A Fast and Effective Method for Euclidean Anticlustering: The Assignment-Based-Anticlustering Algorithm
Anticlustering is an NP-hard combinatorial optimization problem that consists of partitioning a set of objects into equal-sized groups called anticlusters such that the objects in the same anticluster are as dissimilar as possible and thereby representative of the entire set of objects. Here we study the case where the dissimilarity metric is the squared Euclidean distance between the respective feature vectors. Applications of Euclidean anticlustering include social studies, cross-validation, creating mini-batches for stochastic gradient descent, and finding balanced K-cut partitions. In particular, machine-learning applications such as mini-batch generation involve million-scale datasets and very large values of K, making scalable anticlustering algorithms essential. We propose a new algorithm, the Assignment-Based Anticlustering (ABA) algorithm, that scales to instances with millions of objects and hundreds of thousands of anticlusters within seconds to minutes, which is far beyond what existing anticlustering methods can manage. We demonstrate here, via an extensive computational study, that our algorithm outperforms existing anticlustering methods in both solution quality and running time. This is so also for anticlustering with categories. For the related problem of balanced K-cut partitioning, our algorithm is superior to the well-known METIS method. The code of our algorithm is available on GitHub.