DATA MINING

LECTURE 7
Hierarchical Clustering, DBSCAN
The EM Algorithm
CLUSTERING
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
Clustering Algorithms
• K-means and its variants

• Hierarchical clustering

• DBSCAN
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
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

• 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
Single Link – Complete Link
• Another way to view the processing of the
hierarchical algorithm is that we create links
between their elements in order of increasing
distance
• The MIN – Single Link, will merge two clusters when a
single pair of elements is linked
• The MAX – Complete Linkage will merge two clusters
when all pairs of elements have been linked.
Hierarchical Clustering: MIN
1 2 3 4 5 6
1 0 .24 .22 .37 .34 .23
5 2 .24 0 .15 .20 .14 .25
1
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

4 .37 .20 .15 0 .29 .22
5
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.
 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
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

4 .37 .20 .15 0 .29 .22
5
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: 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 (SSE) 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
 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
• 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
from p to q p 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
Other algorithms
• PAM, CLARANS: Solutions for the k-medoids problem
• BIRCH: Constructs a hierarchical tree that acts a summary
of the data, and then clusters the leaves.
• MST: Clustering using the Minimum Spanning Tree.
• ROCK: clustering categorical data by neighbor and link
analysis
• LIMBO, COOLCAT: Clustering categorical data using
information theoretic tools.
• CURE: Hierarchical algorithm uses different representation
of the cluster
• CHAMELEON: Hierarchical algorithm uses closeness and
interconnectivity for merging
MIXTURE MODELS AND
THE EM ALGORITHM
Model-based clustering
• In order to understand our data, we will assume that there is
a generative process (a model) that creates/describes the
data, and we will try to find the model that best fits the data.
• Models of different complexity can be defined, but we will assume
that our model is a distribution from which data points are sampled
• Example: the data is the height of all people in Greece

• In most cases, a single distribution is not good enough to

describe all data points: different parts of the data follow a
different distribution
• Example: the data is the height of all people in Greece and China
• We need a mixture model
• Different distributions correspond to different clusters in the data.
Gaussian Distribution
•  Example: the data is the height of all people in
Greece
• Experience has shown that this data follows a Gaussian
(Normal) distribution
• Reminder: Normal distribution:

2
  (𝑥 − 𝜇 )
−
1 2𝜎
2

𝑃 ( 𝑥) = 𝑒
√2 𝜋 𝜎

• = mean, = standard deviation

Gaussian Model
•  What is a model?
• A Gaussian distribution is fully defined by the mean and
the standard deviation
• We define our model as the pair of parameters

• This is a general principle: a model is defined as

a vector of parameters
Fitting the model
•  We want to find the normal distribution that best
fits our data
• Find the best values for and
• But what does best fit mean?
Maximum Likelihood Estimation (MLE)
•• Suppose
  that we have a vector of values
• And we want to fit a Gaussian model to the data
• Probability of observing point : 2
( 𝑥 − 𝜇)
  1 −
𝑖
2
𝑃 ( 𝑥𝑖 ) = 𝑒 2𝜎
√2 𝜋 𝜎
• Probability of observing all points (assume independence)
2
  𝑛 𝑛 ( 𝑥 𝑖− 𝜇 )
1 −
2𝜎
2
𝑃 ( 𝑋 )= ∏ 𝑃 ( 𝑥 𝑖) = ∏ 𝑒
𝑖=1 𝑖=1 √2 𝜋 𝜎

• We want to find the parameters that maximize the

probability
Maximum Likelihood Estimation (MLE)
• The
  probability as a function of is called the Likelihood
function 2
  𝑛 ( 𝑥 𝑖 − 𝜇)
1 −
2𝜎
2
𝐿 (𝜃 )= ∏ 𝑒
𝑖=1 √ 2 𝜋 𝜎

• It is usually easier to work with the Log-Likelihood

function   𝑛
( 𝑥𝑖 − 𝜇 )2 1
𝐿𝐿 (𝜃 )=− ∑ − 𝑛 log 2 𝜋 − 𝑛 log 𝜎
𝑖=1 2𝜎
2
2
• Maximum Likelihood Estimation
• Find parameters that maximize
𝑛 𝑛
  1  2 1 2 2
𝜇= ∑ 𝑥 𝑖=𝜇 𝑋 𝜎= ∑ (𝑥¿¿𝑖 − 𝜇) =𝜎 𝑋¿
𝑛 𝑖=1 𝑛 𝑖=1
Sample Mean Sample Variance
MLE
•  Note: these are also the most likely parameters
given the data

• If we have no prior information about , or X, then

maximizing is the same as maximizing
Mixture of Gaussians
• Suppose that you have the heights of people from
Greece and China and the distribution looks like
the figure below (dramatization)
Mixture of Gaussians
• In this case the data is the result of the mixture of
two Gaussians
• One for Greek people, and one for Chinese people
• Identifying for each value which Gaussian is most likely
to have generated it will give us a clustering.
Mixture model
•  A value is generated according to the following
process:
• First select the nationality
• With probability select Greek, with probability select China

We can also thing of this as a Hidden Variable Z

• Given the nationality, generate the point from the
corresponding Gaussian
• if Greece
• if China
Mixture Model
• Our
  model has the following parameters

Mixture probabilities Distribution Parameters

• For value , we have:

• For all values

• We want to estimate the parameters that

maximize the Likelihood of the data
Mixture Models
•  Once we have the parameters we can estimate
the membership probabilities and for each point :
• This is the probability that point belongs to the Greek or
the Chinese population (cluster)
EM (Expectation Maximization) Algorithm
•• Initialize
  the values of the parameters in to some random
values
• Repeat until convergence
• E-Step: Given the parameters estimate the membership
probabilities and
• M-Step: Compute the parameter values that (in expectation)
maximize the data likelihood
𝑛 𝑛
  1  
𝜋 𝐺= ∑ 𝑃(𝐺∨𝑥 𝑖) 1 Fraction of
𝜋 𝐶 = ∑ 𝑃(𝐶∨𝑥 𝑖)
𝑛 𝑖=1 𝑛 𝑖=1 population in G,C
  𝑛
𝑃 ( 𝐶|𝑥 𝑖 )   𝑛
𝑃 ( 𝐺|𝑥 𝑖)
𝜇𝐶 = ∑ 𝑥𝑖 𝜇𝐺 = ∑ 𝑥𝑖  MLE Estimates
𝑖=1 𝑛 ∗ 𝜋 𝐶 𝑖=1 𝑛 ∗ 𝜋 𝐺 if ’s were fixed
 2 𝑛
𝑃 ( 𝐶| 𝑥𝑖 ) 2
 2 𝑛
𝑃 ( 𝐺|𝑥 𝑖 ) 2
𝜎 𝐶 =∑ 𝑥 − 𝜇
( 𝑖 𝐶) 𝜎 𝐺 =∑ 𝑥 − 𝜇
( 𝑖 𝐺)
𝑖=1 𝑛∗ 𝜋 𝐶 𝑖=1 𝑛 ∗ 𝜋 𝐺
Relationship to K-means
• E-Step: Assignment of points to clusters
• K-means: hard assignment, EM: soft assignment
• M-Step: Computation of centroids
• K-means assumes common fixed variance (spherical
clusters)
• EM: can change the variance for different clusters or
different dimensions (elipsoid clusters)
• If the variance is fixed then both minimize the
same error function