National Technical University of Athens

Master of Science in Data Science and Machine Learning

Academic year 2023-2024 | 1st semester

Machine Learning

Unsupervised Learning
(Clustering)
Athanasios (Thanos) Voulodimos
Assistant Professor

Artificial Intelligence and Learning Systems Laboratory

School of Electrical and Computer Engineering
National Technical University of Athens
What is a Clustering?
• In general a grouping of objects such that the objects in a
group (cluster) are similar (or related) to one another and
different from (or unrelated to) the objects in other groups

Inter-cluster
Intra-cluster distances are
distances are maximized
minimized
 Applications of Cluster Analysis
Discovered Clusters Industry Group
• Understanding Applied-Matl-DOWN,Bay-Network-Down,3-COM-DOWN,

• Group related documents for

1 Cabletron-Sys-DOWN,CISCO-DOWN,HP-DOWN,
DSC-Comm-DOWN,INTEL-DOWN,LSI-Logic-DOWN,
Micron-Tech-DOWN,Texas-Inst-Down,Tellabs-Inc-Down,
Technology1-DOWN
Natl-Semiconduct-DOWN,Oracl-DOWN,SGI-DOWN,
browsing, group genes and Sun-DOWN
Apple-Comp-DOWN,Autodesk-DOWN,DEC-DOWN,

proteins that have similar 2 ADV-Micro-Device-DOWN,Andrew-Corp-DOWN,

Computer-Assoc-DOWN,Circuit-City-DOWN,
Compaq-DOWN, EMC-Corp-DOWN, Gen-Inst-DOWN,
Technology2-DOWN
functionality, or group stocks Motorola-DOWN,Microsoft-DOWN,Scientific-Atl-DOWN
Fannie-Mae-DOWN,Fed-Home-Loan-DOWN,
with similar price fluctuations 3 MBNA-Corp-DOWN,Morgan-Stanley-DOWN Financial-DOWN
Baker-Hughes-UP,Dresser-Inds-UP,Halliburton-HLD-UP,

4 Louisiana-Land-UP,Phillips-Petro-UP,Unocal-UP,
Schlumberger-UP
Oil-UP

• Summarization
• Reduce the size of large data
sets

Clustering precipitation
in Australia
Early applications of cluster analysis
• John Snow, London 1854
Notion of a Cluster can be Ambiguous

How many clusters? Six Clusters

Two Clusters Four Clusters

Types of Clusterings
• A clustering is a set of clusters

• Important distinction between hierarchical and

partitional sets of clusters
• Partitional Clustering
• A division data objects into subsets (clusters) such
that each data object is in exactly one subset

• Hierarchical clustering
• A set of nested clusters organized as a hierarchical
tree
Partitional Clustering

Original Points A Partitional Clustering

Hierarchical Clustering

p1
p3 p4
p2
p1 p2 p3 p4
Traditional Hierarchical Traditional Dendrogram
Clustering

p1
p3 p4
p2
p1 p2 p3 p4

Non-traditional Hierarchical Non-traditional Dendrogram

Clustering
Other types of clustering
• Exclusive (or non-overlapping) versus non-
exclusive (or overlapping)
• In non-exclusive clusterings, points may belong to
multiple clusters.
• Points that belong to multiple classes, or ‘border’ points

• Fuzzy (or soft) versus non-fuzzy (or hard)

• In fuzzy clustering, a point belongs to every cluster
with some weight between 0 and 1
• Weights usually must sum to 1 (often interpreted as probabilities)

• Partial versus complete

• In some cases, we only want to cluster some of the
data
Types of Clusters: Objective Function
• Clustering as an optimization problem
• Finds clusters that minimize or maximize an objective function.
• Enumerate all possible ways of dividing the points into clusters
and evaluate the `goodness' of each potential set of clusters by
using the given objective function. (NP Hard)
• Can have global or local objectives.
• Hierarchical clustering algorithms typically have local objectives
• Partitional algorithms typically have global objectives
• A variation of the global objective function approach is to fit the
data to a parameterized model.
• The parameters for the model are determined from the data, and they
determine the clustering
• E.g., Mixture models assume that the data is a ‘mixture' of a number
of statistical distributions.
Clustering Algorithms
• K-means and its variants

• Hierarchical clustering

• DBSCAN
K-MEANS
K-means Clustering
• Partitional clustering approach
• Each cluster is associated with a centroid
(center point)
• Each point is assigned to the cluster with the
closest centroid
• Number of clusters, K, must be specified
• The objective is to minimize the sum of
distances of the points to their respective
centroid
K-means Clustering

• Problem: Given a set X of n points in a d-

dimensional space and an integer K group the
points into K clusters C= {C1, C2,…,Ck} such that
*

!"#$ ! = & & /0#$(2, 4)

'() +∈-.

is minimized, where ci is the centroid of the points

in cluster Ci
K-means Clustering
• Most common definition is with euclidean distance,
minimizing the Sum of Squares Error (SSE) function
• Sometimes K-means is defined like that

• Problem: Given a set X of n points in a d-

dimensional space and an integer K group the points
into K clusters C= {C1, C2,…,Ck} such that
*
2
!"#$ ! = & & / − 1'
'() +∈-.
is minimized, where ci is the mean of the points in
cluster Ci Sum of Squares Error (SSE)
Complexity of the k-means problem
• NP-hard if the dimensionality of the data is at
least 2 (d>=2)
• Finding the best solution in polynomial time is infeasible

• For d=1 the problem is solvable in polynomial

time

• A simple iterative algorithm works quite well in

practice
K-means Algorithm
• Also known as Lloyd’s algorithm.
• K-means is sometimes synonymous with this
algorithm
K-means Algorithm – Initialization
• Initial centroids are often chosen randomly.
• Clusters produced vary from one run to another.
Two different K-means Clusterings
3

2.5

1.5
Original Points

y
1

0.5

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

x

3 3

2.5 2.5

2 2

1.5 1.5
y

y
1 1

0.5 0.5

0 0

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2

x x

Optimal Clustering Sub-optimal Clustering

Importance of Choosing Initial Centroids
Iteration 6
1
2
3
4
5
3

2.5

1.5
y

0.5

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

x
 Importance of Choosing Initial Centroids
Iteration 1 Iteration 2 Iteration 3
3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x x x

Iteration 4 Iteration 5 Iteration 6

3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x x x
Importance of Choosing Initial Centroids
Iteration 5
1
2
3
4
3

2.5

1.5
y

0.5

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

x
 Importance of Choosing Initial Centroids …
Iteration 1 Iteration 2
3 3

2.5 2.5

2 2

1.5 1.5
y

y
1 1

0.5 0.5

0 0

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2

x x

Iteration 3 Iteration 4 Iteration 5

3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x x x
Dealing with Initialization
• Do multiple runs and select the clustering with the
smallest error

• Select original set of points by methods other

than random . E.g., pick the most distant (from
each other) points as cluster centers (K-means++
algorithm)
K-means Algorithm – Centroids
• The centroid depends on the distance function
• The minimizer for the distance function
• ‘Closeness’ is measured by Euclidean distance
(SSE), cosine similarity, correlation, etc.
• Centroid:
• The mean of the points in the cluster for SSE, and cosine
similarity
• The median for Manhattan distance.

• Finding the centroid is not always easy

• It can be an NP-hard problem for some distance functions
• E.g., median form multiple dimensions
K-means Algorithm – Convergence
• K-means will converge for common similarity
measures mentioned above.
• Most of the convergence happens in the first few
iterations.
• Often the stopping condition is changed to ‘Until
relatively few points change clusters’
• Complexity is O( n * K * I * d )
• n = number of points, K = number of clusters,
I = number of iterations, d = dimensionality
• In general a fast and efficient algorithm
Limitations of K-means
• K-means has problems when clusters are of
different
• Sizes
• Densities
• Non-globular shapes

• K-means has problems when the data contains

outliers.
Limitations of K-means: Differing Sizes

Original Points K-means (3 Clusters)

Limitations of K-means: Differing Density

Original Points K-means (3 Clusters)

Limitations of K-means: Non-globular Shapes

Original Points K-means (2 Clusters)

Overcoming K-means Limitations

Original Points K-means Clusters

One solution is to use many clusters.

Find parts of clusters, but need to put together.
Overcoming K-means Limitations

Original Points K-means Clusters

Overcoming K-means Limitations

Original Points K-means Clusters

Variations
• K-medoids: Similar problem definition as in K-
means, but the centroid of the cluster is defined
to be one of the points in the cluster (the medoid).

• K-centers: Similar problem definition as in K-

means, but the goal now is to minimize the
maximum diameter of the clusters (diameter of a
cluster is maximum distance between any two
points in the cluster).
HIERARCHICAL
CLUSTERING
Hierarchical Clustering
• Two main types of hierarchical clustering
• Agglomerative:
• Start with the points as individual clusters
• At each step, merge the closest pair of clusters until only one cluster (or
k clusters) left

• Divisive:
• Start with one, all-inclusive cluster
• At each step, split a cluster until each cluster contains a point (or there
are k clusters)

• Traditional hierarchical algorithms use a similarity or

distance matrix
• Merge or split one cluster at a time
Hierarchical Clustering
• Produces a set of nested clusters organized as a
hierarchical tree
• Can be visualized as a dendrogram
• A tree like diagram that records the sequences of
merges or splits
6 5
0.2
4
3 4
0.15 2
5

0.1
2

1
0.05
3 1

0
1 3 2 5 4 6
Strengths of Hierarchical Clustering
• Do not have to assume any particular number of
clusters
• Any desired number of clusters can be obtained by
‘cutting’ the dendogram at the proper level

• They may correspond to meaningful taxonomies

• Example in biological sciences (e.g., animal kingdom,
phylogeny reconstruction, …)
Agglomerative Clustering Algorithm
• More popular hierarchical clustering technique
• Basic algorithm is straightforward
1. Compute the proximity matrix
2. Let each data point be a cluster
3. Repeat
4. Merge the two closest clusters
5. Update the proximity matrix
6. Until only a single cluster remains

• Key operation is the computation of the proximity

of two clusters
• Different approaches to defining the distance between
clusters distinguish the different algorithms
Starting Situation
• Start with clusters of individual points and a
proximity matrix
p1 p2 p3 p4 p5 ...
p1
p2
p3
p4
p5
.
.
. Proximity Matrix

...
p1 p2 p3 p4 p9 p10 p11 p12
Intermediate Situation
• After some merging steps, we have some clusters
C1 C2 C3 C4 C5
C1
C2
C3 C3
C4 C4
C5
C1 Proximity Matrix

C2 C5

...
p1 p2 p3 p4 p9 p10 p11 p12
Intermediate Situation
• We want to merge the two closest clusters (C2 and C5) and
update the proximity matrix.
C1 C2 C3 C4 C5
C1
C2
C3 C3
C4
C4
C5
Proximity Matrix
C1

C2 C5

...
p1 p2 p3 p4 p9 p10 p11 p12
After Merging
• The question is “How do we update the proximity matrix?”
C2
U
C1 C5 C3 C4
C1 ?
C2 U C5 ? ? ? ?
C3
C3 ?
C4
C4 ?
C1 Proximity Matrix

C2 U C5

...
p1 p2 p3 p4 p9 p10 p11 p12
How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1
Similarity?
p2
p3

p4
p5
! MIN
.
! MAX .
! Group Average .
Proximity Matrix
! Distance Between Centroids
! Other methods driven by an objective
function
– Ward’s Method uses squared error
How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2
p3

p4
p5
! MIN
.
! MAX .
! Group Average .
Proximity Matrix
! Distance Between Centroids
! Other methods driven by an objective
function
– Ward’s Method uses squared error
How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2
p3

p4
p5
! MIN
.
! MAX .
! Group Average .
Proximity Matrix
! Distance Between Centroids
! Other methods driven by an objective
function
– Ward’s Method uses squared error
How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2
p3

p4
p5
! MIN
.
! MAX .
! Group Average .
Proximity Matrix
! Distance Between Centroids
! Other methods driven by an objective
function
– Ward’s Method uses squared error
How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1
´ ´ p2
p3

p4
p5
! MIN
.
! MAX .
! Group Average .
Proximity Matrix
! Distance Between Centroids
! Other methods driven by an objective
function
– Ward’s Method uses squared error
Hierarchical Clustering: MIN
1 2 3 4 5 6
1 0 .24 .22 .37 .34 .23
5
1 2 .24 0 .15 .20 .14 .25
3 3 .22 .15 0 .15 .28 .11
4 .37 .20 .15 0 .29 .22
5 5 .34 .14 .28 .29 0 .39
2 1
6 .23 .25 .11 .22 .39 0
2 3 6
0.2
4
4 0.15

0.1

0.05

Nested Clusters Dendrogram

0
3 6 2 5 4 1
Strength of MIN

Original Points Two Clusters

• Can handle non-elliptical shapes

Limitations of MIN

Original Points Two Clusters

• Sensitive to noise and outliers

Hierarchical Clustering: MAX
1 2 3 4 5 6
1 0 .24 .22 .37 .34 .23
4 1 2 .24 0 .15 .20 .14 .25
2 5 3 .22 .15 0 .15 .28 .11

5 4 .37 .20 .15 0 .29 .22

2 5 .34 .14 .28 .29 0 .39
6 .23 .25 .11 .22 .39 0
3 6
3 0.4
1 0.35

4 0.3

0.25

0.2

0.15

0.1
Nested Clusters Dendrogram
0.05

0
3 6 4 1 2 5
Strength of MAX

Original Points Two Clusters

• Less susceptible to noise and outliers

Limitations of MAX

Original Points Two Clusters

•Tends to break large clusters

•Biased towards globular clusters
Cluster Similarity: Group Average
• Proximity of two clusters is the average of pairwise proximity
between points in the two clusters.
å proximity(p , p )
piÎClusteri
i j

p jÎClusterj
proximity(Clusteri , Clusterj ) =
|Clusteri |*|Clusterj |

• Need to use average connectivity for scalability since total

proximity favors large clusters
1 2 3 4 5 6
1 0 .24 .22 .37 .34 .23
2 .24 0 .15 .20 .14 .25
3 .22 .15 0 .15 .28 .11
4 .37 .20 .15 0 .29 .22
5 .34 .14 .28 .29 0 .39
6 .23 .25 .11 .22 .39 0
Hierarchical Clustering: Group Average
1 2 3 4 5 6
1 0 .24 .22 .37 .34 .23
5 4 1 2 .24 0 .15 .20 .14 .25
2 3 .22 .15 0 .15 .28 .11

5 4 .37 .20 .15 0 .29 .22

2 5 .34 .14 .28 .29 0 .39
3 6 .23 .25 .11 .22 .39 0
6
1
0.25
4
3 0.2

0.15

0.1

Nested Clusters Dendrogram 0.05

0
3 6 4 1 2 5
Hierarchical Clustering:
Problems and Limitations
• Computational complexity in time and space

• Once a decision is made to combine two clusters, it

cannot be undone

• No objective function is directly minimized

• Different schemes have problems with one or more of

the following:
• Sensitivity to noise and outliers
• Difficulty handling different sized clusters and convex shapes
• Breaking large clusters
DBSCAN
DBSCAN: Density-Based Clustering
• DBSCAN is a Density-Based Clustering algorithm

• Reminder: In density based clustering we partition points

into dense regions separated by not-so-dense regions.

• Important Questions:
• How do we measure density?
• What is a dense region?

• DBSCAN:
• Density at point p: number of points within a circle of radius Eps
• Dense Region: A circle of radius Eps that contains at least MinPts
points
 DBSCAN
• Characterization of points
• A point is a core point if it has more than a specified
number of points (MinPts) within Eps
• These points belong in a dense region and are at the interior of
a cluster

• A border point has fewer than MinPts within Eps, but

is in the neighborhood of a core point.

• A noise point is any point that is not a core point or a

border point.
DBSCAN: Core, Border, and Noise Points
DBSCAN: Core, Border and Noise Points

Point types: core,

Original Points
border and noise

Eps = 10, MinPts = 4

Density-Connected points
• Density edge
• We place an edge between two core p
points q and p if they are within p1
distance Eps. q

• Density-connected
• A point p is density-connected to a
point q if there is a path of edges
p q
from p to q

o
DBSCAN Algorithm
• Label points as core, border and noise
• Eliminate noise points
• For every core point p that has not been assigned
to a cluster
• Create a new cluster with the point p and all the
points that are density-connected to p.
• Assign border points to the cluster of the closest
core point.
DBSCAN: Determining Eps and MinPts
• Idea is that for points in a cluster, their kth nearest neighbors
are at roughly the same distance
• Noise points have the kth nearest neighbor at farther distance
• So, plot sorted distance of every point to its kth nearest
neighbor
• Find the distance d where there is a “knee” in the curve
• Eps = d, MinPts = k

Eps ~ 7-10
MinPts = 4
When DBSCAN Works Well

Original Points
Clusters

• Resistant to Noise
• Can handle clusters of different shapes and sizes
When DBSCAN Does NOT Work Well

(MinPts=4, Eps=9.75).

Original Points

• Varying densities
• High-dimensional data

(MinPts=4, Eps=9.92)
DBSCAN: Sensitive to Parameters
Slides source:

Prof. Panayiotis Tsaparas

Department of Computer Science & Engineering
University of Ioannina