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Cluster Analysis CS240B Lecture notes based on those by © Tan,Steinbach, Kumar © Tan,Steinbach, Kumar Introduction to Data Mining Introduction to Data Mining 4/18/2004 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 ‹#› Cluster Analysis: many & diverse applications Understanding – Group related documents for browsing, group genes and proteins that have similar functionality, or group stocks with similar price fluctuations Discovered Clusters 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 Industry Group Technology1-DOWN Technology2-DOWN Financial-DOWN Oil-UP Summarization – Reduce the size of large data sets Clustering precipitation in Australia ‹#› 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 ‹#› Partitional Clustering Original Points A Partitional Clustering ‹#› Hierarchical Clustering p1 p3 p4 p2 p1 p2 Traditional Hierarchical Clustering p3 p4 Traditional Dendrogram p1 p3 p4 p2 p1 p2 Non-traditional Hierarchical Clustering p3 p4 Non-traditional Dendrogram ‹#› 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 ‹#› Clustering Algorithms K-means and its variants Hierarchical clustering Density-based clustering ‹#› 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 ‹#› K-means Clustering – Details Initial centroids are often chosen randomly. – 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. – Clusters produced vary from one run to another. 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 = number of attributes ‹#› Two different K-means Clusterings 3 2.5 Original Points 2 y 1.5 1 0.5 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x 2.5 2.5 2 2 1.5 1.5 y 3 y 3 1 1 0.5 0.5 0 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 x Optimal Clustering 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x Sub-optimal Clustering ‹#› K-means Clusterings-example Initial centroids: Case 1 3 2.5 2 y 1.5 1 0.5 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x ‹#› Importance of Choosing Initial Centroids Iteration 16 2 3 4 Iteration 5 33 2.5 2.5 22 y 1.5 1.5 11 0.5 0.5 00 -2 -2 -1.5 -1.5 -1 -1 -0.5 -0.5 00 0.5 0.5 11 1.5 1.5 22 xx ‹#› Importance of Choosing Initial Centroids Iteration 1 Iteration 2 Iteration 3 2.5 2.5 2.5 2 2 2 1.5 1.5 1.5 y 3 y 3 y 3 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 x 0 0.5 1 1.5 2 -2 Iteration 4 Iteration 5 2.5 2 2 2 1.5 1.5 1.5 1 1 1 0.5 0.5 0.5 0 0 0 -0.5 0 x 0.5 1 1.5 2 0 0.5 1 1.5 2 1 1.5 2 y 2.5 y 2.5 y 3 -1 -0.5 Iteration 6 3 -1.5 -1 x 3 -2 -1.5 x -2 -1.5 -1 -0.5 0 x 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 x ‹#› K-means Clusterings: Initial centers Initial centers: Case 1 3 2.5 2 y 1.5 1 0.5 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x ‹#› Importance of Choosing Initial Centroids … Iteration 5 1 2 3 4 3 2.5 2 y 1.5 1 0.5 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x ‹#› Importance of Choosing Initial Centroids … Iteration 1 Iteration 2 2.5 2.5 2 2 1.5 1.5 y 3 y 3 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 x 0 0.5 Iteration 3 2.5 2 2 2 1.5 1.5 1.5 y 2.5 y 2.5 y 3 1 1 1 0.5 0.5 0.5 0 0 0 -1 -0.5 0 x 0.5 2 Iteration 5 3 -1.5 1.5 Iteration 4 3 -2 1 x 1 1.5 2 -2 -1.5 -1 -0.5 0 x 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 x ‹#› Problems with Selecting Initial Points If there are 2 ‘real’ clusters then any two centroids produces an optimal clustering—i.e., each point will become the centroid of cluster. But if we know that there are K>2 `real’ clusters the chance of selecting one centroid for each becomes small as k grows. – For example, if K = 10, then probability = 10!/1010 = 0.00036 – Sometimes the initial centroids will readjust themselves in ‘right’ way, and sometimes they don’t – An obvious limitation of random initial assignements (also we normally do not know K) ‹#› 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. K 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 – One easy way to reduce SSE is to increase K, the number of clusters – But in general, the fewer the clusters the better. A good clustering with smaller K can have a lower SSE than a poor clustering with higher K How do we minimize both K and SSE? For a given K we can try different sets of initial random points. ‹#› 10 Clusters Example (5 pairs) Iteration 4 1 2 3 8 6 4 y 2 0 -2 -4 -6 0 5 10 15 20 x Starting with two initial centroids in one cluster of each pair of clusters ‹#› 10 Clusters Example Iteration 2 8 6 6 4 4 2 2 y y Iteration 1 8 0 0 -2 -2 -4 -4 -6 -6 0 5 10 15 20 0 5 x 6 6 4 4 2 2 0 -2 -4 -4 -6 -6 x 15 20 0 -2 10 20 Iteration 4 8 y y Iteration 3 5 15 x 8 0 10 15 20 0 5 10 x Starting with two initial centroids in one cluster of each pair of clusters ‹#› 10 Clusters Example Iteration 4 1 2 3 8 6 4 y 2 0 -2 -4 -6 0 5 10 15 20 x Starting with some pairs of clusters having three initial centroids, while other have only one. ‹#› 10 Clusters Example Iteration 2 8 6 6 4 4 2 2 y y Iteration 1 8 0 0 -2 -2 -4 -4 -6 -6 0 5 10 15 20 0 5 8 8 6 6 4 4 2 2 0 -2 -4 -4 -6 -6 5 10 x 15 20 15 20 0 -2 0 10 x Iteration 4 y y x Iteration 3 15 20 0 5 10 x Starting with some pairs of clusters having three initial centroids, while other have only one. ‹#› Solutions to Initial Centroids Problem Multiple runs – Helps, but probability is not on your side Start with more than k initial centroids and then select k centroids from the most widely separated resulting clusters Use hierarchical clustering to determine initial centroids on a small sample of data Bisecting K-means – Not as susceptible to initialization issues Postprocessing ‹#› Improvements Eliminate outliers (preprocessing) and very small clusters that may represent outliers Outliers are defined as points that have large distances from every centroids (they are bad because they exercise an excessive—quadratic effect) On the other hand many outliers in the same vicinity, could indicate the need to generate a new cluster Split ‘loose’ clusters, i.e., clusters with relatively high SSE Merge clusters that are ‘close’ and that have relatively low SSE – Some clusters could turn out empty. Can use these steps during the clustering process ‹#› Bisecting K-means Bisecting K-means algorithm – Variant of K-means that can produce a partitional or a hierarchical clustering ‹#› Bisecting K-means Example ‹#› 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. ‹#› 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 ‹#› 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 5 6 0.2 4 3 4 2 0.15 5 2 0.1 1 0.05 3 0 1 3 2 5 4 1 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, …) ‹#› 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 ‹#› 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 ‹#› How to Define Inter-Cluster Similarity p1 Similarity? p2 p3 p4 p5 ... p1 p2 p3 p4 MIN MAX Group Average Distance Between Centroids Objective function p5 . . . Proximity Matrix – Ward’s Method ‹#› Cluster Similarity: Ward’s Method Similarity of two clusters is based on the increase in squared error 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 ‹#› Recent Hierarchical Clustering Methods Major weakness of agglomerative clustering methods – do not scale well: time complexity of at least O(n2), where n is the number of total objects – can never undo what was done previously Integration of hierarchical with distance-based clustering – BIRCH (1996): uses CF-tree and incrementally adjusts the quality of sub-clusters – ROCK (1999): clustering categorical data by neighbor and link analysis – CHAMELEON (1999): hierarchical clustering using dynamic modeling ‹#› 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”! ‹#› Using Similarity Matrix for Cluster Validation Order the similarity matrix with respect to cluster labels and inspect visually. 1 1 0.9 0.8 0.7 Points 0.6 y 0.5 0.4 0.3 0.2 0.1 0 10 0.9 20 0.8 30 0.7 40 0.6 50 0.5 60 0.4 70 0.3 80 0.2 90 0.1 100 0 0.2 0.4 0.6 x 0.8 1 20 40 60 80 0 100 Similarity Points ‹#› Using Similarity Matrix for Cluster Validation Clusters in random data are not so crisp 1 10 0.9 0.9 20 0.8 0.8 30 0.7 0.7 40 0.6 0.6 50 0.5 0.5 60 0.4 0.4 70 0.3 0.3 80 0.2 0.2 90 0.1 0.1 100 20 40 60 80 0 100 Similarity y Points 1 0 0 0.2 0.4 0.6 0.8 1 x Points K-means ‹#› K-means on data streams Streams is partitioned into windows Initially: for each new point P a new centroid is created with probability d/D where D is proportional to size of the domain, and d is the actual distance of P to the closest centroid [Callaghan ’02] Later windows can use the centroids of the previous window---improved by – Eliminating empty clusters – Splitting large sparse ones – Merging large clusters Large changes in cluster position/population denote concept changes. Maintenance on sliding windows, or window panes is harder. ‹#›