Near-optimal Linear Predictive Clustering in Non-separable Spaces via MIP and QPBO Reductions

Fuente: arXiv
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Autori principali: Liang, Jiazhou, Khurram, Hassan, Sanner, Scott
Natura: Preprint
Pubblicazione: 2025
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author Liang, Jiazhou
Khurram, Hassan
Sanner, Scott
author_facet Liang, Jiazhou
Khurram, Hassan
Sanner, Scott
contents Linear Predictive Clustering (LPC) partitions samples based on shared linear relationships between feature and target variables, with numerous applications including marketing, medicine, and education. Greedy optimization methods, commonly used for LPC, alternate between clustering and linear regression but lack global optimality. While effective for separable clusters, they struggle in non-separable settings where clusters overlap in feature space. In an alternative constrained optimization paradigm, Bertsimas and Shioda (2007) formulated LPC as a Mixed-Integer Program (MIP), ensuring global optimality regardless of separability but suffering from poor scalability. This work builds on the constrained optimization paradigm to introduce two novel approaches that improve the efficiency of global optimization for LPC. By leveraging key theoretical properties of separability, we derive near-optimal approximations with provable error bounds, significantly reducing the MIP formulation's complexity and improving scalability. Additionally, we can further approximate LPC as a Quadratic Pseudo-Boolean Optimization (QPBO) problem, achieving substantial computational improvements in some settings. Comparative analyses on synthetic and real-world datasets demonstrate that our methods consistently achieve near-optimal solutions with substantially lower regression errors than greedy optimization while exhibiting superior scalability over existing MIP formulations.
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publishDate 2025
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spellingShingle Near-optimal Linear Predictive Clustering in Non-separable Spaces via MIP and QPBO Reductions
Liang, Jiazhou
Khurram, Hassan
Sanner, Scott
Machine Learning
Linear Predictive Clustering (LPC) partitions samples based on shared linear relationships between feature and target variables, with numerous applications including marketing, medicine, and education. Greedy optimization methods, commonly used for LPC, alternate between clustering and linear regression but lack global optimality. While effective for separable clusters, they struggle in non-separable settings where clusters overlap in feature space. In an alternative constrained optimization paradigm, Bertsimas and Shioda (2007) formulated LPC as a Mixed-Integer Program (MIP), ensuring global optimality regardless of separability but suffering from poor scalability. This work builds on the constrained optimization paradigm to introduce two novel approaches that improve the efficiency of global optimization for LPC. By leveraging key theoretical properties of separability, we derive near-optimal approximations with provable error bounds, significantly reducing the MIP formulation's complexity and improving scalability. Additionally, we can further approximate LPC as a Quadratic Pseudo-Boolean Optimization (QPBO) problem, achieving substantial computational improvements in some settings. Comparative analyses on synthetic and real-world datasets demonstrate that our methods consistently achieve near-optimal solutions with substantially lower regression errors than greedy optimization while exhibiting superior scalability over existing MIP formulations.
title Near-optimal Linear Predictive Clustering in Non-separable Spaces via MIP and QPBO Reductions
topic Machine Learning
url https://arxiv.org/abs/2511.10809