Should we used k-means++ instead of k-means?

Question

The k-means++ algorithm helps in two following points of the original k-means algorithm:

1. The original k-means algorithm has the worst case running time of super-po

Answer 1

Nobody claims k-means++ runs in O(lg k) time; it's solution quality is O(lg k)-competitive with the optimal solution. Both k-means++ and the common method, called Lloyd's algorithm, are approximations to an NP-hard optimization problem.

I'm not sure what the worst case running time of k-means++ is; note that in Arthur & Vassilvitskii's original description, steps 2-4 of the algorithm refer to Lloyd's algorithm. They do claim that it works both better and faster in practice because it starts from a better position.

The drawbacks of k-means++ are thus:

1. It too can find a suboptimal solution (it's still an approximation).
2. It's not consistently faster than Lloyd's algorithm (see Arthur & Vassilvitskii's tables).
3. It's more complicated than Lloyd's algo.
4. It's relatively new, while Lloyd's has proven it's worth for over 50 years.
5. Better algorithms may exist for specific metric spaces.

That said, if your k-means library supports k-means++, then by all means try it out.

Answer 2

Not your question, but an easy speedup to any kmeans method for large N:

1) first do k-means on a random sample of say sqrt(N) of the points
2) then run full k-means from those centres.

I've found this 5-10 times faster than kmeans++ for N 10000, k 20, with similar results.
How well it works for you will depend on how well a sqrt(N) sample approximates the whole, as well as on N, dim, k, ninit, delta ...

What are your N (number of data points), dim (number of features), and k ?
The huge range in users' N, dim, k, data noise, metrics ... not to mention the lack of public benchmarks, make it tough to compare methods.

Added: Python code for kmeans() and kmeanssample() is here on SO; comments are welcome.