Relative Information Loss in the PCA

In this work we analyze principle component analysis (PCA) as a deterministic input-output system. We show that the relative information loss induced by reducing the dimensionality of the data after performing the PCA is the same as in dimensionality reduction without PCA. Finally, we analyze the case where the PCA uses the sample covariance matrix to compute the rotation. If the rotation matrix is not available at the output, we show that an infinite amount of information is lost. The relative information loss is shown to decrease with increasing sample size.Comment: 9 pages, 4 figure; extended version of a paper accepted for publicatio

Semi-supervised cross-entropy clustering with information bottleneck constraint

In this paper, we propose a semi-supervised clustering method, CEC-IB, that models data with a set of Gaussian distributions and that retrieves clusters based on a partial labeling provided by the user (partition-level side information). By combining the ideas from cross-entropy clustering (CEC) with those from the information bottleneck method (IB), our method trades between three conflicting goals: the accuracy with which the data set is modeled, the simplicity of the model, and the consistency of the clustering with side information. Experiments demonstrate that CEC-IB has a performance comparable to Gaussian mixture models (GMM) in a classical semi-supervised scenario, but is faster, more robust to noisy labels, automatically determines the optimal number of clusters, and performs well when not all classes are present in the side information. Moreover, in contrast to other semi-supervised models, it can be successfully applied in discovering natural subgroups if the partition-level side information is derived from the top levels of a hierarchical clustering