146,525 research outputs found
Stochastic Data Clustering
In 1961 Herbert Simon and Albert Ando published the theory behind the
long-term behavior of a dynamical system that can be described by a nearly
uncoupled matrix. Over the past fifty years this theory has been used in a
variety of contexts, including queueing theory, brain organization, and
ecology. In all these applications, the structure of the system is known and
the point of interest is the various stages the system passes through on its
way to some long-term equilibrium.
This paper looks at this problem from the other direction. That is, we
develop a technique for using the evolution of the system to tell us about its
initial structure, and we use this technique to develop a new algorithm for
data clustering.Comment: 23 page
Robust hierarchical k-center clustering
One of the most popular and widely used methods for data clustering is hierarchical clustering. This clustering technique has proved useful to reveal interesting structure in the data in several applications ranging from computational biology to computer vision. Robustness is an important feature of a clustering technique if we require the clustering to be stable against small perturbations in the input data. In most applications, getting a clustering output that is robust against adversarial outliers or stochastic noise is a necessary condition for the applicability and effectiveness of the clustering technique. This is even more critical in hierarchical clustering where a small change at the bottom of the hierarchy may propagate all the way through to the top. Despite all the previous work [2, 3, 6, 8], our theoretical understanding of robust hierarchical clustering is still limited and several hierarchical clustering algorithms are not known to satisfy such robustness properties. In this paper, we study the limits of robust hierarchical k-center clustering by introducing the concept of universal hierarchical clustering and provide (almost) tight lower and upper bounds for the robust hierarchical k-center clustering problem with outliers and variants of the stochastic clustering problem. Most importantly we present a constant-factor approximation for optimal hierarchical k-center with at most z outliers using a universal set of at most O(z2) set of outliers and show that this result is tight. Moreover we show the necessity of using a universal set of outliers in order to compute an approximately optimal hierarchical k-center with a diffierent set of outliers for each k
Spectral clustering and the high-dimensional stochastic blockmodel
Networks or graphs can easily represent a diverse set of data sources that
are characterized by interacting units or actors. Social networks, representing
people who communicate with each other, are one example. Communities or
clusters of highly connected actors form an essential feature in the structure
of several empirical networks. Spectral clustering is a popular and
computationally feasible method to discover these communities. The stochastic
blockmodel [Social Networks 5 (1983) 109--137] is a social network model with
well-defined communities; each node is a member of one community. For a network
generated from the Stochastic Blockmodel, we bound the number of nodes
"misclustered" by spectral clustering. The asymptotic results in this paper are
the first clustering results that allow the number of clusters in the model to
grow with the number of nodes, hence the name high-dimensional. In order to
study spectral clustering under the stochastic blockmodel, we first show that
under the more general latent space model, the eigenvectors of the normalized
graph Laplacian asymptotically converge to the eigenvectors of a "population"
normalized graph Laplacian. Aside from the implication for spectral clustering,
this provides insight into a graph visualization technique. Our method of
studying the eigenvectors of random matrices is original.Comment: Published in at http://dx.doi.org/10.1214/11-AOS887 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Macrostate Data Clustering
We develop an effective nonhierarchical data clustering method using an
analogy to the dynamic coarse graining of a stochastic system. Analyzing the
eigensystem of an interitem transition matrix identifies fuzzy clusters
corresponding to the metastable macroscopic states (macrostates) of a diffusive
system. A "minimum uncertainty criterion" determines the linear transformation
from eigenvectors to cluster-defining window functions. Eigenspectrum gap and
cluster certainty conditions identify the proper number of clusters. The
physically motivated fuzzy representation and associated uncertainty analysis
distinguishes macrostate clustering from spectral partitioning methods.
Macrostate data clustering solves a variety of test cases that challenge other
methods.Comment: keywords: cluster analysis, clustering, pattern recognition, spectral
graph theory, dynamic eigenvectors, machine learning, macrostates,
classificatio
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