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Pré-Publication, Document De Travail (Preprint/Prepublication) Année : 2024

On the sequential convergence of Lloyd's algorithms

Résumé

Lloyd’s algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as a gradient method on a certain quantization functional which is given by optimal transport. We study the sequential convergence (to a single accumulation point) for two variants of Lloyd’s method: (i) optimal quantization with an arbitrary discrete measure and (ii) uniform quantization with a uniform discrete measure. For both cases, we prove sequential convergence of the iterates under an analiticity assumption on the density of the target measure. This includes for example analytic densities truncated to a compact semi-algebraic set. The argument leverages the log analytic nature of globally subanalytic integrals, the interpretation of Lloyd’s method as a gradient method and the convergence analysis of gradient algorithms under Kurdyka-Lojasiewicz assumptions. As a by-product, we also obtain definability results for more general semi-discrete optimal transport losses such as transport distances with general costs, the max-sliced Wasserstein distance and the entropy regularized optimal transport loss.
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Dates et versions

hal-04593982 , version 1 (30-05-2024)

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  • HAL Id : hal-04593982 , version 1

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Léo Portales, Elsa Cazelles, Edouard Pauwels. On the sequential convergence of Lloyd's algorithms. 2024. ⟨hal-04593982⟩
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