Clustering by compression

We present a new method for clustering based on compression. The method doesn't use subject-specific features or background knowledge, and works as follows: First, we determine a universal similarity distance, the normalized compression distance or NCD, computed from the lengths of compressed data files (singly and in pairwise concatenation). Second, we apply a hierarchical clustering method. The NCD is universal in that it is not restricted to a specific application area, and works across application area boundaries. A theoretical precursor, the normalized information distance, co-developed by one of the authors, is provably optimal but uses the non-computable notion of Kolmogorov complexity. We propose precise notions of similarity metric, normal compressor, and show that the NCD based on a normal compressor is a similarity metric that approximates universality. To extract a hierarchy of clusters from the distance matrix, we determine a dendrogram (binary tree) by a new quartet method and a fast heuristic to implement it. The method is implemented and available as public software, and is robust under choice of different compressors. To substantiate our claims of universality and robustness, we report evidence of successful application in areas as diverse as genomics, virology, languages, literature, music, handwritten digits, astronomy, and combinations of objects from completely different domains, using statistical, dictionary, and block sorting compressors. In genomics we presented new evidence for major questions in Mammalian evolution, based on whole-mitochondrial genomic analysis: the Eutherian orders and the Marsupionta hypothesis against the Theria hypothesis.Comment: LaTeX, 27 pages, 20 figure

Anytime Hierarchical Clustering

We propose a new anytime hierarchical clustering method that iteratively transforms an arbitrary initial hierarchy on the configuration of measurements along a sequence of trees we prove for a fixed data set must terminate in a chain of nested partitions that satisfies a natural homogeneity requirement. Each recursive step re-edits the tree so as to improve a local measure of cluster homogeneity that is compatible with a number of commonly used (e.g., single, average, complete) linkage functions. As an alternative to the standard batch algorithms, we present numerical evidence to suggest that appropriate adaptations of this method can yield decentralized, scalable algorithms suitable for distributed/parallel computation of clustering hierarchies and online tracking of clustering trees applicable to large, dynamically changing databases and anomaly detection.Comment: 13 pages, 6 figures, 5 tables, in preparation for submission to a conferenc

Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance

Hierarchies of Predominantly Connected Communities

We consider communities whose vertices are predominantly connected, i.e., the vertices in each community are stronger connected to other community members of the same community than to vertices outside the community. Flake et al. introduced a hierarchical clustering algorithm that finds such predominantly connected communities of different coarseness depending on an input parameter. We present a simple and efficient method for constructing a clustering hierarchy according to Flake et al. that supersedes the necessity of choosing feasible parameter values and guarantees the completeness of the resulting hierarchy, i.e., the hierarchy contains all clusterings that can be constructed by the original algorithm for any parameter value. However, predominantly connected communities are not organized in a single hierarchy. Thus, we develop a framework that, after precomputing at most $2(n-1)$ maximum flows, admits a linear time construction of a clustering \C(S) of predominantly connected communities that contains a given community $S$ and is maximum in the sense that any further clustering of predominantly connected communities that also contains $S$ is hierarchically nested in \C(S). We further generalize this construction yielding a clustering with similar properties for $k$ given communities in $O(kn)$ time. This admits the analysis of a network's structure with respect to various communities in different hierarchies.Comment: to appear (WADS 2013