Turning Big Data Into Tiny Data: Coresets for Unsupervised Learning Problems
Dan Feldman, Melanie Schmidt, Christian Sohler · SIAM Review · 2025
Abstract. We develop and analyze a method to reduce the size of a very large set of data points in a high-dimensional Euclidean space [Formula: see text] to a small set of weighted points such that the result of a predetermined data analysis task on the reduced set is approximately the same as that for the original point set. For example, computing the first [Formula: see text] principal components of the reduced set will return approximately the first [Formula: see text] principal components of the original set, or computing the centers of a [Formula: see text]-means clustering on the reduced set will return an approximation for the original set. Such a reduced set is also known as a coreset. The main new features of our construction are that the cardinality of the reduced set is independent of the dimension [Formula: see text] of the input space and that the sets are mergeable [P. K. Agarwal et al., Proceedings of the 31 st ACM SIGMOD-SIGACT-SIGAI Symposium on Principals of Database Systems, 2012, pp. 23–34]. The latter property means that the union of two reduced sets is a reduced set for the union of the two original sets. It allows us to turn our methods into streaming or distributed algorithms using standard approaches. For problems such as [Formula: see text]-means and subspace approximation the coreset sizes are also independent of the number of input points. Our method is based on data-dependently projecting the points on a low-dimensional subspace and reducing the cardinality of the points inside this subspace using known methods. The proposed approach works for a wide range of data analysis techniques including [Formula: see text]-means clustering, principal component analysis, and subspace clustering. The main conceptual contribution is a new coreset definition that allows charging for the costs that appear for every solution to an additive constant.