High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Efficient and Effective Similarity Search on Complex Objects

Due to the rapid development of computer technology and new methods for the extraction of data in the last few years, more and more applications of databases have emerged, for which an efficient and effective similarity search is of great importance. Application areas of similarity search include multimedia, computer aided engineering, marketing, image processing and many more. Special interest adheres to the task of finding similar objects in large amounts of data having complex representations. For example, set-valued objects as well as tree or graph structured objects are among these complex object representations. The grouping of similar objects, the so-called clustering, is a fundamental analysis technique, which allows to search through extensive data sets. The goal of this dissertation is to develop new efficient and effective methods for similarity search in large quantities of complex objects. Furthermore, the efficiency of existing density-based clustering algorithms is to be improved when applied to complex objects. The first part of this work motivates the use of vector sets for similarity modeling. For this purpose, a metric distance function is defined, which is suitable for various application ranges, but time-consuming to compute. Therefore, a filter refinement technology is suggested to efficiently process range queries and k-nearest neighbor queries, two basic query types within the field of similarity search. Several filter distances are presented, which approximate the exact object distance and can be computed efficiently. Moreover, a multi-step query processing approach is described, which can be directly integrated into the well-known density-based clustering algorithms DBSCAN and OPTICS. In the second part of this work, new application ranges for density-based hierarchical clustering using OPTICS are discussed. A prototype is introduced, which has been developed for these new application areas and is based on the aforementioned similarity models and accelerated clustering algorithms for complex objects. This prototype facilitates interactive semi-automatic cluster analysis and allows visual search for similar objects in multimedia databases. Another prototype extends these concepts and enables the user to analyze multi-represented and multi-instance data. Finally, the problem of music genre classification is addressed as another application supporting multi-represented and multi-instance data objects. An extensive experimental evaluation examines efficiency and effectiveness of the presented techniques using real-world data and points out advantages in comparison to conventional approaches

FINEX: A Fast Index for Exact & Flexible Density-Based Clustering (Extended Version with Proofs)*

Density-based clustering aims to find groups of similar objects (i.e., clusters) in a given dataset. Applications include, e.g., process mining and anomaly detection. It comes with two user parameters ({\epsilon}, MinPts) that determine the clustering result, but are typically unknown in advance. Thus, users need to interactively test various settings until satisfying clusterings are found. However, existing solutions suffer from the following limitations: (a) Ineffective pruning of expensive neighborhood computations. (b) Approximate clustering, where objects are falsely labeled noise. (c) Restricted parameter tuning that is limited to {\epsilon} whereas MinPts is constant, which reduces the explorable clusterings. (d) Inflexibility in terms of applicable data types and distance functions. We propose FINEX, a linear-space index that overcomes these limitations. Our index provides exact clusterings and can be queried with either of the two parameters. FINEX avoids neighborhood computations where possible and reduces the complexities of the remaining computations by leveraging fundamental properties of density-based clusters. Hence, our solution is effcient and flexible regarding data types and distance functions. Moreover, FINEX respects the original and straightforward notion of density-based clustering. In our experiments on 12 large real-world datasets from various domains, FINEX frequently outperforms state-of-the-art techniques for exact clustering by orders of magnitude

Towards Optimal Execution of Density-based Clustering on Heterogeneous Hardware

Abstract Data Clustering is an important and highly utilized data mining technique in various application domains. With ever increasing data volumes in the era of big data, the efficient execution of clustering algorithms is a fundamental prerequisite to gain understanding and acquire novel, previously unknown knowledge from data. To establish an efficient execution, the clustering algorithms have to be re-engineered to fully exploit the provided hardware capabilities. Shared-memory multiprocessor systems like graphics processing units (GPUs) provide extremely high parallelism combined with a high bandwidth transfer at low cost. The availability of such computing units increases with upcoming processors, where a common CPU and various computing units, like GPU, are tightly coupled using a unified shared memory hierarchy. In this paper, we consider density-based clustering for such heterogeneous systems. In particular, we optimize the configuration of CUDA-DClust -a density-based clustering algorithm for GPUs -and show that our configuration approach enables an efficient and deterministic execution. Our configuration approach is based on data as well as hardware properties, so that we are able to adjust the algorithm execution in both directions. In our evaluation, we show the applicability of our approach and present open challenges which have to be solved next

Novelty Detection And Cluster Analysis In Time Series Data Using Variational Autoencoder Feature Maps

The identification of atypical events and anomalies in complex data systems is an essential yet challenging task. The dynamic nature of these systems produces huge volumes of data that is often heterogeneous, and the failure to account for this will impede the detection of anomalies. Time series data encompass these issues and its high dimensional nature intensifies these challenges. This research presents a framework for the identification of anomalies in temporal data. A comparative analysis of Centroid, Density and Neural Network-based clustering techniques was performed and their scalability was assessed. This facilitated the development of a new algorithm called the Variational Autoencoder Feature Map (VAEFM) which is an ensemble method that is based on Kohonen’s Self-Organizing Maps (SOM) and Variational Autoencoders. The VAEFM is an unsupervised learning algorithm that models the distribution of temporal data without making a priori assumptions. It incorporates principles of novelty detection to enhance the representational capacity of SOMs neurons, which improves their ability to generalize with novel data. The VAEFM technique was demonstrated on a dataset of accumulated aircraft sensor recordings, to detect atypical events that transpired in the approach phase of flight. This is a proactive means of accident prevention and is therefore advantageous to the Aviation industry. Furthermore, accumulated aircraft data presents big data challenges, which requires scalable analytical solutions. The results indicated that VAEFM successfully identified temporal dependencies in the flight data and produced several clusters and outliers. It analyzed over 2500 flights in under 5 minutes and identified 12 clusters, two of which contained stabilized approaches. The remaining comprised of aborted approaches, excessively high/fast descent patterns and other contributory factors for unstabilized approaches. Outliers were detected which revealed oscillations in aircraft trajectories; some of which would have a lower detection rate using traditional flight safety analytical techniques. The results further indicated that VAEFM facilitates large-scale analysis and its scaling efficiency was demonstrated on a High Performance Computing System, by using an increased number of processors, where it achieved an average speedup of 70%

Real-time detection of moving crowds using spatio-temporal data streams

Over the last decade we have seen a tremendous change in Location Based Services. From primitive reactive applications, explicitly invoked by users, they have evolved into modern complex proactive systems, that are able to automatically provide information based on context and user location. This was caused by the rapid development of outdoor and indoor positioning technologies. GPS modules, which are now included almost into every device, together with indoor technologies, based on WiFi fingerprinting or Bluetooth beacons, allow to determine the user location almost everywhere and at any time. This also led to an enormous growth of spatio-temporal data. Being very efficient using user-centric approach for a single target current Location Based Services remain quite primitive in the area of a multitarget knowledge extraction. This is rather surprising, taking into consideration the data availability and current processing technologies. Discovering useful information from the location of multiple objects is from one side limited by legal issues related to privacy and data ownership. From the other side, mining group location data over time is not a trivial task and require special algorithms and technologies in order to be effective. Recent development in data processing area has led to a huge shift from batch processing offline engines, like MapReduce, to real-time distributed streaming frameworks, like Apache Flink or Apache Spark, which are able to process huge amounts of data, including spatio-temporal datastreams. This thesis presents a system for detecting and analyzing crowds in a continuous spatio-temporal data stream. The aim of the system is to provide relevant knowledge in terms of proactive LBS. The motivation comes from the fact of constant spatio-temporal data growth and recent rapid technological development to process such data

Density-based algorithms for active and anytime clustering

Data intensive applications like biology, medicine, and neuroscience require effective and efficient data mining technologies. Advanced data acquisition methods produce a constantly increasing volume and complexity. As a consequence, the need of new data mining technologies to deal with complex data has emerged during the last decades. In this thesis, we focus on the data mining task of clustering in which objects are separated in different groups (clusters) such that objects inside a cluster are more similar than objects in different clusters. Particularly, we consider density-based clustering algorithms and their applications in biomedicine. The core idea of the density-based clustering algorithm DBSCAN is that each object within a cluster must have a certain number of other objects inside its neighborhood. Compared with other clustering algorithms, DBSCAN has many attractive benefits, e.g., it can detect clusters with arbitrary shape and is robust to outliers, etc. Thus, DBSCAN has attracted a lot of research interest during the last decades with many extensions and applications. In the first part of this thesis, we aim at developing new algorithms based on the DBSCAN paradigm to deal with the new challenges of complex data, particularly expensive distance measures and incomplete availability of the distance matrix. Like many other clustering algorithms, DBSCAN suffers from poor performance when facing expensive distance measures for complex data. To tackle this problem, we propose a new algorithm based on the DBSCAN paradigm, called Anytime Density-based Clustering (A-DBSCAN), that works in an anytime scheme: in contrast to the original batch scheme of DBSCAN, the algorithm A-DBSCAN first produces a quick approximation of the clustering result and then continuously refines the result during the further run. Experts can interrupt the algorithm, examine the results, and choose between (1) stopping the algorithm at any time whenever they are satisfied with the result to save runtime and (2) continuing the algorithm to achieve better results. Such kind of anytime scheme has been proven in the literature as a very useful technique when dealing with time consuming problems. We also introduced an extended version of A-DBSCAN called A-DBSCAN-XS which is more efficient and effective than A-DBSCAN when dealing with expensive distance measures. Since DBSCAN relies on the cardinality of the neighborhood of objects, it requires the full distance matrix to perform. For complex data, these distances are usually expensive, time consuming or even impossible to acquire due to high cost, high time complexity, noisy and missing data, etc. Motivated by these potential difficulties of acquiring the distances among objects, we propose another approach for DBSCAN, called Active Density-based Clustering (Act-DBSCAN). Given a budget limitation B, Act-DBSCAN is only allowed to use up to B pairwise distances ideally to produce the same result as if it has the entire distance matrix at hand. The general idea of Act-DBSCAN is that it actively selects the most promising pairs of objects to calculate the distances between them and tries to approximate as much as possible the desired clustering result with each distance calculation. This scheme provides an efficient way to reduce the total cost needed to perform the clustering. Thus it limits the potential weakness of DBSCAN when dealing with the distance sparseness problem of complex data. As a fundamental data clustering algorithm, density-based clustering has many applications in diverse fields. In the second part of this thesis, we focus on an application of density-based clustering in neuroscience: the segmentation of the white matter fiber tracts in human brain acquired from Diffusion Tensor Imaging (DTI). We propose a model to evaluate the similarity between two fibers as a combination of structural similarity and connectivity-related similarity of fiber tracts. Various distance measure techniques from fields like time-sequence mining are adapted to calculate the structural similarity of fibers. Density-based clustering is used as the segmentation algorithm. We show how A-DBSCAN and A-DBSCAN-XS are used as novel solutions for the segmentation of massive fiber datasets and provide unique features to assist experts during the fiber segmentation process.Datenintensive Anwendungen wie Biologie, Medizin und Neurowissenschaften erfordern effektive und effiziente Data-Mining-Technologien. Erweiterte Methoden der Datenerfassung erzeugen stetig wachsende Datenmengen und Komplexit\"at. In den letzten Jahrzehnten hat sich daher ein Bedarf an neuen Data-Mining-Technologien f\"ur komplexe Daten ergeben. In dieser Arbeit konzentrieren wir uns auf die Data-Mining-Aufgabe des Clusterings, in der Objekte in verschiedenen Gruppen (Cluster) getrennt werden, so dass Objekte in einem Cluster untereinander viel \"ahnlicher sind als Objekte in verschiedenen Clustern. Insbesondere betrachten wir dichtebasierte Clustering-Algorithmen und ihre Anwendungen in der Biomedizin. Der Kerngedanke des dichtebasierten Clustering-Algorithmus DBSCAN ist, dass jedes Objekt in einem Cluster eine bestimmte Anzahl von anderen Objekten in seiner Nachbarschaft haben muss. Im Vergleich mit anderen Clustering-Algorithmen hat DBSCAN viele attraktive Vorteile, zum Beispiel kann es Cluster mit beliebiger Form erkennen und ist robust gegen\"uber Ausrei{\ss}ern. So hat DBSCAN in den letzten Jahrzehnten gro{\ss}es Forschungsinteresse mit vielen Erweiterungen und Anwendungen auf sich gezogen. Im ersten Teil dieser Arbeit wollen wir auf die Entwicklung neuer Algorithmen eingehen, die auf dem DBSCAN Paradigma basieren, um mit den neuen Herausforderungen der komplexen Daten, insbesondere teurer Abstandsma{\ss}e und unvollst\"andiger Verf\"ugbarkeit der Distanzmatrix umzugehen. Wie viele andere Clustering-Algorithmen leidet DBSCAN an schlechter Per- formanz, wenn es teuren Abstandsma{\ss}en f\"ur komplexe Daten gegen\"uber steht. Um dieses Problem zu l\"osen, schlagen wir einen neuen Algorithmus vor, der auf dem DBSCAN Paradigma basiert, genannt Anytime Density-based Clustering (A-DBSCAN), der mit einem Anytime Schema funktioniert. Im Gegensatz zu dem urspr\"unglichen Schema DBSCAN, erzeugt der Algorithmus A-DBSCAN zuerst eine schnelle Ann\"aherung des Clusterings-Ergebnisses und verfeinert dann kontinuierlich das Ergebnis im weiteren Verlauf. Experten k\"onnen den Algorithmus unterbrechen, die Ergebnisse pr\"ufen und w\"ahlen zwischen (1) Anhalten des Algorithmus zu jeder Zeit, wann immer sie mit dem Ergebnis zufrieden sind, um Laufzeit sparen und (2) Fortsetzen des Algorithmus, um bessere Ergebnisse zu erzielen. Eine solche Art eines "Anytime Schemas" ist in der Literatur als eine sehr n\"utzliche Technik erprobt, wenn zeitaufwendige Problemen anfallen. Wir stellen auch eine erweiterte Version von A-DBSCAN als A-DBSCAN-XS vor, die effizienter und effektiver als A-DBSCAN beim Umgang mit teuren Abstandsma{\ss}en ist. Da DBSCAN auf der Kardinalit\"at der Nachbarschaftsobjekte beruht, ist es notwendig, die volle Distanzmatrix auszurechen. F\"ur komplexe Daten sind diese Distanzen in der Regel teuer, zeitaufwendig oder sogar unm\"oglich zu errechnen, aufgrund der hohen Kosten, einer hohen Zeitkomplexit\"at oder verrauschten und fehlende Daten. Motiviert durch diese m\"oglichen Schwierigkeiten der Berechnung von Entfernungen zwischen Objekten, schlagen wir einen anderen Ansatz f\"ur DBSCAN vor, namentlich Active Density-based Clustering (Act-DBSCAN). Bei einer Budgetbegrenzung B, darf Act-DBSCAN nur bis zu B ideale paarweise Distanzen verwenden, um das gleiche Ergebnis zu produzieren, wie wenn es die gesamte Distanzmatrix zur Hand h\"atte. Die allgemeine Idee von Act-DBSCAN ist, dass es aktiv die erfolgversprechendsten Paare von Objekten w\"ahlt, um die Abst\"ande zwischen ihnen zu berechnen, und versucht, sich so viel wie m\"oglich dem gew\"unschten Clustering mit jeder Abstandsberechnung zu n\"ahern. Dieses Schema bietet eine effiziente M\"oglichkeit, die Gesamtkosten der Durchf\"uhrung des Clusterings zu reduzieren. So schr\"ankt sie die potenzielle Schw\"ache des DBSCAN beim Umgang mit dem Distance Sparseness Problem von komplexen Daten ein. Als fundamentaler Clustering-Algorithmus, hat dichte-basiertes Clustering viele Anwendungen in den unterschiedlichen Bereichen. Im zweiten Teil dieser Arbeit konzentrieren wir uns auf eine Anwendung des dichte-basierten Clusterings in den Neurowissenschaften: Die Segmentierung der wei{\ss}en Substanz bei Faserbahnen im menschlichen Gehirn, die vom Diffusion Tensor Imaging (DTI) erfasst werden. Wir schlagen ein Modell vor, um die \"Ahnlichkeit zwischen zwei Fasern als einer Kombination von struktureller und konnektivit\"atsbezogener \"Ahnlichkeit von Faserbahnen zu beurteilen. Verschiedene Abstandsma{\ss}e aus Bereichen wie dem Time-Sequence Mining werden angepasst, um die strukturelle \"Ahnlichkeit von Fasern zu berechnen. Dichte-basiertes Clustering wird als Segmentierungsalgorithmus verwendet. Wir zeigen, wie A-DBSCAN und A-DBSCAN-XS als neuartige L\"osungen f\"ur die Segmentierung von sehr gro{\ss}en Faserdatens\"atzen verwendet werden, und bieten innovative Funktionen, um Experten w\"ahrend des Fasersegmentierungsprozesses zu unterst\"utzen