DATA MINING

LECTURE 5
Clustering
The k-means algorithm
Hierarchical Clustering
The DBSCAN algorithm
Clustering Evaluation
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, genes and proteins Sun-DOWN
Apple-Comp-DOWN,Autodesk-DOWN,DEC-DOWN,

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

Computer-Assoc-DOWN,Circuit-City-DOWN,
Compaq-DOWN, EMC-Corp-DOWN, Gen-Inst-DOWN,
Technology2-DOWN
stocks with similar price Motorola-DOWN,Microsoft-DOWN,Scientific-Atl-DOWN
Fannie-Mae-DOWN,Fed-Home-Loan-DOWN,
fluctuations, users with same 3 MBNA-Corp-DOWN,Morgan-Stanley-DOWN Financial-DOWN

behavior 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

• Applications
• Recommendation systems Clustering precipitation
in Australia
• Search Personalization
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
Clustering objectives
• 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
Clustering objectives
• 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 minimizer of
distances from all the points in the cluster, or a medoid, the
most “representative” point of a cluster

4 center-based clusters
Clustering objectives
• 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
Clustering objectives
• 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
• 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 find K centroids and the
assignment of points to clusters/centroids so
as to minimize the sum of distances of the
points to their respective centroid
K-means Clustering
• Problem: Given a set X of n objects and an
integer K, group the points into K clusters such
that

is minimized, where is the centroid of the points

in cluster
• Note: We need to find both the grouping into
clusters and the centroids per cluster.
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 such that

is minimized, where is the mean of Sum

theofpoints in
Squares Error (SSE)
cluster
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 (how?)

• 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 some similarity or distance
function
• E.g., 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 for 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
2
0.1

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
Single Link – Complete Link
• Another way to view the processing of the
hierarchical algorithm is that we create links
between the 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

pjClusterj
proximity(
Cluster
i , Cluster
j) 
|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
CLUSTERING
EVALUATION
Clustering Evaluation
• We need to evaluate the “goodness” of the resulting
clusters?

• But “clustering lies in the eye of the beholder”!

• Then why do we want to evaluate them?

• To avoid finding patterns in noise
• To compare clusterings, or clustering algorithms
• To compare against a “ground truth”
 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 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
1 1

0.9 0.9

K-means Complete
0.8 0.8

0.7 0.7

0.6 0.6
Link
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.
• E.g., entropy, precision, recall
• Internal Index: Used to measure the goodness of a clustering
structure without reference to external information.
• E.g., 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
 Similarity or Distance Matrix
 One row and one column for each data point
 An entry is the similarity or distance of the associated pair of points
 “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 (positive for similarity, negative for distance)

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
• Correlation of 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

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

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

Points
0.6 50 0.5

0.5 60 0.4
y

0.4 70 0.3

0.3 80 0.2

0.2 90 0.1

0.1 100 0
20 40 60 80 100 Similarity
0
0 0.2 0.4 0.6 0.8 1
Points
x
𝑑𝑖𝑗 − 𝑑 𝑚𝑖𝑛
𝑠 𝑖𝑚(𝑖 , 𝑗)=1−
𝑑𝑚𝑎𝑥 −𝑑 𝑚𝑖𝑛
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 80 100 Similarity 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 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 80 100 Similarity 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 80 100 Similarity 0 0.2 0.4 0.6 0.8 1
Points x

Complete Link
Using Similarity Matrix for Cluster Validation
1

0.9
500
0.8

1 0.7
2 6 1000
0.6
3
4
1500 0.5

0.4
5 2000
0.3
7
0.2
2500
0.1

3000 0
500 1000 1500 2000 2500 3000

DBSCAN
• Clusters in more complicated figures are not well separated
• This technique can only be used for small datasets since it requires a
quadratic computation
Internal Measures: SSE
• Internal Index: Used to measure the goodness of a
clustering structure without reference to external
information
• Example: 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 9

8
4
7
2 6
SSE

0 5

4
-2
3
-4 2

-6 1

5 10 15 0
2 5 10 15 20 25 30
K
Internal Measures: Cohesion and Separation
• Cluster Cohesion: Measures how closely related
are objects in a cluster
• 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 (SSE)
WSS   ( x  ci ) 2 We want this to be small
i xCi

• Separation is measured by the between cluster sum of squares

BSS  mi (c  ci ) 2 We want this to be large
i

• Where mi is the size of cluster i , c the overall mean

BSS    (x  y)2

xCi yC j
 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 – caveats
• Internal measures have the problem that the
clustering algorithm did not set out to optimize
this measure, so it is will not necessarily do well
with respect to the measure.

• An internal measure can also be used as an

objective function for clustering
 Framework for Cluster Validity
 Need a framework to interpret any measure.
 For example, if our measure of evaluation has the value, 10, is that good, fair,
or poor?
• Statistics provide a framework for cluster validity
• The more “non-random” a clustering result is, the more likely it represents
valid structure in the data
• Can compare the values of an index that result from random data or
clusterings to those of a clustering result.
• If the value of the index is unlikely, then the cluster results are valid
• For comparing the results of two different sets of cluster
analyses, a framework is less necessary.
• However, there is the question of whether the difference between two
index values is significant
Statistical Framework for SSE
• Example
• Compare SSE of 0.005 against three clusters in random data
• Histogram of SSE for three clusters in 500 random data sets of
100 random points distributed in the range 0.2 – 0.8 for x and y
• Value 0.005 is very unlikely

1
50
0.9
45
0.8
40
0.7
35
0.6
30
Count
0.5
y

25
0.4
20
0.3
15
0.2
10
0.1
5
0
0 0.2 0.4 0.6 0.8 1 0
0.016 0.018 0.02 0.022 0.024 0.026 0.028 0.03 0.032 0.034
x SSE
Statistical Framework for Correlation
• Correlation of 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

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

Empirical p-value
• If we have a measurement v (e.g., the SSE value)
• ..and we have N measurements on random datasets
• …the empirical p-value is the fraction of measurements
in the random data that have value less or equal than
value v (or greater or equal if we want to maximize)
• i.e., the value in the random dataset is at least as good as that
in the real data

• We usually require that p-value ≤ 0.05

• Hard question: what is the right notion of a random

dataset?
Estimating the “right” number of clusters
• Typical approach: find a “knee” in an internal measure curve.
10

6
SSE

0
2 5 10 15 20 25 30
K

• Question: why not the k that minimizes the SSE?

• Forward reference: minimize a measure, but with a “simple” clustering
• Desirable property: the clustering algorithm does not require the
number of clusters to be specified (e.g., DBSCAN)
Estimating the “right” number of clusters
• SSE curve for a more complicated data set

1
2 6

3
4

SSE of clusters found using K-means

External Measures for Clustering Validity
• Assume that the data is labeled with some class labels
• E.g., documents are classified into topics, people classified
according to their income, politicians classified according to
the political party.
• This is called the “ground truth”
• In this case we want the clusters to be homogeneous
with respect to classes
• Each cluster should contain elements of mostly one class
• Each class should ideally be assigned to a single cluster
• This does not always make sense
• Clustering is not the same as classification
• …but this is what people use most of the time
 Confusion matrix Class 1 Class 2 Class 3

• = number of points Cluster 1

• = points in cluster i Cluster 2

• = points in class j Cluster 3

• = points in cluster i
coming from class j
• = probability of element Class 1 Class 2 Class 3

from cluster i to be Cluster 1

assigned in class j Cluster 2

Cluster 3
 Class 1 Class 2 Class 3

Measures Cluster 1

Cluster 2

Cluster 3

• Entropy:
• Of a cluster i:
• Highest when uniform, zero when single class
• Of a clustering:
• Purity:
• Of a cluster i:
• Of a clustering:
 Class 1 Class 2 Class 3

Cluster 1

Measures Cluster 2

Cluster 3

• Precision:
• Of cluster i with respect to class j:
• Recall:
• Of cluster i with respect to class j:
• F-measure:
• Harmonic Mean of Precision and Recall:
 Class 1 Class 2 Class 3

Measures
Cluster 1

Cluster 2

Cluster 3
Precision/Recall for clusters and clusterings

• Assign to cluster the class such that

• Precision:
• Of cluster i:
• Of the clustering:
• Recall:
• Of cluster i:
• Of the clustering:
• F-measure:
• Harmonic Mean of Precision and Recall
 Good and bad clustering

Class 1 Class 2 Class 3 Class 1 Class 2 Class 3

Cluster 1 Cluster 1

Cluster 2 Cluster 2

Cluster 3 Cluster 3

100 300 100 300

Purity: (0.94, 0.81, 0.85) Purity: (0.38, 0.38, 0.38)

– overall 0.86 – overall 0.38
Precision: (0.94, 0.81, 0.85) Precision: (0.38, 0.38, 0.38)
– overall 0.86 – overall 0.38
Recall: (0.85, 0.9, 0.85) Recall: (0.35, 0.42, 0.38)
- overall 0.87 – overall 0.39
Another clustering

Class 1 Class 2 Class 3

Cluster 1

Cluster 2 Cluster 1:
Purity: 1
Cluster 3 Precision: 1
Recall: 0.35
100 300
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