One-Step or Two-Step Optimization and the Overfitting Phenomenon: A Case Study on Time Series Classification

For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature. These algorithms have been applied to solve different problems in engineering, economics, and other domains. Bio-inspired algorithms have also been applied in different branches of information technology such as networking and software engineering. Time series data mining is a field of information technology that has its share of these applications too. In previous works we showed how bio-inspired algorithms such as the genetic algorithms and differential evolution can be used to find the locations of the breakpoints used in the symbolic aggregate approximation of time series representation, and in another work we showed how we can utilize the particle swarm optimization, one of the famous bio-inspired algorithms, to set weights to the different segments in the symbolic aggregate approximation representation. In this paper we present, in two different approaches, a new meta optimization process that produces optimal locations of the breakpoints in addition to optimal weights of the segments. The experiments of time series classification task that we conducted show an interesting example of how the overfitting phenomenon, a frequently encountered problem in data mining which happens when the model overfits the training set, can interfere in the optimization process and hide the superior performance of an optimization algorithm

Dynamic Clustering of Histogram Data Based on Adaptive Squared Wasserstein Distances

This paper deals with clustering methods based on adaptive distances for histogram data using a dynamic clustering algorithm. Histogram data describes individuals in terms of empirical distributions. These kind of data can be considered as complex descriptions of phenomena observed on complex objects: images, groups of individuals, spatial or temporal variant data, results of queries, environmental data, and so on. The Wasserstein distance is used to compare two histograms. The Wasserstein distance between histograms is constituted by two components: the first based on the means, and the second, to internal dispersions (standard deviation, skewness, kurtosis, and so on) of the histograms. To cluster sets of histogram data, we propose to use Dynamic Clustering Algorithm, (based on adaptive squared Wasserstein distances) that is a k-means-like algorithm for clustering a set of individuals into $K$ classes that are apriori fixed. The main aim of this research is to provide a tool for clustering histograms, emphasizing the different contributions of the histogram variables, and their components, to the definition of the clusters. We demonstrate that this can be achieved using adaptive distances. Two kind of adaptive distances are considered: the first takes into account the variability of each component of each descriptor for the whole set of individuals; the second takes into account the variability of each component of each descriptor in each cluster. We furnish interpretative tools of the obtained partition based on an extension of the classical measures (indexes) to the use of adaptive distances in the clustering criterion function. Applications on synthetic and real-world data corroborate the proposed procedure

A Short Survey on Data Clustering Algorithms

With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial analysis. Formally speaking, given a set of data instances, a clustering algorithm is expected to divide the set of data instances into the subsets which maximize the intra-subset similarity and inter-subset dissimilarity, where a similarity measure is defined beforehand. In this work, the state-of-the-arts clustering algorithms are reviewed from design concept to methodology; Different clustering paradigms are discussed. Advanced clustering algorithms are also discussed. After that, the existing clustering evaluation metrics are reviewed. A summary with future insights is provided at the end