewer distance computations. The improvements demonstrated by Bandit-PAM enable k-medoids clustering on a wide range of applications, including identifying cell types in large-scale single-cell data and providing scalable feedback for students learning computer science online. We also release Python and C++ implementations of our algorithm.

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