What is Cluster Analysis?
■ Cluster: A collection of data objects
■ similar (or related) to one another within the same group
■ dissimilar (or unrelated) to the objects in other groups
■ Cluster analysis (or clustering, data segmentation, …)
■ Finding similarities between data according to the
characteristics found in the data and grouping similar
data objects into clusters
■ Unsupervised learning: no predefined classes (i.e., learning
by observations vs. learning by examples: supervised)
■ Typical applications
■ As a stand-alone tool to get insight into data distribution
■ As a preprocessing step for other algorithms
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Clustering for Data Understanding and
Applications
■ Biology: taxonomy of living things: kingdom, phylum, class, order,
family, genus and species
■ Information retrieval: document clustering
■ Land use: Identification of areas of similar land use in an earth
observation database
■ Marketing: Help marketers discover distinct groups in their customer
bases, and then use this knowledge to develop targeted marketing
programs
■ City-planning: Identifying groups of houses according to their house
type, value, and geographical location
■ Earth-quake studies: Observed earth quake epicenters should be
clustered along continent faults
■ Climate: understanding earth climate, find patterns of atmospheric
and ocean
■ Economic Science: market resarch
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Clustering as a Preprocessing Tool (Utility)
■ Summarization:
■ Preprocessing for regression, PCA, classification, and
association analysis
■ Compression:
■ Image processing: vector quantization
■ Finding K-nearest Neighbors
■ Localizing search to one or a small number of clusters
■ Outlier detection
■ Outliers are often viewed as those “far away” from any
cluster
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Quality: What Is Good Clustering?
■ A good clustering method will produce high quality
clusters
■ high intra-class similarity: cohesive within clusters
■ low inter-class similarity: distinctive between clusters
■ The quality of a clustering method depends on
■ the similarity measure used by the method
■ its implementation, and
■ Its ability to discover some or all of the hidden patterns
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Measure the Quality of Clustering
■ Dissimilarity/Similarity metric
■ Similarity is expressed in terms of a distance function,
typically metric: d(i, j)
■ The definitions of distance functions are usually rather
different for interval-scaled, boolean, categorical,
ordinal ratio, and vector variables
■ Weights should be associated with different variables
based on applications and data semantics
■ Quality of clustering:
■ There is usually a separate “quality” function that
measures the “goodness” of a cluster.
■ It is hard to define “similar enough” or “good enough”
■ The answer is typically highly subjective
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Considerations for Cluster Analysis
■ Partitioning criteria
■ Single level vs. hierarchical partitioning (often, multi-level
hierarchical partitioning is desirable)
■ Separation of clusters
■ Exclusive (e.g., one customer belongs to only one region) vs.
non-exclusive (e.g., one document may belong to more than one
class)
■ Similarity measure
■ Distance-based (e.g., Euclidian, road network, vector) vs.
connectivity-based (e.g., density or contiguity)
■ Clustering space
■ Full space (often when low dimensional) vs. subspaces (often in
high-dimensional clustering)
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Requirements and Challenges
■ Scalability
■ Clustering all the data instead of only on samples
■ Ability to deal with different types of attributes
■ Numerical, binary, categorical, ordinal, linked, and mixture of
these
■ Constraint-based clustering
■ User may give inputs on constraints
■ Use domain knowledge to determine input parameters
■ Interpretability and usability
■ Others
■ Discovery of clusters with arbitrary shape
■ Ability to deal with noisy data
■ Incremental clustering and insensitivity to input order
■ High dimensionality
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Major Clustering Approaches (I)
■ Partitioning approach:
■ Construct various partitions and then evaluate them by some
criterion, e.g., minimizing the sum of square errors
■ Typical methods: k-means, k-medoids, CLARANS
■ Hierarchical approach:
■ Create a hierarchical decomposition of the set of data (or objects)
using some criterion
■ Typical methods: Diana, Agnes, BIRCH, CAMELEON
■ Density-based approach:
■ Based on connectivity and density functions
■ Typical methods: DBSACN, OPTICS, DenClue
■ Grid-based approach:
■ based on a multiple-level granularity structure
■ Typical methods: STING, WaveCluster, CLIQUE
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Major Clustering Approaches (II)
■ Model-based:
■ A model is hypothesized for each of the clusters and tries to find
the best fit of that model to each other
■ Typical methods: EM, SOM, COBWEB
■ Frequent pattern-based:
■ Based on the analysis of frequent patterns
■ Typical methods: p-Cluster
■ User-guided or constraint-based:
■ Clustering by considering user-specified or application-specific
constraints
■ Typical methods: COD (obstacles), constrained clustering
■ Link-based clustering:
■ Objects are often linked together in various ways
■ Massive links can be used to cluster objects: SimRank, LinkClus
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Partitioning Algorithms: Basic Concept
■ Partitioning method: Partitioning a database D of n objects into a set of
k clusters, such that the sum of squared distances is minimized (where
ci is the centroid or medoid of cluster Ci)
■ Given k, find a partition of k clusters that optimizes the chosen
partitioning criterion
■ Global optimal: exhaustively enumerate all partitions
■ Heuristic methods: k-means and k-medoids algorithms
■ k-means (MacQueen’67, Lloyd’57/’82): Each cluster is represented
by the center of the cluster
■ k-medoids or PAM (Partition around medoids) (Kaufman &
Rousseeuw’87): Each cluster is represented by one of the objects
in the cluster
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The K-Means Clustering Method
■ Given k, the k-means algorithm is implemented in four
steps:
■ Partition objects into k nonempty subsets
■ Compute seed points as the centroids of the
clusters of the current partitioning (the centroid is
the center, i.e., mean point, of the cluster)
■ Assign each object to the cluster with the nearest
seed point
■ Go back to Step 2, stop when the assignment does
not change
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An Example of K-Means Clustering
K=2
Arbitrarily Update the
partition cluster
objects into centroids
k groups
The initial data set Loop if Reassign objects
needed
■ Partition objects into k nonempty
subsets
■ Repeat
■ Compute centroid (i.e., mean Update the
point) for each partition cluster
centroids
■ Assign each object to the
cluster of its nearest centroid
■ Until no change
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Comments on the K-Means Method
■ Strength: Efficient: O(tkn), where n is # objects, k is # clusters, and t is
# iterations. Normally, k, t << n.
■ Comparing: PAM: O(k(n-k)2 ), CLARA: O(ks2 + k(n-k))
■ Comment: Often terminates at a local optimal.
■ Weakness
■ Applicable only to objects in a continuous n-dimensional space
■ Using the k-modes method for categorical data
■ In comparison, k-medoids can be applied to a wide range of
data
■ Need to specify k, the number of clusters, in advance (there are
ways to automatically determine the best k (see Hastie et al., 2009)
■ Sensitive to noisy data and outliers
■ Not suitable to discover clusters with non-convex shapes
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Variations of the K-Means Method
■ Most of the variants of the k-means which differ in
■ Selection of the initial k means
■ Dissimilarity calculations
■ Strategies to calculate cluster means
■ Handling categorical data: k-modes
■ Replacing means of clusters with modes
■ Using new dissimilarity measures to deal with categorical objects
■ Using a frequency-based method to update modes of clusters
■ A mixture of categorical and numerical data: k-prototype method
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What Is the Problem of the K-Means Method?
■ The k-means algorithm is sensitive to outliers !
■ Since an object with an extremely large value may substantially
distort the distribution of the data
■ K-Medoids: Instead of taking the mean value of the object in a cluster
as a reference point, medoids can be used, which is the most
centrally located object in a cluster
10 10
9 9
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
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PAM: A Typical K-Medoids Algorithm
Total Cost = 20
1
0
9
6
Arbitrary Assign
5
choose k each
4 object as remainin
3 initial g object
2
medoids to
1
0
nearest
0 1 2 3 4 5 6 7 8 9 1
0
medoids
K=2 Randomly select a
Total Cost = 26 nonmedoid object,Oramdom
1 1
Do loop 0
8
9
Compute
0
8
9
Swapping O total cost of
Until no
7 7
and Oramdom 6
swapping 6
change If quality is
5
4
5
improved. 3 3
2 2
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0 0
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The K-Medoid Clustering Method
■ K-Medoids Clustering: Find representative objects (medoids) in clusters
■ PAM (Partitioning Around Medoids, Kaufmann & Rousseeuw 1987)
■ Starts from an initial set of medoids and iteratively replaces one
of the medoids by one of the non-medoids if it improves the total
distance of the resulting clustering
■ PAM works effectively for small data sets, but does not scale
well for large data sets (due to the computational complexity)
■ Efficiency improvement on PAM
■ CLARA (Kaufmann & Rousseeuw, 1990): PAM on samples
■ CLARANS (Ng & Han, 1994): Randomized re-sampling
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Hierarchical Clustering
■ Use distance matrix as clustering criteria. This method
does not require the number of clusters k as an input, but
needs a termination condition
Step 0 Step 1 Step 2 Step 3 Step 4
agglomerative
(AGNES)
a
ab
b abcde
c
cde
d
de
e
divisive
Step 4 Step 3 Step 2 Step 1 Step 0 (DIANA)
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AGNES (Agglomerative Nesting)
■ Introduced in Kaufmann and Rousseeuw (1990)
■ Implemented in statistical packages, e.g., Splus
■ Use the single-link method and the dissimilarity matrix
■ Merge nodes that have the least dissimilarity
■ Go on in a non-descending fashion
■ Eventually all nodes belong to the same cluster
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Dendrogram: Shows How Clusters are Merged
Decompose data objects into a several levels of nested
partitioning (tree of clusters), called a dendrogram
A clustering of the data objects is obtained by cutting
the dendrogram at the desired level, then each
connected component forms a cluster
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DIANA (Divisive Analysis)
■ Introduced in Kaufmann and Rousseeuw (1990)
■ Implemented in statistical analysis packages, e.g., Splus
■ Inverse order of AGNES
■ Eventually each node forms a cluster on its own
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Distance between Clusters X X
■ Single link: smallest distance between an element in one cluster
and an element in the other, i.e., dist(Ki, Kj) = min(tip, tjq)
■ Complete link: largest distance between an element in one cluster
and an element in the other, i.e., dist(Ki, Kj) = max(tip, tjq)
■ Average: avg distance between an element in one cluster and an
element in the other, i.e., dist(Ki, Kj) = avg(tip, tjq)
■ Centroid: distance between the centroids of two clusters, i.e.,
dist(Ki, Kj) = dist(Ci, Cj)
■ Medoid: distance between the medoids of two clusters, i.e., dist(Ki,
Kj) = dist(Mi, Mj)
■ Medoid: a chosen, centrally located object in the cluster
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Centroid, Radius and Diameter of a Cluster
(for numerical data sets)
■ Centroid: the “middle” of a cluster
■ Radius: square root of average distance from any point
of the cluster to its centroid
■ Diameter: square root of average mean squared
distance between all pairs of points in the cluster
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Extensions to Hierarchical Clustering
■ Major weakness of agglomerative clustering methods
■ Can never undo what was done previously
■ Do not scale well: time complexity of at least O(n2),
where n is the number of total objects
■ Integration of hierarchical & distance-based clustering
■ BIRCH (1996): uses CF-tree and incrementally adjusts
the quality of sub-clusters
■ CHAMELEON (1999): hierarchical clustering using
dynamic modeling
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Chapter 10. Cluster Analysis: Basic Concepts and
Methods
■ Cluster Analysis: Basic Concepts
■ Partitioning Methods
■ Hierarchical Methods
■ Density-Based Methods
■ Grid-Based Methods
■ Evaluation of Clustering
■ Summary
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Density-Based Clustering Methods
■ Clustering based on density (local cluster criterion), such
as density-connected points
■ Major features:
■ Discover clusters of arbitrary shape
■ Handle noise
■ One scan
■ Need density parameters as termination condition
■ Several interesting studies:
■ DBSCAN: Ester, et al. (KDD’96)
■ OPTICS: Ankerst, et al (SIGMOD’99).
■ DENCLUE: Hinneburg & D. Keim (KDD’98)
■ CLIQUE: Agrawal, et al. (SIGMOD’98) (more
grid-based)
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Density-Based Clustering: Basic Concepts
■ Two parameters:
■ Eps: Maximum radius of the neighbourhood
■ MinPts: Minimum number of points in an
Eps-neighbourhood of that point
■ NEps(p): {q belongs to D | dist(p,q) ≤ Eps}
■ Directly density-reachable: A point p is directly
density-reachable from a point q w.r.t. Eps, MinPts if
■ p belongs to NEps(q)
p MinPts = 5
■ core point condition:
Eps = 1 cm
|NEps (q)| ≥ MinPts q
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Density-Reachable and Density-Connected
■ Density-reachable:
■ A point p is density-reachable from p
a point q w.r.t. Eps, MinPts if there
p1
is a chain of points p1, …, pn, p1 = q
q, pn = p such that pi+1 is directly
density-reachable from pi
■ Density-connected
■ A point p is density-connected to a p q
point q w.r.t. Eps, MinPts if there is
a point o such that both, p and q o
are density-reachable from o w.r.t.
Eps and MinPts
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DBSCAN: Density-Based Spatial Clustering of
Applications with Noise
■ Relies on a density-based notion of cluster: A cluster is
defined as a maximal set of density-connected points
■ Discovers clusters of arbitrary shape in spatial databases
with noise
Outlier
Border
Eps = 1cm
Core MinPts = 5
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DBSCAN: The Algorithm
■ Arbitrary select a point p
■ Retrieve all points density-reachable from p w.r.t. Eps
and MinPts
■ If p is a core point, a cluster is formed
■ If p is a border point, no points are density-reachable
from p and DBSCAN visits the next point of the database
■ Continue the process until all of the points have been
processed
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DBSCAN: Sensitive to Parameters
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Chapter 10. Cluster Analysis: Basic Concepts and
Methods
■ Cluster Analysis: Basic Concepts
■ Partitioning Methods
■ Hierarchical Methods
■ Density-Based Methods
■ Grid-Based Methods
■ Evaluation of Clustering
■ Summary
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Assessing Clustering Tendency
■ Assess if non-random structure exists in the data by measuring the
probability that the data is generated by a uniform data distribution
■ Test spatial randomness by statistic test: Hopkins Static
■ Given a dataset D regarded as a sample of a random variable o,
determine how far away o is from being uniformly distributed in the
data space
■ Sample n points, p1, …, pn, uniformly from D. For each pi, find its
nearest neighbor in D: xi = min{dist (pi, v)} where v in D
■ Sample n points, q1, …, qn, uniformly from D. For each qi, find its
nearest neighbor in D – {qi}: yi = min{dist (qi, v)} where v in D and
v ≠ qi
■ Calculate the Hopkins Statistic:
■ If D is uniformly distributed, ∑ xi and ∑ yi will be close to each
other and H is close to 0.5. If D is highly skewed, H is close to 0
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Determine the Number of Clusters
■ Empirical method
■ # of clusters ≈√n/2 for a dataset of n points
■ Elbow method
■ Use the turning point in the curve of sum of within cluster variance
w.r.t the # of clusters
■ Cross validation method
■ Divide a given data set into m parts
■ Use m – 1 parts to obtain a clustering model
■ Use the remaining part to test the quality of the clustering
■ E.g., For each point in the test set, find the closest centroid, and
use the sum of squared distance between all points in the test set
and the closest centroids to measure how well the model fits the
test set
■ For any k > 0, repeat it m times, compare the overall quality measure
w.r.t. different k’s, and find # of clusters that fits the data the best
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