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A geometric median is close when a strict majority is close

Statement

Let H be a real Hilbert space, let k≥1 be an integer, let m1,…,mk∈H, and let m minimize F(z)=∑j=1k∥z−mj∥. For 0<a<1/2 and r>0, put

Ca=1−a1−2a.

If z∈H satisfies ∥m−z∥>Car, then more than ak of the points mj satisfy ∥mj−z∥>r.

Facts & Assumptions

Given: A real Hilbert space H, an integer k≥1, points m1,…,mk, a minimizer m of their geometric-median objective, 0<a<1/2, r>0, and z∈H.

[F1]

A geometric median minimizes F(w)=∑j∥w−mj∥ (Geometric median of block means).

[F2]

The norm is induced by a real inner product; orthogonal decompositions satisfy Pythagoras. Cauchy–Schwarz follows by minimizing ∥u−tv∥2≥0 over real t when v≠0 (Hilbert space).

Proof

technique · direct

Given: A real Hilbert space H, an integer k≥1, points m1,…,mk, a geometric median m, 0<a<1/2, r>0, and z∈H.

1.1F2algebra

Suppose at most ak points satisfy ∥mj−z∥>r. Since Ca2=1+a2/(1−2a)>1, write D=∥z−m∥>Car>r and d=(z−m)/D. For each of the at least (1−a)k remaining points, uj=(mj−m)/∥mj−m∥ is defined and ⟨uj,d⟩≥(D−∥mj−z∥)/∥mj−m∥>0. Put cos⁡θj=⟨uj,d⟩. By [F2], 0<cos⁡θj≤1; writing d=cos⁡θjuj+wj with wj⊥uj, Pythagoras gives ∥wj∥=sin⁡θj. The distance from z=m+Dd to the line through m and mj is D∥wj∥=Dsin⁡θj, and is at most ∥z−mj∥≤r. Therefore cos⁡θj≥1−(r/D)2>1−Ca−2=a/(1−a).

2.1F1F2step 1.1algebra∎

For mj≠m, rationalizing the difference quotient gives lim⁡t↓0(∥m+td−mj∥−∥m−mj∥)/t=⟨m−mj,d⟩/∥m−mj∥=−cos⁡θj; if mj=m, the quotient is ∥td∥/t=1. Thus the right directional derivative of F(m+td) is −∑mj≠mcos⁡θj+#{j:mj=m}. Each good point from step 1.1 contributes less than −a/(1−a), and each other point contributes at most 1 by [F2]. Since at least (1−a)k points are good, the derivative is strictly less than k−(1−a)k(1+a/(1−a))=0. At a minimizer every right difference quotient is nonnegative, so this negative derivative is impossible. Thus more than ak points lie outside the radius-r ball about z.

Remarks

The nonempty-center condition k≥1 is necessary. If H=R, k=0, z=0, r=1, a=1/4, and m=4, the empty objective is zero at every point, so m is a minimizer. Here Ca=3/(22)<4, but there are zero outliers, not more than ak=0. All conclusions above retain their stated constants for every positive center count.

Depends on

Used by

Dependency tree · two levels

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Sources