Data Mining: Clustering

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

What is Cluster Analysis?

Cluster: a collection of data objects
Similar to one another within the same cluster Dissimilar to the objects in other clusters

Cluster analysis
Grouping a set of data objects into clusters

Clustering is unsupervised classification: no predefined classes Typical applications

As a stand-alone tool to get insight into data distribution As a preprocessing step for other algorithms

General Applications of Clustering

Pattern Recognition Spatial Data Analysis
create thematic maps in GIS by clustering feature spaces detect spatial clusters and explain them in spatial data mining

Image Processing Economic Science (especially market research) WWW

Document classification Cluster Weblog data to discover groups of similar access patterns

Examples of Clustering Applications

Marketing: Help marketers discover distinct groups in their customer bases, and then use this knowledge to develop targeted marketing programs Land use: Identification of areas of similar land use in an earth observation database Insurance: Identifying groups of motor insurance policy holders with a high average claim cost City-planning: Identifying groups of houses according to their house type, value, and geographical location Earth-quake studies: Observed earth quake epicenters should be clustered along continent faults

What Is Good Clustering?

A good clustering method will produce high quality clusters with high intra-class similarity low inter-class similarity The quality of a clustering result depends on both the similarity measure used by the method and its implementation. The quality of a clustering method is also measured by its ability to discover some or all of the hidden patterns.

Requirements of Clustering in Data Mining

Scalability Ability to deal with different types of attributes Discovery of clusters with arbitrary shape Minimal requirements for domain knowledge to determine input parameters Able to deal with noise and outliers Insensitive to order of input records High dimensionality Incorporation of user-specified constraints Interpretability and usability

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Data Structures
Data matrix
(two modes)
x1 1 ... x i1 ... x n1 ... ... ... ... ... x1 f ... xif ... xnf ... ... ... ... ... x1 p ... xip ... xnp

Dissimilarity matrix
(one mode)

1 d( 1 ) ,1 1 d( 1 ) d ( 1 ) 1 ,1 ,1 : : : d ( n,1 d ( n,1 ... ... 1 ) )

Measure the Quality of Clustering

Dissimilarity/Similarity metric: Similarity is expressed in terms of a distance function, which is typically metric: d(i, j) There is a separate quality function that measures the goodness of a cluster. The definitions of distance functions are usually very different for interval-scaled, boolean, categorical, ordinal and ratio variables. Weights should be associated with different variables based on applications and data semantics. It is hard to define similar enough or good enough the answer is typically highly subjective.

Type of data in clustering analysis

Interval-scaled variables: Binary variables: Nominal, ordinal, and ratio variables: Variables of mixed types:

Interval-valued variables
Standardize data
Calculate the mean absolute deviation:
m f = 1 1 + x1f n (x f xnf ) s f = 1 x1 m f | + | x1f m f | +...+ | xnf m f |) n (| f
+ ... +
.

where

Calculate the standardized measurement (z-score) x m

zif =
if

sf

Using mean absolute deviation is more robust than using standard deviation

Similarity and Dissimilarity Between Objects

Distances are normally used to measure the similarity or dissimilarity between two data objects Some popular ones include: Minkowski distance:
d (i, j) = q (| x x |q + | x x | q +...+ | x x |q ) i1 j1 i1 j 1 ip jp

where i = (xi1, xi2, , xip) and j = (xj1, xj2, , xjp) are two

p-dimensional data objects, and q is a positive integer

If q = 1, d is Manhattan distance

d (i, j) =| x x | + | x x | + ...+ | x x | i1 j1 i1 j 1 ip jp

Similarity and Dissimilarity Between Objects (Cont.)

If q = 2, d is Euclidean distance: Properties
d (i, j) = (| x x | 1+ | x x |1+...+ | x x | 1 ) i1 j1 i1 j 1 ip jp

d(i,j) 0 d(i,i) = 0 d(i,j) = d(j,i) d(i,j) d(i,k) + d(k,j) Also one can use weighted distance, parametric Pearson product moment correlation, or other disimilarity measures.

Binary Variables
A contingency table for binary data
Object j

1
Object i

1 a

1 b

sum a +b c+d p

1 c d sum a + c b + d

Simple matching coefficient (invariant, if the binary b +c d (i, j) = variable is symmetric): a +b +c +d Jaccard coefficient (noninvariant if the binary variable is asymmetric): d (i, j) = b +c a +b +c

Dissimilarity between Binary Variables

Example

Name Jack Mary Jim

Gender M F M

Fever Y Y Y

Cough N N P

Test-1 Test-1 P N P N N N

Test-1 Test-1 N N P N N N

gender is a symmetric attribute the remaining attributes are asymmetric binary let the values Y and P be set to 1, and the value N be set to 0
1 1 + =1 1 .1 1 1 1 + + 1 1 + d ( ja k , jim ) = c =1 1 .1 1 1 1 + + 1 1 + d ( jim , m ry ) = a =1 1 .1 1 1 1 + + d ( ja k , m ry ) = c a

Nominal Variables
A generalization of the binary variable in that it can take more than 2 states, e.g., red, yellow, blue, green Method 1: Simple matching m: # of matches, p: total # of variables
d (i, j) = p m p

Method 2: use a large number of binary variables creating a new binary variable for each of the M nominal states

Ordinal Variables
An ordinal variable can be discrete or continuous order is important, e.g., rank Can be treated like interval-scaled rif 1 M f } { ,..., replacing x by their rank
if

map the range of each variable onto [0, 1] by replacing i-th object in the f-th variable by rif 1 zif = Mf 1 compute the dissimilarity using methods for intervalscaled variables

Ratio-Scaled Variables
Ratio-scaled variable: a positive measurement on a nonlinear scale, approximately at exponential scale, such as AeBt or Ae-Bt Methods:
treat them like interval-scaled variables not a good choice! (why?) apply logarithmic transformation

yif = log(xif)
treat them as continuous ordinal data treat their rank as interval-scaled.

Variables of Mixed Types

A database may contain all the six types of variables symmetric binary, asymmetric binary, nominal, ordinal, interval and ratio. One may use a weighted formula to combine their effects. p ( =1 ij f ) d ij f ) ( d (i, j ) = f p f is binary or nominal: =1 ij f ) ( f

dij(f) = 0 if xif = xjf , or dij(f) = 1 o.w.

f is interval-based: use the normalized distance f is ordinal or ratio-scaled compute ranks rif and z = r 1 if M 1 and treat zif as interval-scaled
if f

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Major Clustering Approaches

Partitioning algorithms: Construct various partitions and then evaluate them by some criterion Hierarchy algorithms: Create a hierarchical decomposition of the set of data (or objects) using some criterion Density-based: based on connectivity and density functions Grid-based: based on a multiple-level granularity structure Model-based: A model is hypothesized for each of the clusters and the idea is to find the best fit of that model to each other

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Partitioning Algorithms: Basic Concept

Partitioning method: Construct a partition of a database D of n objects into a set of k clusters Given a k, find a partition of k clusters that optimizes the chosen partitioning criterion
Global optimal: exhaustively enumerate all partitions Heuristic methods: k-means and k-medoids algorithms k-means (MacQueen67): Each cluster is represented by the center of the cluster k-medoids or PAM (Partition around medoids) (Kaufman & Rousseeuw87): Each cluster is represented by one of the objects in the cluster

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Hierarchical Clustering
Use distance matrix as clustering criteria. This method does not require the number of clusters k as an input, but needs a termination condition
Step 0 Step 1 Step 2 Step 3 Step 4

a b c d e
Step 4

agglomerative (AGNES)

ab abcde cde de
Step 3 Step 2 Step 1 Step 0

divisive (DIANA)

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Grid-Based Clustering Method

Using multi-resolution grid data structure Several interesting methods
STING (a STatistical INformation Grid approach) by Wang, Yang and Muntz (1997) WaveCluster by Sheikholeslami, Chatterjee, and Zhang (VLDB98) A multi-resolution clustering approach using wavelet method CLIQUE: Agrawal, et al. (SIGMOD98)

STING: A Statistical Information Grid Approach

Wang, Yang and Muntz (VLDB97) The spatial area area is divided into rectangular cells There are several levels of cells corresponding to different levels of resolution

STING: A Statistical Information Grid Approach (2)

Each cell at a high level is partitioned into a number of smaller cells in the next lower level Statistical info of each cell is calculated and stored beforehand and is used to answer queries Parameters of higher level cells can be easily calculated from parameters of lower level cell count, mean, s, min, max type of distributionnormal, uniform, etc. Use a top-down approach to answer spatial data queries Start from a pre-selected layertypically with a small number of cells For each cell in the current level compute the confidence interval

STING: A Statistical Information Grid Approach (3)

Remove the irrelevant cells from further consideration When finish examining the current layer, proceed to the next lower level Repeat this process until the bottom layer is reached Advantages: Query-independent, easy to parallelize, incremental update O(K), where K is the number of grid cells at the lowest level Disadvantages: All the cluster boundaries are either horizontal or vertical, and no diagonal boundary is detected

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Model-Based Clustering Methods

Attempt to optimize the fit between the data and some mathematical model Statistical and AI approach
Conceptual clustering
A form of clustering in machine learning Produces a classification scheme for a set of unlabeled objects Finds characteristic description for each concept (class)

COBWEB (Fisher87)
A popular a simple method of incremental conceptual learning Creates a hierarchical clustering in the form of a classification tree Each node refers to a concept and contains a probabilistic description of that concept

COBWEB Clustering Method

A classification tree

More on Statistical-Based Clustering

Limitations of COBWEB
The assumption that the attributes are independent of each other is often too strong because correlation may exist Not suitable for clustering large database data skewed tree and expensive probability distributions

CLASSIT

an extension of COBWEB for incremental clustering of continuous data suffers similar problems as COBWEB Uses Bayesian statistical analysis to estimate the number of clusters Popular in industry

AutoClass (Cheeseman and Stutz, 1996)

Other Model-Based Clustering Methods

Neural network approaches
Represent each cluster as an exemplar, acting as a prototype of the cluster New objects are distributed to the cluster whose exemplar is the most similar according to some dostance measure

Competitive learning
Involves a hierarchical architecture of several units (neurons) Neurons compete in a winner-takes-all fashion for the object currently being presented

Self-organizing feature maps (SOMs)

Clustering is also performed by having several units competing for the current object The unit whose weight vector is closest to the current object wins The winner and its neighbors learn by having their weights adjusted SOMs are believed to resemble processing that can occur in the brain Useful for visualizing high-dimensional data in 2- or 3-D space

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

What Is Outlier Discovery?

What are outliers?
The set of objects are considerably dissimilar from the remainder of the data Example: Sports: Michael Jordon, Wayne Gretzky, ...

Problem
Find top n outlier points

Applications:
Credit card fraud detection Telecom fraud detection Customer segmentation Medical analysis

Outlier Discovery: Statistical Approaches

e Assume a model underlying distribution that generates data set (e.g. normal distribution) Use discordancy tests depending on
data distribution distribution parameter (e.g., mean, variance) number of expected outliers

Drawbacks
most tests are for single attribute In many cases, data distribution may not be known

Outlier Discovery: DistanceBased Approach

Introduced to counter the main limitations imposed by statistical methods We need multi-dimensional analysis without knowing data distribution. Distance-based outlier: A DB(p, D)-outlier is an object O in a dataset T such that at least a fraction p of the objects in T lies at a distance greater than D from O Algorithms for mining distance-based outliers Index-based algorithm Nested-loop algorithm Cell-based algorithm

Outlier Discovery: DeviationBased Approach

Identifies outliers by examining the main characteristics of objects in a group Objects that deviate from this description are considered outliers sequential exception technique
simulates the way in which humans can distinguish unusual objects from among a series of supposedly like objects

OLAP data cube technique

uses data cubes to identify regions of anomalies in large multidimensional data

Cluster Analysis
What is Cluster Analysis? Types of Data in Cluster Analysis A Categorization of Major Clustering Methods Partitioning Methods Hierarchical Methods Grid-Based Methods Model-Based Clustering Methods Outlier Analysis Summary

Summary
Cluster analysis groups objects based on their similarity and has wide applications Measure of similarity can be computed for various types of data Clustering algorithms can be categorized into partitioning methods, hierarchical methods, density-based methods, grid-based methods, and model-based methods Outlier detection and analysis are very useful for fraud detection, etc. and can be performed by statistical, distance-based or deviation-based approaches There are still lots of research issues on cluster analysis, such as constraint-based clustering

References (1)
R. Agrawal, J. Gehrke, D. Gunopulos, and P. Raghavan. Automatic subspace clustering of high dimensional data for data mining applications. SIGMOD'98 M. R. Anderberg. Cluster Analysis for Applications. Academic Press, 1973. M. Ankerst, M. Breunig, H.-P. Kriegel, and J. Sander. Optics: Ordering points to identify the clustering structure, SIGMOD99. P. Arabie, L. J. Hubert, and G. De Soete. Clustering and Classification. World Scietific, 1996 M. Ester, H.-P. Kriegel, J. Sander, and X. Xu. A density-based algorithm for discovering clusters in large spatial databases. KDD'96. M. Ester, H.-P. Kriegel, and X. Xu. Knowledge discovery in large spatial databases: Focusing techniques for efficient class identification. SSD'95. D. Fisher. Knowledge acquisition via incremental conceptual clustering. Machine Learning, 2:139-172, 1987. D. Gibson, J. Kleinberg, and P. Raghavan. Clustering categorical data: An approach based on dynamic systems. In Proc. VLDB98. S. Guha, R. Rastogi, and K. Shim. Cure: An efficient clustering algorithm for large databases. SIGMOD'98. A. K. Jain and R. C. Dubes. Algorithms for Clustering Data. Printice Hall, 1988.

References (2)
L. Kaufman and P. J. Rousseeuw. Finding Groups in Data: an Introduction to Cluster Analysis. John Wiley & Sons, 1990. E. Knorr and R. Ng. Algorithms for mining distance-based outliers in large datasets. VLDB98. G. J. McLachlan and K.E. Bkasford. Mixture Models: Inference and Applications to Clustering. John Wiley and Sons, 1988. P. Michaud. Clustering techniques. Future Generation Computer systems, 13, 1997. R. Ng and J. Han. Efficient and effective clustering method for spatial data mining. VLDB'94. E. Schikuta. Grid clustering: An efficient hierarchical clustering method for very large data sets. Proc. 1996 Int. Conf. on Pattern Recognition, 101-105. G. Sheikholeslami, S. Chatterjee, and A. Zhang. WaveCluster: A multi-resolution clustering approach for very large spatial databases. VLDB98. W. Wang, Yang, R. Muntz, STING: A Statistical Information grid Approach to Spatial Data Mining, VLDB97. T. Zhang, R. Ramakrishnan, and M. Livny. BIRCH : an efficient data clustering method for very large databases. SIGMOD'96.