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Exhaustive empirical search attains a global quantizer
Statement
For every finite indexed data set with and positive normalized weights, the algorithm of Exhaustive global empirical squared-error quantizer terminates after checking exactly assignments and returns a nearest-center quantizer whose empirical squared-error distortion is no greater than that of any -center tuple. Its exact arithmetic operation count is ; this is an exponential exhaustive procedure, not a polynomial-time claim.
Facts & Assumptions
Given: , points , weights summing to one, and exact arithmetic and comparisons.
Exhaustive global empirical squared-error quantizer: the procedure checks every ordered assignment, uses a weighted centroid for each nonempty cluster and for each empty cluster, retains a minimum-cost assignment, then reassigns points to least-index nearest centers.
The weighted centroid minimizes finite-cluster squared error: replacing any cluster center by its weighted centroid cannot increase its assigned squared-error cost.
Put , a finite Borel subset of , and let on , where is unit point mass at . This is a probability measure on the relative Borel sigma algebra of with finite second moment . For an ordered center tuple , 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
Proof
The assignment set has exactly elements, so the finite ordered loop in [F1] terminates and retains an assignment of minimum centroid-adjusted assigned cost .
Fix any center tuple and assign each point to its least-index nearest center, obtaining . By [F2], the centroid-adjusted cost of this assignment is at most its cost at , so by [F3].
Let be the tuple retained for . Reassigning to nearest centers cannot increase its cost, hence . Step 1.2 gives for every , in particular ; therefore and for every -center tuple. The returned tuple is globally minimizing.
Each of the assignments can be grouped, centered and costed in exact operations; the final nearest reassignment costs , which is bounded by for . This proves the stated operation count without a bit-complexity claim.
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Sources
- Robert M. Gray, Source Coding Theory, first edition (standard reference, not scraped)
- 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)