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Lloyd can stop at a strictly suboptimal finite-data fixed point
Statement refuted
Every fixed point of the exact finite-data Lloyd iteration is a global minimizer of empirical squared-error distortion.
Facts & Assumptions
Given: Five equally weighted data points , two ordered centers, and the exact iteration of Exact finite-data Lloyd quantizer.
Exact finite-data Lloyd quantizer: the iteration uses least-index nearest-center assignments, updates nonempty clusters to their weighted centroids, leaves empty centers unchanged, and stops when centers are unchanged.
The weighted centroid minimizes finite-cluster squared error: each nonempty cluster's weighted squared error is minimized at its weighted centroid.
Let and . Put on , where is unit point mass at . This is a probability measure on the relative Borel sigma algebra of the finite Borel set , with finite second moment . For a center pair , let be its least-index nearest-center rule. Each fiber is Borel because is finite, so Finite measurable squared-error quantizer and nearest-center rule gives
so the sample-average costs below are exactly the distortions for this explicitly specified empirical law.
Counterexample
Give each point weight and initialize centers at . The squared distances to these centers, in point order , are , , , , and ; each comparison is strict, so the clusters are and .
The alternative centers assign to and to , with strict comparisons: the respective squared-distance pairs are , , , , and . Their total squared error is , hence their average distortion is .
The two weighted centroids are and , so the center update leaves unchanged by [F2]. The nearest assignment is unchanged as well by step 1.1, so [F1] stops at this tuple. Its distortion is by [F3].
Since , the alternative two-center quantizer has strictly lower distortion than the stopped Lloyd output in step 2.1. Thus that exact fixed point is not globally optimal, refuting the statement.
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Sources
- Robert Gallager, 6.450 Principles of Digital Communications I, Chapter 3: Quantization (standard reference, not scraped)
- Robert M. Gray and David L. Neuhoff, Quantization, IEEE Transactions on Information Theory 44(6) (1998) (standard reference, not scraped)