Geometric median
Not to be confused with Median (geometry).
The geometric median of a discrete set of sample points
in a Euclidean space is the point minimizing the sum
of distances to the sample points. This generalizes the
median, which has the property of minimizing the sum
of distances for one-dimensional data, and provides a
central tendency in higher dimensions. It is also known
as the 1-median,[1] spatial median,[2] Euclidean min-
isum point,[2] or Torricelli point.[3]
The geometric median is an important estimator of
location in statistics,[4] where it is also known as the L1
estimator.[5] It is also a standard problem in facility lo-
cation, where it models the problem of locating a facility
to minimize the cost of transportation.[6]
The special case of the problem for three points in the
plane (that is, m = 3 and n = 2 in the denition below)
is sometimes also known as Fermats problem; it arises in
the construction of minimal Steiner trees, and was origi-
nally posed as a problem by Pierre de Fermat and solved
by Evangelista Torricelli.[7] Its solution is now known as
the Fermat point of the triangle formed by the three sam-
ple points.[8] The geometric median may in turn be gener-
alized to the problem of minimizing the sum of weighted
distances, known as the Weber problem after Alfred We-
ber's discussion of the problem in his 1909 book on facil-
ity location.[2] Some sources instead call Webers problem
the FermatWeber problem,[9] but others use this name
for the unweighted geometric median problem.[10]
Wesolowsky (1993) provides a survey of the geometric
median problem. See Fekete, Mitchell & Beurer (2005)
for generalizations of the problem to non-discrete point
sets.
1 Denition
Formally, for a given set of m points x1 , x2 , . . . , xm with
each xi Rn , the geometric median is dened as
m
= arg min xi y2
yRn i=1
Note that argmin means the value of the argument y
which minimizes the sum. In this case, it is the point
y from where the sum of all Euclidean distances to the xi
's is minimum.
1
2 Properties
For the 1-dimensional case, the geometric median
coincides with the median. This is because the
univariate median also minimizes the sum of dis-
tances from the points.[11]
The geometric median is unique whenever the
points are not collinear.[12]
The geometric median is equivariant for Euclidean
similarity transformations, including translation and
rotation.[11][5] This means that one would get the
same result either by transforming the geometric
median, or by applying the same transformation
to the sample data and nding the geometric me-
dian of the transformed data. This property follows
from the fact that the geometric median is dened
only from pairwise distances, and doesn't depend on
the system of orthogonal Cartesian coordinates by
which the sample data is represented. In contrast,
the component-wise median for a multivariate data
set is not in general rotation invariant, nor is it inde-
pendent of the choice of coordinates.[5]
The geometric median has a breakdown point of
0.5.[5] That is, up to half of the sample data may be
arbitrarily corrupted, and the median of the samples
will still provide a robust estimator for the location
of the uncorrupted data.
3 Special cases
For 3 (non-collinear) points, if any angle of the tri-
angle formed by those points is 120 or more, then
the geometric median is the point making that an-
gle. If all the angles are less than 120, the geomet-
ric median is the point inside the triangle which sub-
tends an angle of 120 to each three pairs of triangle
vertices.[11] This is also known as the Fermat point
of the triangle formed by the three vertices. (If the
three points are collinear then the geometric median
is the point between the two other points, as is the
case with a one-dimensional median.)
For 4 coplanar points, if one of the four points is
inside the triangle formed by the other three points,
then the geometric median is that point. Otherwise,
the four points form a convex quadrilateral and the
2 6 GENERALIZATIONS

geometric median is the crossing point of the diag- 5 Characterization of the geomet-
onals of the quadrilateral. The geometric median of
four coplanar points is the same as the unique Radon
ric median
point of the four points.[13]
If y is distinct from all the given points, xj, then y is the
geometric median if and only if it satises:

m
xj y
4 Computation 0=
x
.
j=1 j y

Despite the geometric medians being an easy-to- This is equivalent to:

understand concept, computing it poses a challenge. The
centroid or center of mass, dened similarly to the ge- /

m
xj m
1
ometric median as minimizing the sum of the squares y= ,
of the distances to each point, can be found by a simple j=1
xj y j=1
xj y
formula its coordinates are the averages of the coor-
dinates of the points but no such formula is known which is closely related to Weiszfelds algorithm.
for the geometric median, and it has been shown that no In general, y is the geometric median if and only if there
explicit formula, nor an exact algorithm involving only are vectors uj such that:
arithmetic operations and kth roots can exist in general.
Therefore only numerical or symbolic approximations to
the solution of this problem are possible under this model
m
0= uj
of computation.[14]
j=1
However, it is straightforward to calculate an approxima- where for xj y,
tion to the geometric median using an iterative procedure
in which each step produces a more accurate approxima-
tion. Procedures of this type can be derived from the xj y
uj =
fact that the sum of distances to the sample points is a xj y
convex function, since the distance to each sample point is and for xj = y,
convex and the sum of convex functions remains convex.
Therefore, procedures that decrease the sum of distances
at each step cannot get trapped in a local optimum. uj 1.
One common approach of this type, called Weiszfelds An equivalent formulation of this condition is
algorithm after the work of Endre Weiszfeld,[15] is a
form of iteratively re-weighted least squares. This algo-
xj y
rithm denes a set of weights that are inversely propor- |{ j | 1 j m, xj = y }| .
tional to the distances from the current estimate to the 1jm,xj =y xj y
samples, and creates a new estimate that is the weighted
average of the samples according to these weights. That
is, 6 Generalizations
The geometric median can be generalized from Euclidean
/ spaces to general Riemannian manifolds (and even metric
m
xj m
1 spaces) using the same idea which is used to dene the
yi+1 = .
x j y i x j y i Frchet mean on a Riemannian manifold.[16] Let M be a
j=1 j=1
Riemannian manifold with corresponding distance func-
tion d(, ) , let w1 , . . . , wn be n weights summing to 1,
This method converges for almost all initial positions, but and let x1 , . . . , xn be n observations from M . Then
may fail to converge when one of its estimates falls on one we dene the weighted geometric median m (or weighted
of the given points. It can be modied to handle these Frchet median) of the data points as
[12]
cases so that it converges for all initial points.
Bose, Maheshwari & Morin (2003) describe more so- n

phisticated geometric optimization procedures for nd- m = arg min wi d(x, xi )

xM i=1
ing approximately optimal solutions to this problem. As
Nie, Parrilo & Sturmfels (2008) show, the problem can If all the weights are equal, we say simply that m is the
also be represented as a semidenite program. geometric median.

7 Notes
[1] The more general k-median problem asks for the location
of k cluster centers minimizing the sum of distances from
each sample point to its nearest center.
[2] Drezner et al. (2002)
[3] Cieslik (2006).
[4] Lawera & Thompson (1993).
[5] Lopuha & Rousseeuw (1991)
[6] Eiselt & Marianov (2011).
[7] Krarup & Vajda (1997).
[8] Spain (1996).
[9] Brimberg (1995).
[10] Bose, Maheshwari & Morin (2003).
[11] Haldane (1948)
[12] Vardi & Zhang (2000)
[13] Cieslik (2006), p. 6; Plastria (2006). The convex case
was originally proven by Giovanni Fagnano.
[14] Bajaj (1986); Bajaj (1988). Earlier, Cockayne & Melzak
(1969) proved that the Steiner point for 5 points in the
plane cannot be constructed with ruler and compass
[15] Weiszfeld (1937); Kuhn (1973); Chandrasekaran &
Tamir (1989).
[16] Fletcher, Venkatasubramanian & Joshi (2009).
8 References
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Bajaj, C. (1988). The algebraic degree of
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(2003). Fast approximations for sums of dis-
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Brimberg, J. (1995). The FermatWeber location
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1362958.
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Chandrasekaran, R.; Tamir, A. (1989). Open
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Cieslik, Dietmar (2006). Shortest Connectivity: An
Introduction with Applications in Phylogeny. Com-
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Riemannian manifolds with application to robust
atlas estimation. Neuroimage 45 (1 Suppl): s143
s152. doi:10.1016/j.neuroimage.2008.10.052.
PMC 2735114. PMID 19056498.
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4 8 REFERENCES

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 5

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