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https://issues.apache.org/jira/browse/SPARK-14174?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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zhengruifeng updated SPARK-14174:
---------------------------------
    Description: 
The MiniBatchKMeans is a variant of the KMeans algorithm which uses 
mini-batches to reduce the computation time, while still attempting to optimise 
the same objective function. Mini-batches are subsets of the input data, 
randomly sampled in each training iteration. These mini-batches drastically 
reduce the amount of computation required to converge to a local solution. In 
contrast to other algorithms that reduce the convergence time of k-means, 
mini-batch k-means produces results that are generally only slightly worse than 
the standard algorithm.


Comparison of the K-Means and MiniBatchKMeans on sklearn : 
http://scikit-learn.org/stable/auto_examples/cluster/plot_mini_batch_kmeans.html#example-cluster-plot-mini-batch-kmeans-py

Since MiniBatch-KMeans with fraction=1.0 is not equal to KMeans, so I make it a 
new estimator


  was:
The MiniBatchKMeans is a variant of the KMeans algorithm which uses 
mini-batches to reduce the computation time, while still attempting to optimise 
the same objective function. Mini-batches are subsets of the input data, 
randomly sampled in each training iteration. These mini-batches drastically 
reduce the amount of computation required to converge to a local solution. In 
contrast to other algorithms that reduce the convergence time of k-means, 
mini-batch k-means produces results that are generally only slightly worse than 
the standard algorithm.

I have implemented mini-batch kmeans in Mllib, and the acceleration is realy 
significant.
The MiniBatch KMeans is named XMeans in following lines.
{code}
val path = "/tmp/mnist8m.scale"
val data = MLUtils.loadLibSVMFile(sc, path)
val vecs = data.map(_.features).persist()

val km = KMeans.train(data=vecs, k=10, maxIterations=10, runs=1, 
initializationMode="k-means||", seed=123l)
km.computeCost(vecs)
res0: Double = 3.317029898599564E8

val xm = XMeans.train(data=vecs, k=10, maxIterations=10, runs=1, 
initializationMode="k-means||", miniBatchFraction=0.1, seed=123l)
xm.computeCost(vecs)
res1: Double = 3.3169865959604424E8

val xm2 = XMeans.train(data=vecs, k=10, maxIterations=10, runs=1, 
initializationMode="k-means||", miniBatchFraction=0.01, seed=123l)
xm2.computeCost(vecs)
res2: Double = 3.317195831216454E8
{code}
The above three training all reached the max number of iterations 10.
We can see that the WSSSEs are almost the same. While their speed perfermence 
have significant difference:
{code}
KMeans                                                    2876sec
MiniBatch KMeans (fraction=0.1)             263sec
MiniBatch KMeans (fraction=0.01)           90sec
{code}

With appropriate fraction, the bigger the dataset is, the higher speedup is.

The data used above have 8,100,000 samples, 784 features. It can be downloaded 
here 
(https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/multiclass/mnist8m.scale.bz2)

Comparison of the K-Means and MiniBatchKMeans on sklearn : 
http://scikit-learn.org/stable/auto_examples/cluster/plot_mini_batch_kmeans.html#example-cluster-plot-mini-batch-kmeans-py


> Accelerate KMeans via Mini-Batch EM
> -----------------------------------
>
>                 Key: SPARK-14174
>                 URL: https://issues.apache.org/jira/browse/SPARK-14174
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>            Reporter: zhengruifeng
>         Attachments: MBKM.xlsx
>
>
> The MiniBatchKMeans is a variant of the KMeans algorithm which uses 
> mini-batches to reduce the computation time, while still attempting to 
> optimise the same objective function. Mini-batches are subsets of the input 
> data, randomly sampled in each training iteration. These mini-batches 
> drastically reduce the amount of computation required to converge to a local 
> solution. In contrast to other algorithms that reduce the convergence time of 
> k-means, mini-batch k-means produces results that are generally only slightly 
> worse than the standard algorithm.
> Comparison of the K-Means and MiniBatchKMeans on sklearn : 
> http://scikit-learn.org/stable/auto_examples/cluster/plot_mini_batch_kmeans.html#example-cluster-plot-mini-batch-kmeans-py
> Since MiniBatch-KMeans with fraction=1.0 is not equal to KMeans, so I make it 
> a new estimator



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