Variable Selection Methods for Model-based Clustering Machine Learning

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to deal with the increasing dimensionality. In particular, the development of variable selection techniques has received a lot of attention and research effort in recent years. Even for small size problems, variable selection has been advocated to facilitate the interpretation of the clustering results. This review provides a summary of the methods developed for variable selection in model-based clustering. Existing R packages implementing the different methods are indicated and illustrated in application to two data analysis examples.

Hybrid Density- and Partition-based Clustering Algorithm for Data with Mixed-type Variables Machine Learning

Clustering is an essential technique for discovering patterns in data. The steady increase in amount and complexity of data over the years led to improvements and development of new clustering algorithms. However, algorithms that can cluster data with mixed variable types (continuous and categorical) remain limited, despite the abundance of data with mixed types particularly in the medical field. Among existing methods for mixed data, some posit unverifiable distributional assumptions or that the contributions of different variable types are not well balanced. We propose a two-step hybrid density- and partition-based algorithm (HyDaP) that can detect clusters after variables selection. The first step involves both density-based and partition-based algorithms to identify the data structure formed by continuous variables and recognize the important variables for clustering; the second step involves partition-based algorithm together with a novel dissimilarity measure we designed for mixed data to obtain clustering results. Simulations across various scenarios and data structures were conducted to examine the performance of the HyDaP algorithm compared to commonly used methods. We also applied the HyDaP algorithm on electronic health records to identify sepsis phenotypes.

Variable selection for clustering with Gaussian mixture models: state of the art Machine Learning

The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the model, making essential the selection of relevant variables for this type of clustering. After recalling the basics of clustering based on a model, this article will examine the variable selection methods for model-based clustering, as well as presenting opportunities for improvement of these methods.

CrossCat: A Fully Bayesian Nonparametric Method for Analyzing Heterogeneous, High Dimensional Data Machine Learning

There is a widespread need for statistical methods that can analyze high-dimensional datasets with- out imposing restrictive or opaque modeling assumptions. This paper describes a domain-general data analysis method called CrossCat. CrossCat infers multiple non-overlapping views of the data, each consisting of a subset of the variables, and uses a separate nonparametric mixture to model each view. CrossCat is based on approximately Bayesian inference in a hierarchical, nonparamet- ric model for data tables. This model consists of a Dirichlet process mixture over the columns of a data table in which each mixture component is itself an independent Dirichlet process mixture over the rows; the inner mixture components are simple parametric models whose form depends on the types of data in the table. CrossCat combines strengths of mixture modeling and Bayesian net- work structure learning. Like mixture modeling, CrossCat can model a broad class of distributions by positing latent variables, and produces representations that can be efficiently conditioned and sampled from for prediction. Like Bayesian networks, CrossCat represents the dependencies and independencies between variables, and thus remains accurate when there are multiple statistical signals. Inference is done via a scalable Gibbs sampling scheme; this paper shows that it works well in practice. This paper also includes empirical results on heterogeneous tabular data of up to 10 million cells, such as hospital cost and quality measures, voting records, unemployment rates, gene expression measurements, and images of handwritten digits. CrossCat infers structure that is consistent with accepted findings and common-sense knowledge in multiple domains and yields predictive accuracy competitive with generative, discriminative, and model-free alternatives.

A nonparametric variable clustering model

Neural Information Processing Systems

Factor analysis models effectively summarise the covariance structure of high dimensional data,but the solutions are typically hard to interpret. This motivates attempting to find a disjoint partition, i.e. a simple clustering, of observed variables into highly correlated subsets. We introduce a Bayesian nonparametric approach to this problem, and demonstrate advantages over heuristic methods proposed to date. Our Dirichlet process variable clustering (DPVC) model can discover blockdiagonal covariancestructures in data. We evaluate our method on both synthetic and gene expression analysis problems.