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Vector quantization

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Through Centroid, K-means clustering and Deep learning

The density matching property of vector quantization is powerful, especially for identifying the density of large and high-dimensional data. Since data points are represented by the index of their closest centroid, commonly occurring data have low error, and rare data high error. This is why VQ is suitable for lossy data compression. It can also be used for lossy data correction and density estimation.

Vector quantization is based on the competitive learning paradigm, so it is closely related to the self-organizing map model and to sparse coding models used in deep learning algorithms such as autoencoder.

Training

The simplest training algorithm for vector quantization is:

  1. Pick a sample point at random
  2. Move the nearest quantization vector centroid towards this sample point, by a small fraction of the distance
  3. Repeat

A more sophisticated algorithm reduces the bias in the density matching estimation, and ensures that all points are used, by including an extra sensitivity parameter :

  1. Increase each centroid's sensitivity si by a small amount
  2. Pick a sample point P at random
  3. For each quantization vector centroid ci, let d(P,ci) denote the distance of P and ci
  4. Find the centroid ci for which d(P,ci)−si is the smallest
  5. Move ci towards P by a small fraction of the distance
  6. Set si to zero
  7. Repeat

It is desirable to use a cooling schedule to produce convergence: see Simulated annealing. Another (simpler) method is LBG which is based on K-Means.

The algorithm can be iteratively updated with 'live' data, rather than by picking random points from a data set, but this will introduce some bias if the data are temporally correlated over many samples.

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