Additive Biclustering: A Comparison of One New and Two Existing ALS Algorithms

The additive biclustering model for two-way two-mode object by variable data implies overlapping clusterings of both the objects and the variables together with a weight for each bicluster (i.e., a pair of an object and a variable cluster). In the data analysis, an additive biclustering model is fitted to given data by means of minimizing a least squares loss function. To this end, two alternating least squares algorithms (ALS) may be used: (1) PENCLUS, and (2) Baier’s ALS approach. However, both algorithms suffer from some inherent limitations, which may hamper their performance. As a way out, based on theoretical results regarding optimally designing ALS algorithms, in this paper a new ALS algorithm will be presented. In a simulation study this algorithm will be shown to outperform the existing ALS approaches.     

Block-Relaxation Approaches for Fitting the INDCLUS Model

A well-known clustering model to represent I?×?I?×?J data blocks, the J frontal slices of which consist of I?×?I object by object similarity matrices, is the INDCLUS model. This model implies a grouping of the I objects into a prespecified number of overlapping clusters, with each cluster having a slice-specific positive weight. An INDCLUS model is fitted to a given data set by means of minimizing a least squares loss function. The minimization of this loss function has appeared to be a difficult problem for which several algorithmic strategies have been proposed. At present, the best available option seems to be the SYMPRES algorithm, which minimizes the loss function by means of a block-relaxation algorithm. Yet, SYMPRES is conjectured to suffer from a severe local optima problem. As a way out, based on theoretical results with respect to optimally designing block-relaxation algorithms, five alternative block-relaxation algorithms are proposed. In a simulation study it appears that the alternative algorithms with overlapping parameter subsets perform best and clearly outperform SYMPRES in terms of optimization performance and cluster recovery.     

A graph-theoretic method for organizing overlapping clusters into trees,multiple trees,or extended trees

A clustering that consists of a nested set of clusters may be represented graphically by a tree. In contrast, a clustering that includes non-nested overlapping clusters (sometimes termed a “nonhierarchical” clustering) cannot be represented by a tree. Graphical representations of such non-nested overlapping clusterings are usually complex and difficult to interpret. Carroll and Pruzansky (1975, 1980) suggested representing non-nested clusterings with multiple ultrametric or additive trees. Corter and Tversky (1986) introduced the extended tree (EXTREE) model, which represents a non-nested structure as a tree plus overlapping clusters that are represented by marked segments in the tree. We show here that the problem of finding a nested (i.e., tree-structured) set of clusters in an overlapping clustering can be reformulated as the problem of finding a clique in a graph. Thus, clique-finding algorithms can be used to identify sets of clusters in the solution that can be represented by trees. This formulation provides a means of automatically constructing a multiple tree or extended tree representation of any non-nested clustering. The method, called “clustrees”, is applied to several non-nested overlapping clusterings derived using the MAPCLUS program (Arabie and Carroll 1980).     

FINDCLUS: Fuzzy INdividual Differences CLUStering

ADditive CLUStering (ADCLUS) is a tool for overlapping clustering of two-way proximity matrices (objects?×?objects). In Simple Additive Fuzzy Clustering (SAFC), a variant of ADCLUS is introduced providing a fuzzy partition of the objects, that is the objects belong to the clusters with the so-called membership degrees ranging from zero (complete non-membership) to one (complete membership). INDCLUS (INdividual Differences CLUStering) is a generalization of ADCLUS for handling three-way proximity arrays (objects?×?objects?×?subjects). Here, we propose a fuzzified alternative to INDCLUS capable to offer a fuzzy partition of the objects by generalizing in a three-way context the idea behind SAFC. This new model is called Fuzzy INdividual Differences CLUStering (FINDCLUS). An algorithm is provided for fitting the FINDCLUS model to the data. Finally, the results of a simulation experiment and some applications to synthetic and real data are discussed.     

Efficient algorithms for agglomerative hierarchical clustering methods

Whenevern objects are characterized by a matrix of pairwise dissimilarities, they may be clustered by any of a number of sequential, agglomerative, hierarchical, nonoverlapping (SAHN) clustering methods. These SAHN clustering methods are defined by a paradigmatic algorithm that usually requires 0(n ³) time, in the worst case, to cluster the objects. An improved algorithm (Anderberg 1973), while still requiring 0(n ³) worst-case time, can reasonably be expected to exhibit 0(n ²) expected behavior. By contrast, we describe a SAHN clustering algorithm that requires 0(n ² logn) time in the worst case. When SAHN clustering methods exhibit reasonable space distortion properties, further improvements are possible. We adapt a SAHN clustering algorithm, based on the efficient construction of nearest neighbor chains, to obtain a reasonably general SAHN clustering algorithm that requires in the worst case 0(n ²) time and space.Whenevern objects are characterized byk-tuples of real numbers, they may be clustered by any of a family of centroid SAHN clustering methods. These methods are based on a geometric model in which clusters are represented by points ink-dimensional real space and points being agglomerated are replaced by a single (centroid) point. For this model, we have solved a class of special packing problems involving point-symmetric convex objects and have exploited it to design an efficient centroid clustering algorithm. Specifically, we describe a centroid SAHN clustering algorithm that requires 0(n ²) time, in the worst case, for fixedk and for a family of dissimilarity measures including the Manhattan, Euclidean, Chebychev and all other Minkowski metrics.This work was partially supported by the Natural Sciences and Engineering Research Council of Canada and by the Austrian Fonds zur Förderung der wissenschaftlichen Forschung.     

Optimal Variable Weighting for Ultrametric and Additive Trees and K-means Partitioning: Methods and Software

K -means partitioning. We also describe some new features and improvements to the algorithm proposed by De Soete. Monte Carlo simulations have been conducted using different error conditions. In all cases (i.e., ultrametric or additive trees, or K-means partitioning), the simulation results indicate that the optimal weighting procedure should be used for analyzing data containing noisy variables that do not contribute relevant information to the classification structure. However, if the data involve error-perturbed variables that are relevant to the classification or outliers, it seems better to cluster or partition the entities by using variables with equal weights. A new computer program, OVW, which is available to researchers as freeware, implements improved algorithms for optimal variable weighting for ultrametric and additive tree clustering, and includes a new algorithm for optimal variable weighting for K-means partitioning.     

Complete linkage as a multiple stopping rule for single linkage clustering

Two commonly used clustering criteria are single linkage, which maximizes the minimum distance between clusters, and complete linkage, which minimizes the maximum distance within a cluster. By synthesizing these criteria, partitions of objects are sought which maximize a combined measure of the minimum distance between clusters and the maximum distance within a cluster. Each combined measure is shown to select a partition in the single linkage hierarchy. Therefore, in effect, complete linkage is used to provide a stopping rule for single linkage. An algorithm is outlined which uses the distance between each pair of objects twice only. To illustrate the method, an example is given using 23 Glamorganshire soil profiles.     

An error variance approach to two-mode hierarchical clustering

A new agglomerative method is proposed for the simultaneous hierarchical clustering of row and column elements of a two-mode data matrix. The procedure yields a nested sequence of partitions of the union of two sets of entities (modes). A two-mode cluster is defined as the union of subsets of the respective modes. At each step of the agglomerative process, the algorithm merges those clusters whose fusion results in the smallest possible increase in an internal heterogeneity measure. This measure takes into account both the variance within the respective cluster and its centroid effect defined as the squared deviation of its mean from the maximum entry in the input matrix. The procedure optionally yields an overlapping cluster solution by assigning further row and/or column elements to clusters existing at a preselected hierarchical level. Applications to real data sets drawn from consumer research concerning brand-switching behavior and from personality research concerning the interaction of behaviors and situations demonstrate the efficacy of the method at revealing the underlying two-mode similarity structure.     

Classification of Asymmetric Proximity Data

When clustering asymmetric proximity data, only the average amounts are often considered by assuming that the asymmetry is due to noise. But when the asymmetry is structural, as typically may happen for exchange flows, migration data or confusion data, this may strongly affect the search for the groups because the directions of the exchanges are ignored and not integrated in the clustering process. The clustering model proposed here relies on the decomposition of the asymmetric dissimilarity matrix into symmetric and skew-symmetric effects both decomposed in within and between cluster effects. The classification structures used here are generally based on two different partitions of the objects fitted to the symmetric and the skew-symmetric part of the data, respectively; the restricted case is also presented where the partition fits jointly both of them allowing for clusters of objects similar with respect to the average amounts and directions of the data. Parsimonious models are presented which allow for effective and simple graphical representations of the results.     

Variable Selection for Clustering and Classification

As data sets continue to grow in size and complexity, effective and efficient techniques are needed to target important features in the variable space. Many of the variable selection techniques that are commonly used alongside clustering algorithms are based upon determining the best variable subspace according to model fitting in a stepwise manner. These techniques are often computationally intensive and can require extended periods of time to run; in fact, some are prohibitively computationally expensive for high-dimensional data. In this paper, a novel variable selection technique is introduced for use in clustering and classification analyses that is both intuitive and computationally efficient. We focus largely on applications in mixture model-based learning, but the technique could be adapted for use with various other clustering/classification methods. Our approach is illustrated on both simulated and real data, highlighted by contrasting its performance with that of other comparable variable selection techniques on the real data sets.     

Dealing with Distances and Transformations for Fuzzy C-Means Clustering of Compositional Data

Clustering techniques are based upon a dissimilarity or distance measure between objects and clusters. This paper focuses on the simplex space, whose elements??compositions??are subject to non-negativity and constant-sum constraints. Any data analysis involving compositions should fulfill two main principles: scale invariance and subcompositional coherence. Among fuzzy clustering methods, the FCM algorithm is broadly applied in a variety of fields, but it is not well-behaved when dealing with compositions. Here, the adequacy of different dissimilarities in the simplex, together with the behavior of the common log-ratio transformations, is discussed in the basis of compositional principles. As a result, a well-founded strategy for FCM clustering of compositions is suggested. Theoretical findings are accompanied by numerical evidence, and a detailed account of our proposal is provided. Finally, a case study is illustrated using a nutritional data set known in the clustering literature.     

Fixed points approach to clustering

Assume that a dissimilarity measure between elements and subsets of the set being clustered is given. We define the transformation of the set of subsets under which each subset is transformed into the set of all elements whose dissimilarity to it is not greater than a given threshold. Then a cluster is defined as a fixed point of this transformation. Three well-known clustering strategies are considered from this point of view: hierarchical clustering, graph-theoretic methods, and conceptual clustering. For hierarchical clustering generalizations are obtained that allow for overlapping clusters and/or clusters not forming a cover. Three properties of dissimilarity are introduced which guarantee the existence of fixed points for each threshold. We develop the relation to the theory of quasi-concave set functions, to help give an additional interpretation of clusters.     

Asymmetric multidimensional scaling of two-mode three-way proximities

An asymmetric multidimensional scaling model and an associated nonmetric algorithm to analyze two-mode three-way proximities (object × object × source) are introduced. The model consists of a common object configuration and two kinds of weights, i.e., for both symmetry and asymmetry. In the common object configuration, each object is represented by a point and a circle (sphere, hypersphere) in a Euclidean space. The common object configuration represents pairwise proximity relationships between pairs of objects for the ‘group’ of all sources. Each source has its own symmetry weight and a set of asymmetry weights. Symmetry weights represent individual differences among sources of data in symmetric proximity relationships, and asymmetry weights represent individual differences among sources in asymmetric proximity relationships. The associated nonmetric algorithm, based on Kruskal’s (1964b) nonmetric multidimensional scaling algorithm, is an extension of the algorithm for the asymmetric multidimensional scaling of one mode two-way proximities developed earlier (Okada and Imaizumi 1987). As an illustrative example, we analyze intergenerational occupational mobility from 1955 to 1985 in Japan among eight occupational categories.     

Investigation of proportional link linkage clustering methods

Proportional link linkage (PLL) clustering methods are a parametric family of monotone invariant agglomerative hierarchical clustering methods. This family includes the single, minimedian, and complete linkage clustering methods as special cases; its members are used in psychological and ecological applications. Since the literature on clustering space distortion is oriented to quantitative input data, we adapt its basic concepts to input data with only ordinal significance and analyze the space distortion properties of PLL methods. To enable PLL methods to be used when the numbern of objects being clustered is large, we describe an efficient PLL algorithm that operates inO(n ² logn) time andO(n ²) space.This work was partially supported by the Natural Sciences and Engineering Research Council of Canada and by the Austrian Fonds zur Förderung der wissenschaftlichen Forschung.     

A Copula-Based Algorithm for Discovering Patterns of Dependent Observations

The main aim of this work is the study of clustering dependent data by means of copula functions. Copulas are popular multivariate tools whose importance within clustering methods has not been investigated yet in detail. We propose a new algorithm (CoClust in brief) that allows to cluster dependent data according to the multivariate structure of the generating process without any assumption on the margins. Moreover, the approach does not require either to choose a starting classification or to set a priori the number of clusters; in fact, the CoClust selects them by using a criterion based on the log–likelihood of a copula fit. We test our proposal on simulated data for different dependence scenarios and compare it with a model–based clustering technique. Finally, we show applications of the CoClust to real microarray data of breast-cancer patients.     

A New Dimension Reduction Method: Factor Discriminant K-means

Reduced K-means (RKM) and Factorial K-means (FKM) are two data reduction techniques incorporating principal component analysis and K-means into a unified methodology to obtain a reduced set of components for variables and an optimal partition for objects. RKM finds clusters in a reduced space by maximizing the between-clusters deviance without imposing any condition on the within-clusters deviance, so that clusters are isolated but they might be heterogeneous. On the other hand, FKM identifies clusters in a reduced space by minimizing the within-clusters deviance without imposing any condition on the between-clusters deviance. Thus, clusters are homogeneous, but they might not be isolated. The two techniques give different results because the total deviance in the reduced space for the two methodologies is not constant; hence the minimization of the within-clusters deviance is not equivalent to the maximization of the between-clusters deviance. In this paper a modification of the two techniques is introduced to avoid the afore mentioned weaknesses. It is shown that the two modified methods give the same results, thus merging RKM and FKM into a new methodology. It is called Factor Discriminant K-means (FDKM), because it combines Linear Discriminant Analysis and K-means. The paper examines several theoretical properties of FDKM and its performances with a simulation study. An application on real-world data is presented to show the features of FDKM.     

Fast, Linear Time Hierarchical Clustering using the Baire Metric

The Baire metric induces an ultrametric on a dataset and is of linear computational complexity, contrasted with the standard quadratic time agglomerative hierarchical clustering algorithm. In this work we evaluate empirically this new approach to hierarchical clustering. We compare hierarchical clustering based on the Baire metric with (i) agglomerative hierarchical clustering, in terms of algorithm properties; (ii) generalized ultrametrics, in terms of definition; and (iii) fast clustering through k-means partitioning, in terms of quality of results. For the latter, we carry out an in depth astronomical study. We apply the Baire distance to spectrometric and photometric redshifts from the Sloan Digital Sky Survey using, in this work, about half a million astronomical objects. We want to know how well the (more costly to determine) spectrometric redshifts can predict the (more easily obtained) photometric redshifts, i.e. we seek to regress the spectrometric on the photometric redshifts, and we use clusterwise regression for this.     

The Real-Valued Model of Hierarchical Classes

We propose a non-negative real-valued model of hierarchical classes (HICLAS) for two-way two-mode data. Like the other members of the HICLAS family, the non-negative real-valued model (NNRV-HICLAS) implies simultaneous hierarchically organized classifications of all modes involved in the data. A distinctive feature of the novel model is that it yields continuous, non-negative real-valued reconstructed data, which considerably expands the application range of the HICLAS family. The expansion implies a major algorithmic challenge as it involves a move from the typical discrete optimization problems in HICLAS to a mixed discrete-continuous one. To solve this mixed discrete-continuous optimization problem, a two-stage algorithm combining a simulated annealing and an alternating local descent stage is proposed. Subsequently it is evaluated in a simulation study. Finally, the NNRVHICLAS model is applied to an empirical data set on anger.     

A sequential fitting procedure for linear data analysis models

A particular factor analysis model with parameter constraints is generalized to include classification problems definable within a framework of fitting linear models. The sequential fitting (SEFIT) approach of principal component analysis is extended to include several nonstandard data analysis and classification tasks. SEFIT methods attempt to explain the variability in the initial data (commonly defined by a sum of squares) through an additive decomposition attributable to the various terms in the model. New methods are developed for both traditional and fuzzy clustering that have useful theoretic and computational properties (principal cluster analysis, additive clustering, and so on). Connections to several known classification strategies are also stated.The author is grateful to P. Arabie and L. J. Hubert for editorial assistance and reviewing going well beyond traditional levels.     

A Note on K-modes Clustering

Recently, Chaturvedi, Green and Carroll (2001) presented a nonparametric approach to deriving clusters from categorical data using a new clustering procedure called K-modes. Huang (1998) proposed the K-modes clustering algorithm. In this note, we demonstrate the equivalence of the two K-modes procedures.