Coresets for Ordered Weighted Clustering

We design coresets for ordered k-median, a generalization of classical clustering problems such as k-median and k-center, that offers a more flexible data analysis, like easily combining multiple objectives (e.g., to increase fairness or for Pareto optimization). Its objective function is defined via the Ordered Weighted Averaging (OWA) paradigm of Yager (1988), where data points are weighted according to a predefined weight vector, but in order of their contribution to the objective (distance from the centers). A powerful data-reduction technique, called a coreset, is to summarize a point set X in R^d into a small (weighted) point set X', such that for every set of k potential centers, the objective value of the coreset X' approximates that of X within factor $1\pm \epsilon$. When there are multiple objectives (weights), the above standard coreset might have limited usefulness, and we therefore introduce the notion of a \emph{simultaneous} coreset, where the above approximation holds for all weights (in addition to all centers). Our main result is a construction of a simultaneous coreset of size $O_{\epsilon, d}(k^2 \log^2 |X|)$ for ordered k-median. We believe that simultaneous coresets can be applicable more broadly in data analysis. To validate the efficacy of our coreset construction we ran experiments on a real geographical data set. We find that our algorithm produces a small coreset, which translates to a massive speedup of clustering computations, while maintaining high accuracy for a range of weights.