# COMP7103 Data Mining

## Topic 3 Clustering

### 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

#### Application

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

- Summarization
- Reduce size of large data sets

### Types of Clusterings

- 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

- 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

- Exclusive versus non-exclusive

#### 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

#### Center-based clusters

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

#### Contiguity-Based clusters

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

#### Density-based clusters

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

#### Conceptual Clusters

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

### K-means

- Input
- integer k>0, set S of points in the euclidean space

- Output
- A (partitional) clustering of S

Step

- Select k points in S as the initial centroids
- Repeat until the centroids do not change
- Form k clusters by assigning points to the closest centroids
- For each cluster recompute its centroid

Feature

- Initial centroids are often chosen randomly
- Centroids are often the mean of the points in the cluster
- ‘Closeness’ is measured by Euclidean distance, cosine similarity, correlation, etc.

#### Importance of Choosing Initial Centroids

#### Evaluating K-means Clusterings

- Most common measure is Sum of Squared Error (SSE)
- Given two clusterings, we can choose the one with smallest error
- Decreasing K might decrease SSE
- However, good clusterings with small K might have a lower SSE than poor clusterings with higher K

#### K-Means Always Terminates

- Theorem
- K-means with Euclidean distance as distance always terminates
- Proof follows from the following lemmas
- We cannot obtain the same clustering more than once, otherwise we get the same SSE value

- Lemma 1
- The point y that minimizes the SSE in a cluster C is the mean of all points in C

- Lemma 2
- SSE strictly decreases.

- Lemma 3
- The total number of possible clusterings is finite (< n^k).

#### Solutions to Initial Centroids Problem

- Multiple runs (helps but low success probability)
- Sample and use hierarchical clustering to determine initial centroids
- Select more than k initial centroids and then select among these initial centroids
- Postprocessing
- K-Means++

#### Handling Empty Clusters

*Basic K-means algorithm can yield less than k clusters (so called empty clusters)*

- Pick the points that contributes most to SSE and move them to empty cluster
- Pick the points 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
- An alternative is to update the centroids after each assignment (incremental approach)
- More precisely, let C1 ,C2 ,…,C k be the current clusters. Reassign all points one by one to the best cluster. Let p in C i be the current point and suppose we re-assign it to Cj . Then, after that, recompute the centroid of C i and Cj
- Never get an empty cluster
- Introduces an order dependency
- More expensive

#### 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

#### 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

#### Overcoming K-means Limitations

Use many clusters, find parts of clusters, but need to put together

### 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

#### 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, …)

#### 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

*Most popular hierarchical clustering technique*

- Let each data point be a cluster
- Compute the distance matrix n x n
- Repeat
- Merge the two closest clusters
- Update distance matrix

- Until only a single cluster remains

Procedure

- Start with clusters of individual points and a distance matrix n x n
- After some merging steps, we have some clusters
- We want to merge the two closest clusters (C2 and C5) and update the distance matrix
- The question is “How do we update the distance matrix

#### How to Define Inter-Cluster Similarity

- MIN
- MAX
- Group Average
- Distance Between Centroids
- Other methods driven by an objective function
- Ward’s Method uses squared error

#### 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

### 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

- Used to measure the extent to which cluster labels match externally supplied class labels
- Internal Index
- Used to measure the goodness of a clustering structure without respect to external information
- Sum of Squared Error (SSE)

- Used to measure the goodness of a clustering structure without respect to external information
- Relative Index
- To compare two different clusterings or clusters
- An external or internal index is used for this function, e.g., SSE or entropy

- To compare two different clusterings or clusters

#### Internal Measures: SSE

- Clusters in more complicated figures aren’t well separated
- SSE is good for comparing two clusterings or two clusters (average SSE)
- Can also be used to estimate the number of clusters

#### External Measures of Cluster Validity: Entropy

- Definition: Entropy
- Entropy measure how uncertain is an event, the larger the entropy the more uncertain is the event

*“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.”*

### K-means++

- Initialize the centroids as in Algorithm 1
- Run K-means algorithm to improve the clustering

#### Algorithm Comparison

- K-means
- No guarantees on the quality of the solution
- It always terminates
- Running time could be exponential but it is OK in practice

- K-means++
- It always terminates
- O(log k)-approximation on the quality of the solution
- In practice the advantage is noticeable for large k