Clustering
Fast Exact k-Means, k-Medians and Bregman Divergence Clustering in 1D
Grønlund, Allan, Larsen, Kasper Green, Mathiasen, Alexander, Nielsen, Jesper Sindahl, Schneider, Stefan, Song, Mingzhou
The $k$-Means clustering problem on $n$ points is NP-Hard for any dimension $d\ge 2$, however, for the 1D case there exist exact polynomial time algorithms. Previous literature reported an $O(kn^2)$ time dynamic programming algorithm that uses $O(kn)$ space. We present a new algorithm computing the optimal clustering in only $O(kn)$ time using linear space. For $k = \Omega(\lg n)$, we improve this even further to $n 2^{O(\sqrt{ \lg \lg n \lg k})}$ time. We generalize the new algorithm(s) to work for the absolute distance instead of squared distance and to work for any Bregman Divergence as well.
Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data
Mikalsen, Karl Øyvind, Bianchi, Filippo Maria, Soguero-Ruiz, Cristina, Jenssen, Robert
Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between attributes, or the time series contain missing data. In this paper, we address these challenges within the powerful context of kernel methods by proposing the robust \emph{time series cluster kernel} (TCK). The approach taken leverages the missing data handling properties of Gaussian mixture models (GMM) augmented with informative prior distributions. An ensemble learning approach is exploited to ensure robustness to parameters by combining the clustering results of many GMM to form the final kernel. We evaluate the TCK on synthetic and real data and compare to other state-of-the-art techniques. The experimental results demonstrate that the TCK is robust to parameter choices, provides competitive results for MTS without missing data and outstanding results for missing data.
Node Embedding via Word Embedding for Network Community Discovery
Ding, Weicong, Lin, Christy, Ishwar, Prakash
EARNING a representation for nodes in a graph, also known as node embedding, has been an important tool for extracting features that can be used in machine learning problems involving graph-structured data [1]-[4]. Perhaps the most widely adopted node embedding is the one based on the eigendecomposition of the adjacency matrix or the graph Laplacian [2], [5], [6]. Recent advances in word embeddings for natural language processing such as [7] has inspired the development of analogous embeddings for nodes in graphs [3], [8]. These so-called "neural" node embeddings have been applied to a number of supervised learning problems such us link prediction and node classification and demonstrated stateof-the-art performance [3], [4], [8]. In contrast to applications to supervised learning problems in graphs, in this work we leverage the neural embedding framework to develop an algorithm for the unsupervised community discovery problem in graphs [9]-[12]. The key idea is straightforward: learn node embeddings such that vectors of similar nodes are close to each other in the latent embedding space. Then, the problem of discovering communities in a graph can be solved by finding clusters in the embedding space. We focus on non-overlapping communities and validate the performance of the new approach through a comprehensive set of experiments on both synthetic and real-world data.
Scalable Kernel K-Means Clustering with Nystrom Approximation: Relative-Error Bounds
Wang, Shusen, Gittens, Alex, Mahoney, Michael W.
Kernel $k$-means clustering can correctly identify and extract a far more varied collection of cluster structures than the linear $k$-means clustering algorithm. However, kernel $k$-means clustering is computationally expensive when the non-linear feature map is high-dimensional and there are many input points. Kernel approximation, e.g., the Nystr\"om method, has been applied in previous works to approximately solve kernel learning problems when both of the above conditions are present. This work analyzes the application of this paradigm to kernel $k$-means clustering, and shows that applying the linear $k$-means clustering algorithm to $\frac{k}{\epsilon} (1 + o(1))$ features constructed using a so-called rank-restricted Nystr\"om approximation results in cluster assignments that satisfy a $1 + \epsilon$ approximation ratio in terms of the kernel $k$-means cost function, relative to the guarantee provided by the same algorithm without the use of the Nystr\"om method. As part of the analysis, this work establishes a novel $1 + \epsilon$ relative-error trace norm guarantee for low-rank approximation using the rank-restricted Nystr\"om approximation. Empirical evaluations on the $8.1$ million instance MNIST8M dataset demonstrate the scalability and usefulness of kernel $k$-means clustering with Nystr\"om approximation. This work argues that spectral clustering using Nystr\"om approximation---a popular and computationally efficient, but theoretically unsound approach to non-linear clustering---should be replaced with the efficient and theoretically sound combination of kernel $k$-means clustering with Nystr\"om approximation. The superior performance of the latter approach is empirically verified.
Query Complexity of Clustering with Side Information
Suppose, we are given a set of $n$ elements to be clustered into $k$ (unknown) clusters, and an oracle/expert labeler that can interactively answer pair-wise queries of the form, "do two elements $u$ and $v$ belong to the same cluster?". The goal is to recover the optimum clustering by asking the minimum number of queries. In this paper, we initiate a rigorous theoretical study of this basic problem of query complexity of interactive clustering, and provide strong information theoretic lower bounds, as well as nearly matching upper bounds. Most clustering problems come with a similarity matrix, which is used by an automated process to cluster similar points together. Our main contribution in this paper is to show the dramatic power of side information aka similarity matrix on reducing the query complexity of clustering. A similarity matrix represents noisy pair-wise relationships such as one computed by some function on attributes of the elements. A natural noisy model is where similarity values are drawn independently from some arbitrary probability distribution $f_+$ when the underlying pair of elements belong to the same cluster, and from some $f_-$ otherwise. We show that given such a similarity matrix, the query complexity reduces drastically from $\Theta(nk)$ (no similarity matrix) to $O(\frac{k^2\log{n}}{\cH^2(f_+\|f_-)})$ where $\cH^2$ denotes the squared Hellinger divergence. Moreover, this is also information-theoretic optimal within an $O(\log{n})$ factor. Our algorithms are all efficient, and parameter free, i.e., they work without any knowledge of $k, f_+$ and $f_-$, and only depend logarithmically with $n$. Along the way, our work also reveals intriguing connection to popular community detection models such as the {\em stochastic block model}, significantly generalizes them, and opens up many venues for interesting future research.
The NOESIS Network-Oriented Exploration, Simulation, and Induction System
Martínez, Víctor, Berzal, Fernando, Cubero, Juan-Carlos
Data mining techniques are intended to extract information from large volumes of data (Tan et al., 2006). Data mining includes tasks such as classification, regression, clustering, or anomaly detection, among others. Traditional data mining techniques are typically applied to tabulated data. Novel techniques have also been devised for semi-structured or structured data, since exploiting the relationships among instances from a dataset leads to new research and development opportunities (Getoor and Diehl, 2005). For example, network data mining has been used to predict previously unknown protein interactions in protein-protein interaction networks (Martínez et al., 2014). It has also been used to study and predict future author collaborations and tendencies in co-authorship networks (Pavlov and Ichise, 2007). Different network mining techniques are used by popular internet search engines to rank the most relevant websites (Page et al., 1999). These are only some examples of the large number of applications of network data mining. There are many software tools that facilitate the analysis of networked data.
Python: Implementing a k-means algorithm with sklearn
The below is an example of how sklearn in Python can be used to develop a k-means clustering algorithm. The purpose of k-means clustering is to be able to partition observations in a dataset into a specific number of clusters in order to aid in analysis of the data. From this perspective, it has particular value from a data visualisation perspective. The particular example used here is that of stock returns. Specifically, the k-means scatter plot will illustrate the clustering of specific stock returns according to their dividend yield.
[Clustering] How and Where should you cut a dendrogram?
Hierarchical clustering methods produce dendrograms which contain more information than mere flat clustering, for instance cluster proximity. A particular hierarchical clustering method, namely Single-Linkage, enjoys several nice theoretical properties (Zadeh and Ben-David, 2009) and (Carlsson and Mémoli, 2010) despite being known to give poor results in practice. Nonetheless, in (Awasthi et al., 2012), authors show that if the center-based clustering instance verifies some perturbation resilient properties, finding the optimal center-based clustering is possible in polynomial time by cutting efficiently the Single-Linkage dendrogram while in the general case, finding the optimal clustering is NP-hard. The common practice to flatten dendrograms in $k$ clusters is to cut them off at constant height $k-1$. Yet it leads to poorer clusters than efficiently pruning the tree.
Clustering with Noisy Queries
In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of $n$ elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements $u$ and $v$ belong to the same cluster?" -- the queries can be asked interactively (adaptive queries), or non-adaptively up-front, but its answer can be erroneous with probability $p$. In this paper, we provide the first information theoretic lower bound on the number of queries for clustering with noisy oracle in both situations. We design novel algorithms that closely match this query complexity lower bound, even when the number of clusters is unknown. Moreover, we design computationally efficient algorithms both for the adaptive and non-adaptive settings. The problem captures/generalizes multiple application scenarios. It is directly motivated by the growing body of work that use crowdsourcing for {\em entity resolution}, a fundamental and challenging data mining task aimed to identify all records in a database referring to the same entity. Here crowd represents the noisy oracle, and the number of queries directly relates to the cost of crowdsourcing. Another application comes from the problem of {\em sign edge prediction} in social network, where social interactions can be both positive and negative, and one must identify the sign of all pair-wise interactions by querying a few pairs. Furthermore, clustering with noisy oracle is intimately connected to correlation clustering, leading to improvement therein. Finally, it introduces a new direction of study in the popular {\em stochastic block model} where one has an incomplete stochastic block model matrix to recover the clusters.
On comparing clusterings: an element-centric framework unifies overlaps and hierarchy
Gates, Alexander J., Wood, Ian B., Hetrick, William P., Ahn, Yong-Yeol
Clustering is one of the most universal approaches for understanding complex data. A pivotal aspect of clustering analysis is quantitatively comparing clusterings; clustering comparison is the basis for tasks such as clustering evaluation, consensus clustering, and tracking the temporal evolution of clusters. For example, the extrinsic evaluation of clustering methods requires comparing the uncovered clusterings to planted clusterings or known metadata. Yet, as we demonstrate, existing clustering comparison measures have critical biases which un- dermine their usefulness, and no measure accommodates both overlapping and hierarchical clusterings. Here we unify the comparison of disjoint, overlapping, and hierarchically struc- tured clusterings by proposing a new element-centric framework: elements are compared based on the relationships induced by the cluster structure, as opposed to the traditional cluster-centric philosophy. We demonstrate that, in contrast to standard clustering simi- larity measures, our framework does not suffer from critical biases and naturally provides unique insights into how the clusterings differ. We illustrate the strengths of our framework by revealing new insights into the organization of clusters in two applications: the improved classification of schizophrenia based on the overlapping and hierarchical community struc- ture of fMRI brain networks, and the disentanglement of various social homophily factors in Facebook social networks. The universality of clustering suggests far-reaching impact of our framework throughout all areas of science.