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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 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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 What is not Cluster Analysis
 Supervised classification: Have class label
information
 Simple segmentation: Dividing students into different
registration groups alphabetically, by last name.
 Results of a query: Groupings are a result of an
external specification.
 Graph partitioning: Some mutual relevance and
synergy, but areas are not identical

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 Applications of Clustering
 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
 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

6
 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
7
 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)

8
 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

10
 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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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
12
 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 c i is the
centroid or medoid of cluster Ci)

E  ik1 pCi ( p  ci ) 2
 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
13
 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

14
 An Example of K-Means Clustering

K=2

Arbitrarily Update
partition the
objects cluster
into k centroids
groups
The initial data Loop if
set Reassign objects
needed
 Partition objects into k nonempty
subsets
 Repeat
 Compute centroid (i.e., mean Update
the
point) for each partition cluster
 Assign each object to the centroids
cluster of its nearest centroid
 Until no change
15
 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

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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

19
 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)
20
 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
10 10 10

9 9 9

8 8 8

7 7 7

6 6 6

5 5 5

4 4 4

3 3 3

2 2 2

1 1 1

0 0 0
0 1 2 3 4 5 6 7 8 9 10 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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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

10 10
10

9 9
9
8 8
8

7 7
7
6 6
6

5 5
5
4 4
4

3 3
3
2 2
2

1 1
1
0 0
0
0 1 2 3 4 5 6 7 8 9 10 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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 Distance between Clusters X X

 Single link: smallest distance between an element in one cluster and an

element in the other, i.e., dist(K i, Kj) = min(tip, tjq)
 Complete link: largest distance between an element in one cluster and an
element in the other, i.e., dist(K i, 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(K i, Kj) =
dist(Ci, Cj)

 Medoid: distance between the medoids of two clusters, i.e., dist(K i, 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 iN1(t )
Cm  N ip

 Radius: square root of average distance from any point of the

cluster to its centroid  N (t  cm ) 2
Rm  i 1 ip
N
 Diameter: square root of average mean squared distance
between all pairs of points in the cluster
 N  N (t  t ) 2
Dm  i 1 i 1 ip iq
N ( N  1)

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 Perform Agglomerative clustering using single linkage
method and show the dendogram.

P1 p2 P3 p4 p5
P1 0
P2 9 0
P3 3 7 0
P4 6 5 9 0
p5 11 10 2 8 0

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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
 Evaluation of Clustering
 Summary

28
 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 a p
point q w.r.t. Eps, MinPts if there is a p1
chain of points p1, …, pn, p1 = q, pn = q
p such that pi+1 is directly density-
reachable from pi
 Density-connected
p q
 A point p is density-connected to a
point q w.r.t. Eps, MinPts if there is a
o
point o such that both, p and q 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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Chapter 10. Cluster Analysis: Basic Concepts and
Methods

 Cluster Analysis: Basic Concepts

 Partitioning Methods
 Hierarchical Methods
 Density-Based Methods
 Evaluation of Clustering
 Summary

40
 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, p , …, p , uniformly from D. For each p , find its nearest
1 n i
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

41
 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

42
 Measuring Clustering Quality

 Two methods: extrinsic vs. intrinsic

 Extrinsic: supervised, i.e., the ground truth is available
 Compare a clustering against the ground truth using certain
clustering quality measure
 Ex. BCubed precision and recall metrics
 Intrinsic: unsupervised, i.e., the ground truth is unavailable
 Evaluate the goodness of a clustering by considering how
well the clusters are separated, and how compact the clusters
are
 Ex. Silhouette coefficient
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Measuring Clustering Quality: Extrinsic Methods
 Clustering quality measure: Q(C, Cg), for a clustering C given
the ground truth Cg.
 Q is good if it satisfies the following 4 essential criteria
 Cluster homogeneity: the purer, the better

 Cluster completeness: should assign objects belong to the

same category in the ground truth to the same cluster

 Rag bag: putting a heterogeneous object into a pure cluster

should be penalized more than putting it into a rag bag (i.e.,

“miscellaneous” or “other” category)
 Small cluster preservation: splitting a small category into

pieces is more harmful than splitting a large category into

pieces
44