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Exhaustive empirical search attains a global quantizer

Statement

For every finite indexed data set x1,…,xN∈Rd with N,d,k≥1 and positive normalized weights, the algorithm of Exhaustive global empirical squared-error quantizer terminates after checking exactly kN assignments and returns a nearest-center quantizer whose empirical squared-error distortion is no greater than that of any k-center tuple. Its exact arithmetic operation count is O(kN(N+k)d); this is an exponential exhaustive procedure, not a polynomial-time claim.

Facts & Assumptions

Given: N,d,k≥1, points xi∈Rd, weights wi>0 summing to one, and exact arithmetic and comparisons.

[F1]

Exhaustive global empirical squared-error quantizer: the procedure checks every ordered assignment, uses a weighted centroid for each nonempty cluster and x1 for each empty cluster, retains a minimum-cost assignment, then reassigns points to least-index nearest centers.

[F2]

The weighted centroid minimizes finite-cluster squared error: replacing any cluster center by its weighted centroid cannot increase its assigned squared-error cost.

[F3]

Put XN:={xi:1≤i≤N}, a finite Borel subset of Rd, and let μN:=∑i=1Nwiδxi on XN, where δxi is unit point mass at xi. This is a probability measure on the relative Borel sigma algebra of XN with finite second moment ∫XN∥x∥22 dμN(x)=∑i=1Nwi∥xi∥22<∞. For an ordered center tuple c, let Qc:XN→{1,…,k} be its least-index nearest-center rule. Each fiber is Borel because XN is finite, so Finite measurable squared-error quantizer and nearest-center rule gives

DμN(Qc;c1,…,ck)=∑i=1Nwi∥xi−cQc(xi)∥22=∑i=1Nwimin⁡1≤j≤k∥xi−cj∥22=:J(c).

Proof

1.1givenF1construct

The assignment set {1,…,k}N has exactly kN elements, so the finite ordered loop in [F1] terminates and retains an assignment a∗ of minimum centroid-adjusted assigned cost L∗.

1.2givenF2F3algebra

Fix any center tuple c and assign each point to its least-index nearest center, obtaining a(c). By [F2], the centroid-adjusted cost of this assignment is at most its cost at c, so L∗≤L(a(c))≤J(c) by [F3].

2.1step 1.1step 1.2F1F3algebra

Let c∗ be the tuple retained for a∗. Reassigning a∗ to nearest centers cannot increase its cost, hence J(c∗)≤L∗. Step 1.2 gives L∗≤J(c) for every c, in particular L∗≤J(c∗); therefore J(c∗)=L∗ and J(c∗)≤J(c) for every k-center tuple. The returned tuple is globally minimizing.

3.1givenF1step 1.1algebra∎

Each of the kN assignments can be grouped, centered and costed in O((N+k)d) exact operations; the final nearest reassignment costs O(Nkd), which is bounded by O(kN(N+k)d) for N,k≥1. This proves the stated operation count without a bit-complexity claim.

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