Cluster Analysis: Basic Concepts

and Algorithms
What is Cluster Analysis?

 Finding groups of objects such that the objects in a

group will be 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

 Understanding
– Group related documents
for browsing, group
genes and proteins that
have similar functionality,
or group stocks with
similar price fluctuations

 Summarization
– Reduce the size of large
data sets

Clustering precipitation
in Australia
Supervised and Unsupervised Classification

─ What is Classification?
─ What is Supervised Classification/Learning?
─ What is Unsupervised Classification/Learning?
─ SOM – Self Organizing Maps
Types of Clustering Algorithms

─ Clustering has been a popular area of research

─ Several methods and techniques have been
developed to determine natural grouping among
the objects

Jain, A. K., Murty, M. N., and Flynn, P. J., Data Clustering: A Survey. ACM Computing
Surveys, 1999. 31: pp. 264-323.

Jain, A. K. and Dubes, R. C., Algorithms for Clustering Data. 1988,

Englewood Cliffs, NJ: Prentice Hall. 013022278X
Types of Clustering Algorithms
Clustering

Hierarchical Partitioning Grid-Based Clustering Algorithms For

Methods Methods Methods Algorithms Used in High Dimensional
Machine Learning Data

Agglomerative Divisive
Gradient Descent Evolutionary
Algorithms Algorithms
and Artificial Methods
Neural Networks

Subspace Projection Co-Clustering

Clustering Techniques Techniques

Relocation Probabilistic K-medoids K-means Methods Density-Based

Algorithms Clustering Methods Algorithms

Density-Based Density Functions

Connectivity
Clustering
Clustering
Classification vs. Clustering
Classification:
Supervised learning:
Learns a method for predicting the
instance class from pre-labeled
(classified) instances
Idea and Applications

 Clustering is the process of grouping a set

of physical or abstract objects into classes
of similar objects.
– It is also called unsupervised learning.
– It is a common and important task that finds
many applications.
 Applications in Search engines:
– Structuring search results
– Suggesting related pages
– Automatic directory construction/update
– Finding near identical/duplicate pages
When & From What

 Clustering can be
done at: Clustering can be based
– Indexing time on:
– At query time URL source
Put pages from the
Applied to documents same server together
Applied to snippets Text Content
-Polysemy (“puma”,
“banks”)
-Multiple aspects of a
single topic
Links
-Look at the connected
components in the link
graph (A/H analysis can
do it)
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
Notion of a Cluster can be Ambiguous

How many clusters? Six Clusters

Two Clusters Four Clusters

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 research
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 non-overlapping 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 Clustering Traditional Dendrogram

p1
p3 p4
p2
p1 p2 p3 p4
Non-traditional Hierarchical Clustering Non-traditional Dendrogram
Other Distinctions Between Sets of Clusters

 Exclusive versus non-exclusive

– In non-exclusive clusterings, points may belong to
multiple clusters.
– Can represent multiple classes or ‘border’ points
 Fuzzy versus non-fuzzy
– In fuzzy clustering, a point belongs to every cluster with
some weight between 0 and 1
– Weights must sum to 1
– Probabilistic clustering has similar characteristics
 Partial versus complete
– In some cases, we only want to cluster some of the data
 Heterogeneous versus homogeneous
– Cluster of widely different sizes, shapes, and densities
Types of Clusters

 Well-separated clusters

 Center-based clusters

 Contiguous clusters

 Density-based clusters

 Property or Conceptual

 Described by an Objective Function

Types of Clusters: Well-Separated

 Well-Separated Clusters:
– A cluster is a set of points such that any point in a cluster
is closer (or more similar) to every other point in the
cluster than to any point not in the cluster.

3 well-separated clusters
Types of Clusters: Center-Based

 Center-based
– A cluster is a set of objects such that an object in a
cluster is closer (more similar) to the “center” of a cluster,
than to the center of any other cluster
– The center of a cluster is often a centroid, the average of
all the points in the cluster, or a medoid, the most
“representative” point of a cluster

4 center-based clusters
Types of Clusters: Contiguity-Based

 Contiguous Cluster (Nearest neighbor or

Transitive)
– A cluster is a set of points such that a point in a cluster is
closer (or more similar) to one or more other points in the
cluster than to any point not in the cluster.

8 contiguous clusters
Types of Clusters: Density-Based

 Density-based
– A cluster is a dense region of points, which is separated
by low-density regions, from other regions of high
density.
– Used when the clusters are irregular or intertwined, and
when noise and outliers are present.

6 density-based clusters
Types of Clusters: Conceptual Clusters

 Shared Property or Conceptual Clusters

– Finds clusters that share some common property or
represent a particular concept.
.

2 Overlapping Circles
Types of Clusters: Objective Function

 Clusters Defined by an Objective Function

– 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.
 Parameters for the model are determined from the data.
 Mixture models assume that the data is a ‘mixture' of a number of
statistical distributions.
Types of Clusters: Objective Function …

 Map
the clustering problem to a different
domain and solve a related problem in that
domain
– Proximity matrix defines a weighted graph, where
the nodes are the points being clustered, and the
weighted edges represent the proximities between
points

– Clustering is equivalent to breaking the graph

into connected components, one for each cluster.

– Want to minimize the edge weight between

clusters and maximize the edge weight within
clusters
Characteristics of the Input Data Are Important

 Type of proximity or density measure

– This is a derived measure, but central to clustering
 Sparseness
– Dictates type of similarity
– Adds to efficiency
 Attribute type
– Dictates type of similarity
 Type of Data
– Dictates type of similarity
– Other characteristics, e.g., autocorrelation
 Dimensionality
 Noise and Outliers
 Type of Distribution
Inter/Intra Cluster Distances

Intra-cluster distance Inter-cluster distance

 (Sum/Min/Max/Avg) the Sum the (squared) distance
(absolute/squared) distance between all pairs of clusters
between
Where distance between two
- All pairs of points in the clusters is defined as:
cluster OR - distance between their
- Between the centroid and centroids/medoids
all points in the cluster -(Spherical clusters)
OR - Distance between the
- Between the “medoid” closest pair of points
and all points in the belonging to the clusters
-(Chain shaped clusters)
cluster
How hard is clustering?

 One idea is to consider all possible

clusterings, and pick the one that has
best inter and intra cluster distance n
properties k
 Suppose we are given n points, and
would like to cluster them into k-clusters k!
– How many possible clusterings?
• Too hard to do it brute force or optimally
• Solution: Iterative optimization
algorithms
– Start with a clustering, iteratively
improve it (eg. K-means)
 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
 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
Measure the Quality of Clustering
 Dissimilarity/Similarity metric
– Similarity is expressed in terms of a distance
function, typically metric: d(i, j)
– 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”
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 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
 Sec. 16.2
Issues for clustering

 Representation for clustering

– Document representation
Vector space? Normalization?
– Centroids aren’t length normalized
– Need a notion of similarity/distance
 How many clusters?
– Fixed a priori?
– Completely data driven?
Avoid “trivial” clusters - too large or small
– If a cluster's too large, then for navigation purposes you've
wasted an extra user click without whittling down the set of
documents much.
Notion of similarity/distance

 Ideal: semantic similarity.

 Practical: term-statistical similarity
– We will use cosine similarity.
– Docs as vectors.
– For many algorithms, easier to think in terms of a
distance (rather than similarity) between docs.
– We will mostly speak of Euclidean distance
But real implementations use cosine similarity
Clustering Algorithms

 K-means and its variants

 Hierarchical clustering

 Density-based clustering
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 basic algorithm is very simple
 K-means example, step 1

k1
Y
Pick 3 k2
initial
cluster
centers
(randomly)
k3

X
K-means example, step 2

k1
Y

k2
Assign
each point
to the closest
cluster
center k3

X
K-means example, step
3

k1 k1
Y

Move k2
each cluster
center k3
k2
to the mean
of each cluster k3

X
 K-means example, step 4

Reassign k1
points Y
closest to a
different new
cluster center
k3
Q: Which k2
points are
reassigned?

X
K-means example, step 4 …

k1
Y
A: three
points with
animation k3
k2

X
K-means example, step 4b

k1
Y
re-compute
cluster
means k3
k2

X
 K-means example, step 5

k1
Y

k2
move cluster
centers to k3
cluster
means

X
Squared Error Criterion
K-means Clustering – Details
 Initial centroids are often chosen randomly.
– Clusters produced vary from one run to another.
 The centroid is (typically) the mean of the points in the
cluster.
 ‘Closeness’ is measured by Euclidean distance,
cosine similarity, correlation, etc.
 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 = number of attributes
Two different K-means Clusterings
3

2.5

2
Original Points
1.5

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
Evaluating K-means Clusters

 Most common measure is Sum of Squared Error

(SSE)
– For each point, the error is the distance to the nearest
cluster K
– To get SSE,

SSEwe squaredist 2 errors and sum them.
these
i 1 xCi
(m , x )
i

– x is a data point in cluster Ci and mi is the representative

point for cluster Ci
 can show that mi corresponds to the center (mean) of the cluster
– Given two clusters, we can choose the one with the smallest
error
– One easy way to reduce SSE is to increase K, the number of
clusters
 A good clustering with smaller K can have a lower SSE than a
poor clustering with higher K
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
Problems with Selecting Initial Points

 If there are K ‘real’ clusters then the chance of

selecting one centroid from each cluster is small.
– Chance is relatively small when K is large
– If clusters are the same size, n, then

– For example, if K = 10, then probability = 10!/1010 =

0.00036
– Sometimes the initial centroids will readjust themselves
in ‘right’ way, and sometimes they don’t
– Consider an example of five pairs of clusters
10 Clusters Example
Iteration 4
1
2
3
8

2
y

-2

-4

-6

0 5 10 15 20
x
Starting with two initial centroids in one cluster of each pair of clusters
10 Clusters Example
Iteration 1 Iteration 2
8 8

6 6

4 4

2 2
y

y
0 0

-2 -2

-4 -4

-6 -6

0 5 10 15 20 0 5 10 15 20
x x
Iteration 3 Iteration 4
8 8

6 6

4 4

2 2
y

y
0 0

-2 -2

-4 -4

-6 -6

0 5 10 15 20 0 5 10 15 20
x x

Starting with two initial centroids in one cluster of each pair of clusters
10 Clusters Example
Iteration 4
1
2
3
8

2
y

-2

-4

-6

0 5 10 15 20
x
Starting with some pairs of clusters having three initial centroids, while other have only
one.
10 Clusters Example
Iteration 1 Iteration 2
8 8

6 6

4 4

2 2
y

y
0 0

-2 -2

-4 -4

-6 -6

0 5 10 15 20 0 5 10 15 20
Iteration
x 3 Iteration
x 4
8 8

6 6

4 4

2 2
y

y
0 0

-2 -2

-4 -4

-6 -6

0 5 10 15 20 0 5 10 15 20
x x

Starting with some pairs of clusters having three initial centroids, while other have only
one.
Solutions to Initial Centroids Problem

 Multiple runs
– Helps, but probability is not on your side
 Sample and use hierarchical clustering to
determine initial centroids
 Select more than k initial centroids and then
select among these initial centroids
– Select most widely separated
 Postprocessing
 Bisecting K-means
– Not as susceptible to initialization issues
Handling Empty Clusters

 BasicK-means algorithm can yield empty

clusters

 Several strategies
– Choose the point that contributes most to SSE
– Choose a point from the cluster with the highest
SSE
– If there are several empty clusters, the above can
be repeated several times.
Updating Centers Incrementally

 In
the basic K-means algorithm, centroids are
updated after all points are assigned to a
centroid

 Analternative is to update the centroids after

each assignment (incremental approach)
– Each assignment updates zero or two centroids
– More expensive
– Introduces an order dependency
– Never get an empty cluster
– Can use “weights” to change the impact
Pre-processing and Post-processing

 Pre-processing
– Normalize the data
– Eliminate outliers

 Post-processing
– Eliminate small clusters that may represent
outliers
– Split ‘loose’ clusters, i.e., clusters with relatively
high SSE
– Merge clusters that are ‘close’ and that have
relatively low SSE
– Can use these steps during the clustering process
 ISODATA
Bisecting K-means

 Bisecting K-means algorithm

– Variant of K-means that can produce a partitional or a
hierarchical clustering
Bisecting K-means Example
Limitations of K-means

 K-means has problems when clusters are of

differing
– 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

K-means variations
 K-medoids – instead of mean, use medians of
each cluster
5
– Mean of 1, 3, 5, 7, 9 is 205
– Mean of 1, 3, 5, 7, 1009 is
5
– Median of 1, 3, 5, 7, 1009 is
– Median advantage: not affected by extreme values
 For large databases, use sampling
k-Medoids
The k-Medoids Algorithm
Evaluating Cost of Swapping Medoids
Evaluating Cost of Swapping Medoids
Four Cases
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
2
0.1

1
0.05 1
3

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

 Theymay correspond to meaningful

taxonomies
– Example in biological sciences (e.g., animal
kingdom, phylogeny reconstruction, …)
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
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
Intermediate Situation

 After some merging steps, we have some clusters

C1 C2 C3 C4 C5
C1

C2
C3
C3
C4
C4
C5

Proximity Matrix
C1

C2 C5
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
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 ?

Proximity Matrix
C1

C2 U C5
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
Cluster Similarity: MIN or Single Link

 Similarity
of two clusters is based on the two
most similar (closest) points in the different
clusters
– Determined by one pair of points, i.e., by one link
in the proximity graph.

I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5
Hierarchical Clustering: MIN

5
1
3
5 0.2

2 1 0.15

2 3 6 0.1

0.05
4
4 0
3 6 2 5 4 1

Nested Clusters Dendrogram

Strength of MIN

Original Points Two Clusters

• Can handle non-elliptical shapes

Limitations of MIN

Original Points Two Clusters

• Sensitive to noise and outliers

Cluster Similarity: MAX or Complete Linkage

 Similarityof two clusters is based on the two

least similar (most distant) points in the
different clusters
– Determined by all pairs of points in the two
clusters

I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5
Hierarchical Clustering: MAX

4 1
2 5 0.4

0.35
5
2 0.3

0.25

3 6 0.2

3 0.15
1 0.1

4 0.05

0
3 6 4 1 2 5

Nested Clusters Dendrogram

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.
 proximity(p , p )
piClusteri
i j

p jClusterj
proximity(Clusteri , Clusterj ) 
|Clusteri ||Clusterj |

 Need to use average connectivity for scalability since total

proximity favors large clusters
I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5
Hierarchical Clustering: Group Average

5 4 1
2 0.25

5 0.2
2
0.15

3 6 0.1

1 0.05

4 0
3 3 6 4 1 2 5

Nested Clusters Dendrogram

Hierarchical Clustering: Group Average

 Compromise between Single and

Complete Link

 Strengths
– Less susceptible to noise and outliers

 Limitations
– Biased towards globular clusters
Cluster Similarity: Ward’s Method

 Similarity
of two clusters is based on the
increase in squared error when two clusters
are merged
– Similar to group average if distance between
points is distance squared

 Less susceptible to noise and outliers

 Biased towards globular clusters

 Hierarchical analogue of K-means

– Can be used to initialize K-means
Hierarchical Clustering: Comparison

5
1 4 1
3
2 5
5 5
2 1 2
MIN MAX
2 3 6 3 6
3
1
4 4
4

5
1 5 4 1
2 2
5 Ward’s Method 5
2 2
3 6 Group Average 3 6
3
4 1 1
4 4
3
 Agglomerative Algorithm
 The Agglomerative algorithm is carried out in
three steps:
1) Convert object attributes
to distance matrix
2) Set each object as a
cluster (thus if we have N
objects, we will have N
clusters at the beginning)
3) Repeat until number of
cluster is one (or known #
of clusters)
 Merge two closest
clusters
 Update distance matrix 100
 Example
 Problem: clustering analysis with
agglomerative algorithm

data matrix

Euclidean distance

distance matrix
101
 Example
 Merge two closest clusters (iteration 1)

102
 Example
 Update distance matrix (iteration 1)

103
 Example
 Merge two closest clusters (iteration 2)

104
 Example
 Update distance matrix (iteration 2)

105
 Example
 Merge two closest clusters/update distance
matrix (iteration 3)

106
 Example
 Merge two closest clusters/update distance
matrix (iteration 4)

107
 Example
 Final result (meeting termination condition)

108
 Example
 Dendrogram tree representation
1. In the beginning we have 6
clusters: A, B, C, D, E and F
6 2. We merge clusters D and F into
cluster (D, F) at distance 0.50
3. We merge cluster A and cluster B
into (A, B) at distance 0.71
lifetime

4. We merge clusters E and (D, F)

5 into ((D, F), E) at distance 1.00
5. We merge clusters ((D, F), E) and C
4 into (((D, F), E), C) at distance 1.41
6. We merge clusters (((D, F), E), C)
3
and (A, B) into ((((D, F), E), C), (A,
2
at distance 2.50
7. The last cluster contain all the objec
thus conclude the computation
object
109
Hierarchical Clustering: Time and Space requirements

 O(N2) space since it uses the proximity matrix.

– N is the number of points.

 O(N3) time in many cases

– There are N steps and at each step the size, N2,
proximity matrix must be updated and searched
– Complexity can be reduced to O(N2 log(N) ) time
for some approaches
Hierarchical Clustering: Problems and Limitations

 Once a decision is made to combine two

clusters, it cannot be undone

 No objective function is directly minimized

 Differentschemes 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
 Agglomerative Demo

Demo

112
 Relevant Issues
 How to determine the number of clusters
– If the number of clusters known, termination
condition is given!
– The K-cluster lifetime as the range of threshold value
on the dendrogram tree that leads to the
identification of K clusters
– Heuristic rule: cut a dendrogram tree with maximum
life time

113
 Conclusions
 Hierarchical algorithm is a sequential clustering algorithm
– With distance matrix to construct a tree of clusters (dendrogram)
– Hierarchical representation without the need of knowing # of
clusters (can set termination condition with known # of clusters)
 Major weakness of agglomerative clustering methods
– Can never undo what was done previously
– Sensitive to cluster distance measures and noise/outliers
– Less efficient: O (n2 ), where n is the number of total objects
 There are several variants to overcome its weaknesses
– BIRCH: uses clustering feature tree and incrementally adjusts the
quality of sub-clusters, which scales well for a large data set
– ROCK: clustering categorical data via neighbour and link
analysis, which is insensitive to noise and outliers
– CHAMELEON: hierarchical clustering using dynamic modeling,
which integrates hierarchical method with other clustering
methods

114
DBSCAN

 DBSCAN is a density-based algorithm.

– Density = number of points within a specified radius
(Eps)

– A point is a core point if it has more than a specified

number of points (MinPts) within Eps
 These are points that 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 Algorithm

 Eliminatenoise points
 Perform clustering on the remaining points
DBSCAN: Core, Border and Noise Points

Original Points Point types: core,

border and noise

Eps = 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: 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
Cluster Validity

 For supervised classification we have a variety of

measures to evaluate how good our model is
– Accuracy, precision, recall

 For cluster analysis, the analogous question is how

to evaluate the “goodness” of the resulting clusters?

 But “clusters are in the eye of the beholder”!

 Then why do we want to evaluate them?

– To avoid finding patterns in noise
– To compare clustering algorithms
– To compare two sets of clusters
– To compare two clusters
 Clusters found in Random Data
1 1

0.9 0.9

0.8 0.8

0.7 0.7

Random 0.6 0.6 DBSCAN

Points 0.5
y

0.5

y
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
1 1

0.9 0.9

K-means 0.8 0.8

Complete
0.7 0.7
Link
0.6 0.6

0.5 0.5
y

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
Different Aspects of Cluster Validation

1. Determining the clustering tendency of a set of data, i.e.,

distinguishing whether non-random structure actually exists in
the data.
2. Comparing the results of a cluster analysis to externally known
results, e.g., to externally given class labels.
3. Evaluating how well the results of a cluster analysis fit the data
without reference to external information.
- Use only the data
4. Comparing the results of two different sets of cluster analyses
to determine which is better.
5. Determining the ‘correct’ number of clusters.

For 2, 3, and 4, we can further distinguish whether we want to

evaluate the entire clustering or just individual clusters.
Measures of Cluster Validity
 Numerical measures that are applied to judge various
aspects of cluster validity, are classified into the following
three types.
– External Index: Used to measure the extent to which cluster
labels match externally supplied class labels.
 Entropy
– Internal Index: Used to measure the goodness of a clustering
structure without respect to external information.
 Sum of Squared Error (SSE)
– Relative Index: Used to compare two different clusterings or
clusters.
 Often an external or internal index is used for this function, e.g., SSE or
entropy
 Sometimes these are referred to as criteria instead of
indices
– However, sometimes criterion is the general strategy and index is the
numerical measure that implements the criterion.
Measuring Cluster Validity Via Correlation

 Two matrices
– Proximity Matrix
– “Incidence” Matrix
 One row and one column for each data point
 An entry is 1 if the associated pair of points belong to the same cluster
 An entry is 0 if the associated pair of points belongs to different
clusters
 Compute the correlation between the two matrices
– Since the matrices are symmetric, only the correlation between
n(n-1) / 2 entries needs to be calculated.
 High correlation indicates that points that belong to
the same cluster are close to each other.
 Not a good measure for some density or contiguity
based clusters.
Measuring Cluster Validity Via Correlation

 Correlationof incidence and proximity

matrices for the K-means clusterings of the
following two data sets.
1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5
y

y
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x

Corr = -0.9235 Corr = -0.5810

Using Similarity Matrix for Cluster Validation

 Order the similarity matrix with respect to cluster

labels and inspect visually.

1
1
10 0.9
0.9
20 0.8
0.8
30 0.7
0.7
40 0.6
0.6

Points
50 0.5
0.5
y

60 0.4
0.4
70 0.3
0.3
80 0.2
0.2
90 0.1
0.1
100 0
0 20 40 60 80 100Similarity
0 0.2 0.4 0.6 0.8 1
Points
x
Using Similarity Matrix for Cluster Validation

 Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5 0.5

y
60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100Similarity 0 0.2 0.4 0.6 0.8 1
Points x

DBSCAN
Using Similarity Matrix for Cluster Validation

 Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5

y
0.5

60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100Similarity 0 0.2 0.4 0.6 0.8 1
Points x

K-means
Using Similarity Matrix for Cluster Validation

 Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5 0.5

y
60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100Similarity 0 0.2 0.4 0.6 0.8 1
Points x

Complete Link
Using Similarity Matrix for Cluster Validation

0.9
1 500
0.8
2 6
0.7
1000
3 0.6
4
1500 0.5

0.4
2000
0.3
5
0.2
2500
0.1
7
3000 0
500 1000 1500 2000 2500 3000

DBSCAN
Internal Measures: SSE
 Clusters in more complicated figures aren’t well
separated
 Internal Index: Used to measure the goodness of a
clustering structure without respect to external information
– SSE
 SSE is good for comparing two clusterings or two
clusters (average SSE).
10
 Can also be used to estimate the number of clusters
6 9

8
4
7

2 6

SSE
5
0
4
-2 3

2
-4
1
-6 0
2 5 10 15 20 25 30
5 10 15
K
Internal Measures: SSE

 SSE curve for a more complicated data set

1
2 6

3
4

SSE of clusters found using K-means

Internal Measures: Cohesion and Separation

 Cluster Cohesion: Measures how closely

related are objects in a cluster
– Example: SSE
 Cluster Separation: Measure how distinct or
well-separated a cluster is from other clusters
 Example: Squared Error
– Cohesion is measured by the within cluster sum of squares
WSS    ( x  m )2
(SSE)
i
i xC i

– Separation is measured by the between cluster sum of

BSS 
squares i
Ci ( m  mi ) 2
Internal Measures: Cohesion and Separation

 Example: SSE
– BSS + WSS = constant
m
  
1 m1 2 3 4 m2 5

K=1 cluster: WSS (1  3) 2  ( 2  3) 2  ( 4  3) 2  (5  3) 2  10

BSS 4  (3  3) 2  0
Total  10  0  10

K=2 clusters: WSS (1  1.5) 2  ( 2  1.5) 2  ( 4  4.5) 2  (5  4.5) 2  1

BSS 2  (3  1.5) 2  2  (4.5  3) 2  9
Total  1  9  10
Internal Measures: Cohesion and Separation

 A proximity graph based approach can also be used for

cohesion and separation.
– Cluster cohesion is the sum of the weight of all links within a cluster.
– Cluster separation is the sum of the weights between nodes in the
cluster and nodes outside the cluster.

cohesion separation
Internal Measures: Silhouette Coefficient

 Silhouette Coefficient combine ideas of both cohesion and

separation, but for individual points, as well as clusters and
clusterings
 For an individual point, i
– Calculate a = average distance of i to the points in its cluster
– Calculate b = min (average distance of i to points in another cluster)
– The silhouette coefficient for a point is then given by

s = 1 – a/b if a < b, (or s = b/a - 1 if a  b, not the usual case)

b
a
– Typically between 0 and 1.
– The closer to 1 the better.

 Can calculate the Average Silhouette width for a cluster or

a clustering
External Measures of Cluster Validity: Entropy and Purity
Final Comment on Cluster Validity

“The validation of clustering structures is the

most difficult and frustrating part of cluster
analysis.
Without a strong effort in this direction, cluster
analysis will remain a black art accessible only
to those true believers who have experience
and great courage.”

Algorithms for Clustering Data, Jain and Dubes

Acknowledgement


https://slideplayer.com/slide/8520975/