Affinity propagation vs basic k-means algorithm - cluster-analysis

I have a dataset consists of (700 data points x 400 dimensions) which belong to 10 classes. I did cluster this data to see how data points will fit into clusters similar to their class. I performed two clustering experiments, one using basic k-means (euclidean) and another using Affinity Propagation. I noticed that the results using k-means are better and faster!! than the Affinity Propagation.
I could not understand the reason behind this. Can any of you help in giving explanation why I got such results (I thought Affinity Propagation is better than k-means)?

It could be a matter of granularity - the APC result could be close to a subclustering or superclustering of the class labels. There is a parameter that affects APC granularity (check yourself).
Another consideration is how you prepare the network that you give to APC (or any other network clustering algorithm). Ideally it should not be too dense. As a rough guideline, make sure that the distribution of { number of neighbours per node | all nodes } does not stray far outside [0.5 * sqrt(N) - 2.0 * sqrt(N)]. Especially try to avoid hubs, that is, nodes that have many more neighbours than that upper bound.
As a sanity check, are the values that you give to APC similarities? They should similarities be of course, not distances. You have a choice how the similarity is computed. The standard way to restrain the number of neighbours is to use a cut-off. Experiment with the combination of these. Finally you may also want to try MCL, an algorithm that precedes APC and uses conceptually similar principles but is a bit cleaner in its formulation (alternation of simple matrix operations). It is probably faster.

Related

Best way to validate DBSCAN Clusters

I have used the ELKI implementation of DBSCAN to identify fire hot spot clusters from a fire data set and the results look quite good. The data set is spatial and the clusters are based on latitude, longitude. Basically, the DBSCAN parameters identify hot spot regions where there is a high concentration of fire points (defined by density). These are the fire hot spot regions.
My question is, after experimenting with several different parameters and finding a pair that gives a reasonable clustering result, how does one validate the clusters?
Is there a suitable formal validation method for my use case? Or is this subjective depending on the application domain?
ELKI contains a number of evaluation functions for clusterings.
Use the -evaluator parameter to enable them, from the evaluation.clustering.internal package.
Some of them will not automatically run because they have quadratic runtime cost - probably more than your clustering algorithm.
I do not trust these measures. They are designed for particular clustering algorithms; and are mostly useful for deciding the k parameter of k-means; not much more than that. If you blindly go by these measures, you end up with useless results most of the time. Also, these measures do not work with noise, with either of the strategies we tried.
The cheapest are the label-based evaluators. These will automatically run, but apparently your data does not have labels (or they are numeric, in which case you need to set the -parser.labelindex parameter accordingly). Personally, I prefer the Adjusted Rand Index to compare the similarity of two clusterings. All of these indexes are sensitive to noise so they don't work too well with DBSCAN, unless your reference has the same concept of noise as DBSCAN.
If you can afford it, a "subjective" evaluation is always best.
You want to solve a problem, not a number. That is the whole point of "data science", being problem oriented and solving the problem, not obsessed with minimizing some random quality number. If the results don't work in reality, you failed.
There are different methods to validate a DBSCAN clustering output. Generally we can distinguish between internal and external indices, depending if you have labeled data available or not. For DBSCAN there is a great internal validation indice called DBCV.
External Indices:
If you have some labeled data, external indices are great and can demonstrate how well the cluster did vs. the labeled data. One example indice is the RAND indice.https://en.wikipedia.org/wiki/Rand_index
Internal Indices:
If you don't have labeled data, then internal indices can be used to give the clustering result a score. In general the indices calculate the distance of points within the cluster and to other clusters and try to give you a score based on the compactness (how close are the points to each other in a cluster?) and
separability (how much distance is between the clusters?).
For DBSCAN, there is one great internal validation indice called DBCV by Moulavi et al. Paper is available here: https://epubs.siam.org/doi/pdf/10.1137/1.9781611973440.96
Python package: https://github.com/christopherjenness/DBCV

interpreting the results of OPTICSxi Clustering

I am interested in detecting clusters in areas with varying-density, such as user-generated data in cities, and for that I adopted the OPTICS algorithm.
Unlike DBSCAN, the OPTICS algorithm does not produce a strict cluster partition, but an augmented ordering of the database. To produce the cluster partition, I use OPTICSxi, which is another algorithm that produces a classification based on the output of OPTICS. There are few libraries capable of extracting a cluster partition from the output of OPTICS, and ELKI’s OPTICSxi implementation is one of them.
It is very clear to me, how-to interpret the results of DBSCAN (although it is not that easy, to set “meaningful” global parameters); DBSCAN detects a “prototype” of a cluster, characterized by a density, expressed as a number of points per area (minpts/epsilon). The results of OPTICSxi seem a bit more difficult to interpret.
There are two phenomena that I sometimes detect in the outputs of OPTICSxi, and that I am not able to explain. One is the appearance of “spike” clusters, that link parts of the map. I cannot explain them, because they seem to be made of very few points and I don’t understand how the algorithm decides to group them in the same cluster. Do they really represent a “corridor” of density variation? looking at the underlying data, it does not look like that. You can see these “spikes” in the image bellow.
The other phenomenon that I cannot explain is the fact that sometimes there are "overlapping" clusters of the same hierarchical level. OPTICSxi is based on the OPTICS ordering of the database (e.g. dendrogram) and there are no repeated points in that diagram.
Since this is a hierarchical clustering, we consider that clusters of a lower level contain clusters of a higher level, and that idea is enforced when building the convex hulls. However, I don’t see any justification for having clusters that intersect other clusters on the same hierarchical level, which in practice would mean that some points would have a double cluster “membership”. On the image bellow, we can see some intersecting clusters with the same hierarchical level (0).
Finally the most important thought/question that I want to leave you with, is: what do we expect to see in an OPTICSxi clustering classification? This question is closely linked to the task of parametrizing OPTICSxi.
Since I see hardly any studies with runs of OPTICSxi for a particular cluster problem, I struggle to find what is an optimal clustering classification would be; i.e.: one that can provide some meaningful/useful results, and add some value to the DBSCAN clustering. To help me answering that question, I performed many runs of OPTICSxi, with different combinations of parameters, and I selected three that I will discuss bellow.
On this run I used a large value of epsilon (2Km); the meaning of that value is that we accept large clusters (up to 2Km); since the algorithm “merges” clusters, we will end up with some very large clusters, that will have almost certainly a low density. I like this output, because it exposes the hierarchical structure of the classification, and it actually reminds me of several runs DBSCAN with a different combination of parameters (for different densities), which is the advertised “strength” of OPTICS. As it was mentioned before, smaller clusters correspond to higher levels in the hierarchical scale, and higher densities.
On this run we see a large number of clusters, even if the “contrast” parameter is the same from the previous run. That is mostly because I chosen a low number of minpts, which established that we accept clusters with a low number of points. Since the epsilon in this case is shorter, we don’t see these large clusters occupying a large part of the map. I find this output less interesting than the previous one, mostly because, even if we have an hierarchical structure there are many clusters at the same level, and many of them intersect. In terms of interpretation, I can see an overall “shape” that is similar to the previous one, but it is actually discretized in lots of small clusters that are easily overlooked as “noise”.
This run has a parameter choice that is similar to the previous one, except that the minpts is larger; the consequences is that not only we find less clusters and they overlap less, but also that they are mostly at the same level.
In a perspective of adding value to DBSCAN, I would opt for the first combination of parameters, since it provides a hierarchical picture of the data, exposing clearly which areas are more dense. IMHO the last combination of parameters, fails to provide an idea of the global distribution of density, since it is finding similar clusters all over the study area. I am interested to read other opinions.
The problem with extracting clusters from the OPTICS plot is the first and last elements of a clsuter. Just from the plot, you cannot (to my understanding) decide whether the last element should belong to the previous cluster or not.
Consider a plot like this
*
* *
* *
* **
**************
A B C D EF G H
This can be a cluster where A is right in the middle, B-E nearby, and F is the nearest element in a completely different cluster. For example, the data set might look like this:
* D *
B A E F G
* C H *
Or, A is at the rim of the first cluster, B-D are part of the cluster, whereas E is an outlier element bridging the gap to the cluster F-H.
A data set that causes such an effect could look like this:
D * *
* C B A E F G
E * H *
OpticsXi operates visually. F is the "steeper" point to split, so E will in each case be part of the first cluster. It is literally the best guess OpticsXi can do without looking at the data points.
This is likely the effect causing the spikes you have been observing.
I see four options:
improve OpticsXi yourself. If you are interested, we can discuss some heuristics possible to distinguish these two cases above.
implement one of the other extraction methods, such as inflexion points (but they may suffer from the same effects, als they are in the plot AFAICT)
use HDBSCAN (sorry, not yet included in ELKI, although we have a version that appears to be working) - probably in 0.7.0
Apply post-processing to the clusters. In particular, test the first and last few points by cluster order, if you want to include them in the cluster, move them to the next, or move them to the parent cluster. Maybe simply by average distance from the cluster...

Python Clustering Algorithms

I've been looking around scipy and sklearn for clustering algorithms for a particular problem I have. I need some way of characterizing a population of N particles into k groups, where k is not necessarily know, and in addition to this, no a priori linking lengths are known (similar to this question).
I've tried kmeans, which works well if you know how many clusters you want. I've tried dbscan, which does poorly unless you tell it a characteristic length scale on which to stop looking (or start looking) for clusters. The problem is, I have potentially thousands of these clusters of particles, and I cannot spend the time to tell kmeans/dbscan algorithms what they should go off of.
Here is an example of what dbscan find:
You can see that there really are two separate populations here, though adjusting the epsilon factor (the max. distance between neighboring clusters parameter), I simply cannot get it to see those two populations of particles.
Is there any other algorithms which would work here? I'm looking for minimal information upfront - in other words, I'd like the algorithm to be able to make "smart" decisions about what could constitute a separate cluster.
I've found one that requires NO a priori information/guesses and does very well for what I'm asking it to do. It's called Mean Shift and is located in SciKit-Learn. It's also relatively quick (compared to other algorithms like Affinity Propagation).
Here's an example of what it gives:
I also want to point out that in the documentation is states that it may not scale well.
When using DBSCAN it can be helpful to scale/normalize data or
distances beforehand, so that estimation of epsilon will be relative.
There is a implementation of DBSCAN - I think its the one
Anony-Mousse somewhere denoted as 'floating around' - , which comes
with a epsilon estimator function. It works, as long as its not fed
with large datasets.
There are several incomplete versions of OPTICS at github. Maybe
you can find one to adapt it for your purpose. Still
trying to figure out myself, which effect minPts has, using one and
the same extraction method.
You can try a minimum spanning tree (zahn algorithm) and then remove the longest edge similar to alpha shapes. I used it with a delaunay triangulation and a concave hull:http://www.phpdevpad.de/geofence. You can also try a hierarchical cluster for example clusterfck.
Your plot indicates that you chose the minPts parameter way too small.
Have a look at OPTICS, which does no longer need the epsilon parameter of DBSCAN.

Choosing Clustering Method based on results

I'm using WEKA for my thesis and have over 1000 lines of data. The database includes demographical information (Age, Location, status etc.) followed by name of products (valued 1 or 0). The end results is a recommender system.
I used two methods of clustering, K-Means and DBScan.
When using K-means I tried 3 different number of cluster, while using DBscan I chose 3 different epsilons (Epsilon 3 = 48 clusters with ignored 17% of data, Epsilone 2.5 = 19 clusters while cluster 0 holds 229 items with ignored 6%.) Meaning i have 6 different clustering results for same data.
How do I choose what's best suits my data ?
What is "best"?
As some smart people noticed:
the validity of a clustering is often in the eye of the beholder
There is no objectively "better" for clustering, or you are not doing cluster analysis.
Even when a result actually is "better" on some mathematical measure such as separation, silhouette or even when using a supervised evaluation using labels - its still only better at optimizing towards some mathematical goal, not to your use case.
K-means finds a local optimal sum-of-squares assignment for a given k. (And if you increase k, there exists a better assignment!) DBSCAN (it's actually correctly spelled all uppercase) always finds the optimal density-connected components for the given MinPts/Epsilon combination. Yet, both just optimize with respect to some mathematical criterion. Unless this critertion aligns with your requirements, it is worthless. So there is no best, until you know what you need. But if you know what you need, you would not need to do cluster analysis.
So what to do?
Try different algorithms and different parameters and analyze the output with your domain knowledge, if they help you with the problem you are trying to solve. If they help you solving your problem, then they are good. If they do not help, try again.
Over time, you will collect some experience. For example, if the sum-of-squares is meaningless for your domain, don't use k-means. If your data does not have meaningful density, don't use density based clustering such as DBSCAN. It's not that these algorithms fail. They just don't solve your problem, they solve a different problem that you are not interested in. And they might be really good at solving this other problem...

Expectation Maximization Issue - How to find the optimum number of gaussians within the data

Is there any algorithm or trick of how to determine the number of gaussians which should be identified within a set of data before applying the expectation maximization algorithm?
For example, in the above illustrated plot of 2 - Dimensional data, when I apply the Expectation Maximization algorithm, I try to fit 4 gaussians to the data and I would obtain the following result.
But what if I wouldn't knew the number of gaussians within the data? Is there any algorithm or trick which I could apply so that I could find out this detail?
This might be a bit of a retread, since others already linked the wiki article of the actual cluster number determination, but I found that article a lil overly dense, so I thought I'd provide a brief, intuitive answer:
Basically, there isn't a universally 'correct' answer for the number of clusters in a data set -- the fewer clusters, the smaller the description length but the higher the variance, and in all non-trivial datasets the variance won't completely go away unless you have a Gaussian for each point, which renders the clustering useless (this is a case of the more general phenomena known as the 'futility of bias free learning': A learner that makes no a priori assumptions regarding the identity of the target concept has no rational basis for classifying any unseen instances).
So you basically have to pick some feature of your dataset to maximize via the number of clusters (see the wiki article on inductive bias for some example features)
In other sad news, in all such cases finding the number of clusters is known to be NP-hard, so the best you can expect is a good heuristic approach.
Wikipedia has an article on this subject. I am not too familiar with the subject, but I've been told that clustering algorithms that don't require specifying the number of clusters instead need some density information about the clusters or some minimum distance between clusters.
Non parametric bayesian clustering is now getting lot of attention. You dont need to specify clusters.
Autoclass is algorithm that automatically identify number of clusters from mixture.