What is Cluster Analysis?

Cluster: a collection of data objects

Similar to one another within the same cluster Dissimilar to the objects in other clusters Clustering: -Process of grouping data into classes/clusters Cluster analysis Finding similarities between data according to the characteristics found in the data and grouping similar data objects into clusters

What is Cluster Analysis?

Unsupervised learning: no predefined classes Typical applications
As a stand-alone tool to get insight into data distribution As a preprocessing step for other algorithms

Clustering: Rich Applications and Multidisciplinary Efforts

Pattern Recognition Spatial Data Analysis
Create thematic maps in GIS by clustering feature spaces Detect spatial clusters or for other spatial mining tasks

Image Processing Economic Science (especially market research) WWW

Document classification Cluster Weblog data to discover groups of similar access patterns

Examples of Clustering Applications

Marketing: Help marketers discover distinct groups in their customer bases, and then use this knowledge to develop targeted marketing programs Land use: Identification of areas of similar land use in an earth observation database Insurance: Identifying groups of motor insurance policy holders with a high average claim cost City-planning: Identifying groups of houses according to their house type, value, and geographical location Earth-quake studies: Observed earth quake epicenters should be clustered along continent faults

Quality: What Is Good Clustering?

A good clustering method will produce high quality clusters with
high intra-class similarity low inter-class similarity

The quality of a clustering result depends on both the similarity measure used by the method and its implementation The quality of a clustering method is also measured by its ability to discover some or all of

Measure the Quality of Clustering

Dissimilarity/Similarity metric: Similarity is expressed in terms of a distance function, typically metric: d(i, j) There is a separate quality function that measures the goodness of a cluster. The definitions of distance functions are usually very different for interval-scaled, boolean, categorical, ordinal ratio, and vector variables. Weights should be associated with different variables based on applications and data semantics.

Requirements of Clustering in Data Mining

Scalability Ability to deal with different types of attributes Ability to handle dynamic data Discovery of clusters with arbitrary shape Minimal requirements for domain knowledge to determine input parameters Able to deal with noise and outliers Insensitive to order of input records High dimensionality Incorporation of user-specified constraints Interpretability and usability

Major Clustering Types

Partitioning algorithms Hierarchical algorithms Density-based algorithms Model-based Grid-based Constraint-based

Major Clustering Approaches (I)

Partitioning approach:
Construct various partitions and then evaluate them by some criterion, e.g., minimizing the sum of square errors Typical methods: k-means, k-medoids, CLARANS

Hierarchical approach:
Create a hierarchical decomposition of the set of data (or objects) using some criterion Typical methods: Diana, Agnes, BIRCH, ROCK, CAMELEON

Density-based approach:
Based on connectivity and density functions Typical methods: DBSACN, OPTICS, DenClue

Major Clustering Approaches (II)

Grid-based approach:
based on a multiple-level granularity structure Typical methods: STING, WaveCluster, CLIQUE

Model-based:
A model is hypothesized for each of the clusters and tries to find the best fit of that model to each other Typical methods: EM, SOM, COBWEB

Frequent pattern-based:
Based on the analysis of frequent patterns Typical methods: pCluster

User-guided or constraint-based:
Clustering by considering user-specified or application-specific constraints Typical methods: COD (obstacles), constrained clustering

Typical Alternatives to Calculate the Distance between Clusters

Single link:
smallest distance between an element in one cluster and an element in the other, i.e., dis(Ki, Kj) = min(tip, tjq)

Complete link: largest distance between an element in one

cluster and an element in the other, i.e., dis(Ki, Kj) = max(tip, tjq)

Average: avg distance between an element in one cluster and an

element in the other, i.e., dis(Ki, Kj) = avg(tip, tjq)

Centroid: distance between the centroids of two clusters, i.e.,

dis(Ki, Kj) = dis(Ci, Cj)

Medoid: distance between the medoids of two clusters, i.e.,

dis(Ki, Kj) = dis(Mi, Mj) Medoid: one chosen, centrally located object in the cluster

Partitioning Algorithms: Basic Concept

Partitioning method: Construct a partition of a database D of n objects into a set of k clusters, s.t., min sum of squared distance Given a k, find a partition of k clusters that optimizes the chosen partitioning criterion
Global optimal: exhaustively enumerate all partitions Heuristic methods: k-means and k-medoids algorithms k-means (MacQueen67): Each cluster is represented by the center of the cluster k-medoids or PAM (Partition around medoids) (Kaufman & Rousseeuw87): Each cluster is represented by one of the objects in the cluster

The K-Means Clustering Method

Given k, the k-means algorithm is implemented in four steps:
Partition objects into k nonempty subsets Compute seed points as the centroids of the clusters of the current partition (the centroid is the center, i.e., mean point, of the cluster) Assign each object to the cluster with the nearest seed point Go back to Step 2, stop when no more new assignment

The K-Means Clustering Method

Example
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K=2 Arbitrarily choose K object as initial cluster center

Assign each objects to most similar center

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Update the cluster means

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reassign
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reassign

Update the cluster means

4 3 2 1 0 0 1 2 3 4 5 6 7 8 9 10

Comments on the K-Means Method

Strength: Relatively efficient: O(tkn), where n is # objects, k is # clusters, and t is # iterations. Normally, k, t << n.
Comparing: PAM: O(k(n-k)2 ), CLARA: O(ks2 + k(n-k))

Comment: Often terminates at a local optimum. The global optimum may be found using techniques such as: deterministic annealing and genetic algorithms Weakness
Applicable only when mean is defined, then what about categorical data? Need to specify k, the number of clusters, in advance Unable to handle noisy data and outliers Not suitable to discover clusters with non-convex shapes

Variations of the K-Means Method

A few variants of the k-means which differ in
Selection of the initial k means Dissimilarity calculations Strategies to calculate cluster means

Handling categorical data: k-modes (Huang98)

Replacing means of clusters with modes Using new dissimilarity measures to deal with categorical objects Using a frequency-based method to update modes of clusters A mixture of categorical and numerical data: k-prototype method

What Is the Problem of the K-Means Method?

The k-means algorithm is sensitive to outliers !
Since an object with an extremely large value may substantially distort the distribution of the data.

K-Medoids: Instead of taking the mean value of the object in a cluster as a reference point, medoids can be used, which is the most centrally located object in a cluster.
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The K-Medoids Clustering Method

Find representative objects, called medoids, in clusters PAM (Partitioning Around Medoids, 1987)
starts from an initial set of medoids and iteratively replaces one of the medoids by one of the non-medoids if it improves the total distance of the resulting clustering PAM works effectively for small data sets, but does not scale well for large data sets

CLARA (Kaufmann & Rousseeuw, 1990) CLARANS (Ng & Han, 1994): Randomized sampling Focusing + spatial data structure (Ester et al., 1995)

A Typical K-Medoids Algorithm (PAM)

Total Cost = 20
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10 9 8

10 9 8

K=2
Do loop Until no change

Arbitrar y choose k object as initial medoid s

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Total Cost = 26
10 9

Assign each remaini ng object to nearest medoid s

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10

Randomly select a nonmedoid object,Oramdom

Swapping O and Oramdom If quality is improved.

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Compute total cost of swapping

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PAM (Partitioning Around Medoids) (1987)

PAM (Kaufman and Rousseeuw, 1987), built in Splus Use real object to represent the cluster
Select k representative objects arbitrarily For each pair of non-selected object h and selected object i, calculate the total swapping cost TCih For each pair of i and h, If TCih < 0, i is replaced by h Then assign each non-selected object to the most similar representative object

PAM Clustering:
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t j i h

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h i
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Cjih = d(j, h) - d(j, i)

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Cjih = 0
10 9

h i

j t

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h t

Cjih = d(j, t) - d(j, i)

Cjih = d(j, h) - d(j, t)

What Is the Problem with PAM?

Pam is more robust than k-means in the presence of noise and outliers because a medoid is less influenced by outliers or other extreme values than a mean Pam works efficiently for small data sets but does not scale well for large data sets. O(k(n-k)2 ) for each iteration where n is # of data,k is # of clusters Sampling based method, CLARA(Clustering LARge Applications)

CLARA (Clustering Large Applications)

CLARA (Kaufmann and Rousseeuw in 1990)
Built in statistical analysis packages, such as S+ It draws multiple samples of the data set, applies PAM on each sample, and gives the best clustering as the output

Strength: deals with larger data sets than PAM Weakness:

Efficiency depends on the sample size A good clustering based on samples will not necessarily represent a good clustering of the whole data set if the sample is biased

CLARANS (Randomized CLARA)

CLARANS (A Clustering Algorithm based on
Randomized Search) (Ng and Han94) CLARANS draws sample of neighbors dynamically The clustering process can be presented as searching a graph where every node is a potential solution, that is, a set of k medoids If the local optimum is found, CLARANS starts with new randomly selected node in search for a new local optimum It is more efficient and scalable than both PAM and CLARA Focusing techniques and spatial access structures may further improve its performance (Ester et al.95)

Hierarchical Clustering
Use distance matrix as clustering criteria. This method does not require the number of clusters k as an input, but needs a termination condition
Step 0 Step 1 Step 2 Step 3 Step 4

a b c d e
Step 4

agglomerative (AGNES)

ab abcde cde de
Step 3 Step 2 Step 1 Step 0

divisive (DIANA)

AGNES (Agglomerative Nesting)

Use the Single-Link method and the dissimilarity matrix. Merge nodes that have the least dissimilarity Go on in a non-descending fashion Eventually all nodes belong to the same cluster

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Dendrogram: Shows How the Clusters are Merged

Decompose data objects into a several levels of nested partitioning (tree of clusters), called a dendrogram. A clustering of the data objects is obtained by cutting the dendrogram at the desired level, then each connected component forms a cluster.

Hierarchical Clustering

Use distance matrix as clustering criteria. This method does not require the number of clusters k as Step an 0input, termination condition Step 1 but Step needs 2 Step 3 a Step 4 agglomerative
a b c d e
Step 4 Step 3

(AGNES) ab abcde cde de

Step 2 Step 1 Step 0

divisive (DIANA)

AGNES (Agglomerative Nesting)

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Agglomerative, Bottom-up approach Merge nodes that have the least dissimilarity Go on in a non-descending fashion Eventually all nodes belong to the same cluster
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A Dendrogram Shows How the Clusters are Merged Hierarchically

Decompose data objects into a several levels of nested partitioning (tree of clusters), called a dendrogram. A clustering of the data objects is obtained by cutting the dendrogram at the desired level, then each connected component forms a cluster.

DIANA (Divisive Analysis)

Introduced in Kaufmann and Rousseeuw (1990) Implemented in statistical analysis packages, e.g., Splus Inverse order of AGNES Eventually each node forms a cluster on its own
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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

Clustering High-Dimensional Data

Clustering high-dimensional data
Many applications: text documents, DNA micro-array data Major challenges: Many irrelevant dimensions may mask clusters Distance measure becomes meaninglessdue to equi-distance Clusters may exist only in some subspaces

Methods
Feature transformation: only effective if most dimensions are relevant PCA & SVD useful only when features are highly correlated/redundant Feature selection: wrapper or filter approaches useful to find a subspace where the data have nice clusters Subspace-clustering: find clusters in all the possible subspaces CLIQUE, ProClus, and frequent pattern-based clustering

The Curse of Dimensionality

Data in only one dimension is relatively packed
(graphs adapted from Parsons et al. KDD Explorations 2004)

Adding a dimension stretch the points across that dimension, making them further apart Adding more dimensions will make the points further apart high dimensional data is extremely sparse Distance measure becomes

Why Subspace Clustering?

(adapted from Parsons et al. SIGKDD Clusters mayExplorations exist only in some subspaces 2004)
Subspace-clustering: find clusters in all the subspaces

What Is Outlier Discovery?

What are outliers?
The set of objects are considerably dissimilar from the remainder of the data Example: Sports: Michael Jordon, Wayne Gretzky, ...

Problem: Define and find outliers in large data sets Applications:

Credit card fraud detection Telecom fraud detection Customer segmentation Medical analysis

Outlier Discovery: Statistical Approaches

Assume a model underlying distribution that generates data set (e.g. normal distribution) Use discordancy tests depending on
data distribution distribution parameter (e.g., mean, variance) number of expected outliers

Drawbacks
most tests are for single attribute In many cases, data distribution may not be known

Outlier Discovery: Distance-Based Approach

Introduced to counter the main limitations imposed by statistical methods
We need multi-dimensional analysis without knowing data distribution

Distance-based outlier: A DB(p, D)-outlier is an object O in a dataset T such that at least a fraction p of the objects in T lies at a distance greater than D from O Algorithms for mining distance-based outliers
Index-based algorithm Nested-loop algorithm

Density-Based Local Outlier Detection

Distance-based outlier detection is based on global distance distribution It encounters difficulties to Local outlier factor identify outliers if data is (LOF) not uniformly distributed Assume outlier is not crisp Ex. C1 contains 400 loosely Each point has a LOF distributed points, C2 has 100 tightly condensed points, 2 outlier points o1, o2 Distance-based method cannot identify o2 as an

Summary
Cluster analysis groups objects based on their similarity and has wide applications Measure of similarity can be computed for various types of data Clustering algorithms can be categorized into partitioning methods, hierarchical methods, density-based methods, grid-based methods, and model-based methods Outlier detection and analysis are very useful for fraud detection, etc. and can be performed by