Data Mining Cluster Analysis: Basic Concepts and Algorithms Lecture Notes for Chapter 8 Introduction to Data Mining

by Tan, Steinbach, Kumar

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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
Intra-cluster distances are minimized Inter-cluster distances are maximized

Tan,Steinbach, Kumar

Introduction to Data Mining

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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

Discovered Clusters

Industry Group

1 2 3 4

Applied-Matl-DOWN,Bay-Network-Down,3-COM-DOWN, Cabletron-Sys-DOWN,CISCO-DOWN,HP-DOWN, DSC-Comm-DOWN,INTEL-DOWN,LSI-Logic-DOWN, Micron-Tech-DOWN,Texas-Inst-Down,Tellabs-Inc-Down, Natl-Semiconduct-DOWN,Oracl-DOWN,SGI-DOWN, Sun-DOWN Apple-Comp-DOWN,Autodesk-DOWN,DEC-DOWN, ADV-Micro-Device-DOWN,Andrew-Corp-DOWN, Computer-Assoc-DOWN,Circuit-City-DOWN, Compaq-DOWN, EMC-Corp-DOWN, Gen-Inst-DOWN, Motorola-DOWN,Microsoft-DOWN,Scientific-Atl-DOWN Fannie-Mae-DOWN,Fed-Home-Loan-DOWN, MBNA-Corp-DOWN,Morgan-Stanley-DOWN Baker-Hughes-UP,Dresser-Inds-UP,Halliburton-HLD-UP, Louisiana-Land-UP,Phillips-Petro-UP,Unocal-UP, Schlumberger-UP

Technology1-DOWN

Technology2-DOWN

Financial-DOWN Oil-UP

Summarization
Reduce the size of large data sets
Clustering precipitation in Australia

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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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Notion of a Cluster can be Ambiguous

How many clusters?

Six Clusters

Two Clusters

Four Clusters

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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

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Partitional Clustering

Original Points

A Partitional Clustering

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Hierarchical Clustering

p1 p3 p2 p4

p1 p2
Traditional Hierarchical Clustering

p3 p4

Traditional Dendrogram

p1 p3 p2 p4

p1 p2
Non-traditional Hierarchical Clustering
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p3 p4

Non-traditional Dendrogram
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Introduction to Data Mining

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
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Introduction to Data Mining

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Types of Clusters

Well-separated clusters Center-based clusters Contiguous clusters Density-based clusters Property or Conceptual Described by an Objective Function
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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
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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
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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
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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
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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
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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.

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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
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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

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Clustering Algorithms

K-means and its variants Hierarchical clustering Density-based clustering

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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

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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 n = number of points, K = number of clusters, I = number of iterations, d = number of attributes
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Complexity is O( n * K * I * d )

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Two different K-means Clusterings

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Original Points

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Optimal Clustering
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Sub-optimal Clustering
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Importance of Choosing Initial Centroids

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

Iteration 1
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Iteration 2
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Iteration 3

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Tan,Steinbach, Kumar

Introduction to Data Mining

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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 To get SSE, we square these errors and sum them.

SSE dist 2 (mi , x)

i 1 xCi

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

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Importance of Choosing Initial Centroids

Iteration 1 5 4 3 2
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Tan,Steinbach, Kumar

Introduction to Data Mining

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Importance of Choosing Initial Centroids

Iteration 1
3 3 2.5 2.5

Iteration 2

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Iteration 3
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Iteration 4
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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 dont

Consider an example of five pairs of clusters

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10 Clusters Example
Iteration 1 4 3 2
8 6 4 2

0 -2 -4 -6

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15

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

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Iteration 4

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Starting with two initial centroids in one cluster of each pair of clusters
Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 #

10 Clusters Example
Iteration 1 4 3 2
8 6 4 2

0 -2 -4 -6

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15

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x
Starting with some pairs of clusters having three initial centroids, while other have only one.
Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 #

10 Clusters Example
Iteration 1
8 6 4 2 8 6 4 2

Iteration 2

0 -2 -4 -6

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Starting with some pairs of clusters having three initial centroids, while other have only one.
Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 #

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

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Handling Empty Clusters

Basic K-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.

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Updating Centers Incrementally

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

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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
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Bisecting K-means

Bisecting K-means algorithm

Variant of K-means that can produce a partitional or a hierarchical clustering

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Bisecting K-means Example

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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.

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Limitations of K-means: Differing Sizes

Original Points

K-means (3 Clusters)

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Limitations of K-means: Differing Density

Original Points

K-means (3 Clusters)

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Limitations of K-means: Non-globular Shapes

Original Points

K-means (2 Clusters)

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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.
Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 #

Overcoming K-means Limitations

Original Points

K-means Clusters

Tan,Steinbach, Kumar

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Overcoming K-means Limitations

Original Points

K-means Clusters

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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

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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, )

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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
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Agglomerative Clustering Algorithm

More popular hierarchical clustering technique Basic algorithm is straightforward

1. 2. 3. 4. Compute the proximity matrix Let each data point be a cluster Repeat Merge the two closest clusters

5.
6.

Update the proximity matrix

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
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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

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Intermediate Situation

After some merging steps, we have some clusters

C1 C1 C2 C3 C3 C4 C4 C5 C2 C3 C4 C5

Proximity Matrix
C1

C2

C5

...
p1 p2 p3 p4 p9 p10 p11 p12

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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

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After Merging

The question is How do we update the proximity matrix?

C1 C1 C3 C4 C2 U C5 C3 C4 C1 ? C2 U C5 ? ? ? ? ? ? C3 C4

Proximity Matrix

C2 U C5

...
p1 p2 p3 p4 p9 p10 p11 p12

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How to Define Inter-Cluster Similarity

p1 p2 p3 p4 p5

...

Similarity?

p1 p2 p3 p4

MIN . MAX . Group Average . Proximity Matrix Distance Between Centroids Other methods driven by an objective function
Wards Method uses squared error

p5

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How to Define Inter-Cluster Similarity

p1 p1 p2 p3 p4 p2 p3 p4 p5

...

MIN . MAX . Group Average . Proximity Matrix Distance Between Centroids Other methods driven by an objective function
Wards Method uses squared error

p5

Tan,Steinbach, Kumar

Introduction to Data Mining

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How to Define Inter-Cluster Similarity

p1 p1 p2 p3 p4 p2 p3 p4 p5

...

MIN . MAX . Group Average . Proximity Matrix Distance Between Centroids Other methods driven by an objective function
Wards Method uses squared error

p5

Tan,Steinbach, Kumar

Introduction to Data Mining

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How to Define Inter-Cluster Similarity

p1 p1 p2 p3 p4 p2 p3 p4 p5

...

MIN . MAX . Group Average . Proximity Matrix Distance Between Centroids Other methods driven by an objective function
Wards Method uses squared error

p5

Tan,Steinbach, Kumar

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How to Define Inter-Cluster Similarity

p1 p1 p2 p3 p4 p2 p3 p4 p5

...

MIN . MAX . Group Average . Proximity Matrix Distance Between Centroids Other methods driven by an objective function
Wards Method uses squared error

p5

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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 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

I1 I2 I3 I4 I5

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Hierarchical Clustering: MIN

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Dendrogram
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Strength of MIN

Original Points

Two Clusters

Can handle non-elliptical shapes

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Limitations of MIN

Original Points

Two Clusters

Sensitive to noise and outliers

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Cluster Similarity: MAX or Complete Linkage

Similarity of 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
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Hierarchical Clustering: MAX

4 2 5 2 3 3 4

1 5
0.4 0.35 0.3 0.25

0.2 0.15 0.1 0.05 0 3 6 4 1 2 5

Nested Clusters

Dendrogram

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Strength of MAX

Original Points

Two Clusters

Less susceptible to noise and outliers

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Limitations of MAX

Original Points Tends to break large clusters Biased towards globular clusters
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Two Clusters

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Cluster Similarity: Group Average

Proximity of two clusters is the average of pairwise proximity between points in the two clusters.
proximity(Clusteri , Clusterj )
piClusteri p jCluster j

proximity(p , p )
i j

|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

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Hierarchical Clustering: Group Average

5 2
5 2

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0.25 0.2 0.15

3 1

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Nested Clusters

Dendrogram

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Hierarchical Clustering: Group Average

Compromise between Single and Complete Link Strengths

Less susceptible to noise and outliers

Limitations
Biased towards globular clusters

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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

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Hierarchical Clustering: Problems and Limitations

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

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MST: Divisive Hierarchical Clustering

Build MST (Minimum Spanning Tree)

Start with a tree that consists of any point In successive steps, look for the closest pair of points (p, q) such that one point (p) is in the current tree but the other (q) is not Add q to the tree and put an edge between p and q

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MST: Divisive Hierarchical Clustering

Use MST for constructing hierarchy of clusters

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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.

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DBSCAN: Core, Border, and Noise Points

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DBSCAN Algorithm
Eliminate noise points Perform clustering on the remaining points

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DBSCAN: Core, Border and Noise Points

Original Points

Point types: core, border and noise Eps = 10, MinPts = 4

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When DBSCAN Works Well

Original Points

Clusters

Resistant to Noise
Can handle clusters of different shapes and sizes
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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

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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
Introduction to Data Mining 4/18/2004 #

Tan,Steinbach, Kumar

Clusters found in Random Data

1 0.9 0.8 0.7

1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1

0 0.2 0.4 0.6 0.8 1

Random Points

0.6 0.5 0.4 0.3 0.2 0.1 0

DBSCAN

0.2

0.4

0.6

0.8

x
1 0.9 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.2 0.4 0.6 0.8 1 0 0 0.2 0.4

K-means

0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0

Complete Link

0.6

0.8

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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. Comparing the results of a cluster analysis to externally known results, e.g., to externally given class labels. Evaluating how well the results of a cluster analysis fit the data without reference to external information.
- Use only the data

2. 3.

4.
5.

Comparing the results of two different sets of cluster analyses to determine which is better.
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.
Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 #

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.

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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.
Introduction to Data Mining 4/18/2004 #

Tan,Steinbach, Kumar

Measuring Cluster Validity Via Correlation

Correlation of incidence and proximity matrices for the K-means clusterings of the following two data sets.
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1

Corr = 0.9235
Tan,Steinbach, Kumar Introduction to Data Mining

Corr = 0.5810
4/18/2004 #

Using Similarity Matrix for Cluster Validation

Order the similarity matrix with respect to cluster labels and inspect visually.
1 0.9 0.8 0.7 10 20 30 40 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 20 40 60 80 0 100 Similarity

Points
0 0.2 0.4 0.6 0.8 1

0.6 0.5 0.4 0.3 0.2 0.1 0

50 60 70 80 90 100

Points

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Using Similarity Matrix for Cluster Validation

Clusters in random data are not so crisp

1 10 20 30 40 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 20 40 60 80 0 100 Similarity 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1

Points

50 60 70 80 90 100

Points

DBSCAN

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Using Similarity Matrix for Cluster Validation

Clusters in random data are not so crisp

1 10 20 30 40 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 20 40 60 80 0 100 Similarity 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1

Points

50 60 70 80 90 100

Points

K-means

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Using Similarity Matrix for Cluster Validation

Clusters in random data are not so crisp

1 10 20 30 40 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 20 40 60 80 0 100 Similarity 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1

Points

50 60 70 80 90 100

Points

Complete Link

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Using Similarity Matrix for Cluster Validation

1 0.9

1 2 6

500

0.8 0.7 0.6

1000

3 4
1500

0.5 0.4

2000

0.3 0.2 0.1

5
2500

7
3000 500 1000 1500 2000 2500 3000 0

DBSCAN

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Internal Measures: SSE

Clusters in more complicated figures arent 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). Can also be used to estimate the number of clusters
10

6 4 2

9 8 7 6

SSE

5 4

0 -2 -4 -6 5 10 15

3 2 1 0 2 5 10 15 20 25 30

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Internal Measures: SSE

SSE curve for a more complicated data set

1 2 6

3 4

SSE of clusters found using K-means

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

Internal Measures: Cohesion and Separation

Cluster Cohesion: Measures how closely related are objects in a cluster

Example: SSE

Cluster Separation: Measure how distinct or wellseparated a cluster is from other clusters
Example: Squared Error
Cohesion is measured by the within cluster sum of squares (SSE)

WSS ( x mi )2
i xC i

Separation is measured by the between cluster sum of squares

BSS Ci ( m mi )
i
Tan,Steinbach, Kumar

Where |Ci| is the size of cluster i

Introduction to Data Mining 4/18/2004 #

Internal Measures: Cohesion and Separation

Example: SSE
BSS + WSS = constant
m 3 4

1 m1 2 K=1 cluster:

m2 5

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

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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
#

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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

Introduction to Data Mining 4/18/2004 #

Tan,Steinbach, Kumar

External Measures of Cluster Validity: Entropy and Purity

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004

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

Tan,Steinbach, Kumar

Introduction to Data Mining

4/18/2004