Finding number of groups using a penalized internal cluster quality index - Marica Manisera, , Marika Vezzoli. September, 19 2013. Cladag 2013

1. Finding number of groups
using a penalized internal
cluster quality index
Marica Manisera and Marika Vezzoli
University of Brescia, Italy
Modena, September 19, 2013

2. IntroductionIntroductionIntroductionIntroduction
Cluster analysis is an important tool to find groups in data
without the help of a response variable
(unsupervised learning)
The identification of the optimal number of groupsoptimal number of groupsoptimal number of groupsoptimal number of groups is a
major challenge
Many authors handled this issue by
exploring several criteria

3. AimAimAimAim
To propose a new method that automaticallyautomaticallyautomaticallyautomatically identifies
the optimal number of groups in a hierarchical cluster
algorithm
Starting from the idea of pruning, we propose to use a
penalized internal cluster quality index in order to
identify the best cut in the dendrogram, able to provide a
partition easily interpretable

4. MethodMethodMethodMethod
Starting from the n x p data matrix X with n subjects and p
quantitative variables, cluster analysis aims at
partitioning subjects into k clusters
Many criteria identify the optimal number k of groups on
the basis of the tradetradetradetrade----offoffoffoff between a high inter-cluster
dissimilarity and a low intra-cluster dissimilarity, where
dissimilarity is usually defined starting from a chosen
(distance) function

5. MethodMethodMethodMethod
We focus on the CalinskiCalinskiCalinskiCalinski andandandand HarabaszHarabaszHarabaszHarabasz (CH) indexindexindexindex,
suitable for quantitative data, which measures the
internal cluster quality for a given k as
WGSS (Within-Group Sum of Squares) summarizes the intra-cluster
dissimilarity and is given by trace(W), where W is a k x k matrix
whose generic element is the distance of the subjects belonging to
group h from the centroid ct of group t
BGSS (Between-Group Sum of Squares) summarizes the inter-
cluster dissimilarity and is given by (trace(nΣΣΣΣ) - WGSS) where ΣΣΣΣ is
the variance-covariance matrix of X

6. MethodMethodMethodMethod
The best k is given by
WheneverWheneverWheneverWhenever CH increasesincreasesincreasesincreases asasasas k increasesincreasesincreasesincreases, the optimal
partition is expected for k=n-1
However, this result is useless and does not
comply with the aim of a cluster analysis

7. MethodMethodMethodMethod
In order to identify an interpretable partition, k should be
reasonably small and this is commonly achieved by
subjective choices. In hierarchical clustering this
corresponds to a subjective cutting of the dendrogram

8. MethodMethodMethodMethod
In order to avoid such arbitrariness, we propose to
identify k* as:
Q(k|λ)=CH(k) – λ k is obtained by introducing the penalty
λ ∈ ℜ+ on the number k of groups, in order to keep k*
reasonablyreasonablyreasonablyreasonably smallsmallsmallsmall and find it automaticallyautomaticallyautomaticallyautomatically

9. MethodMethodMethodMethod
If {0} is included in the domain of λ, for λ=0 we have
Q(k|l)=CH(k) and no penalization is imposed.
The larger the values of λ, the stronger the penalty (and
viceversa).
The effect of a fixed λ on k depends on the magnitude of
the chosen cluster quality index.

10. ExampleExampleExampleExample
DataDataDataData
We applied the proposed procedure on an artificially
generated data described in Walesiak & Dudek (2012)
and referred to 5 interval-type variables on 75 subjects
clustered into 5 groups
AnalysisAnalysisAnalysisAnalysis
We performed a hierarchical cluster analysis
(hclust function in Rwith complete linkage)

11. ExampleExampleExampleExample
ResultsResultsResultsResults 1111////2222

12. ExampleExampleExampleExample
ResultsResultsResultsResults 2222////2222

13. ConclusionsConclusionsConclusionsConclusions
Results show that the proposed procedure is able to reach
the objective of automaticallyautomaticallyautomaticallyautomatically identifying the best
number of clusters in a data set by taking account of the
interpretabilityinterpretabilityinterpretabilityinterpretability of the resulting groups
Current research is being devoted to refine the
optimization algorithm, especially with reference to the
choice of λ

14. ConclusionsConclusionsConclusionsConclusions
Simulation studies and the analysis of real data sets,
involving several internal cluster quality indices suitable
for different data types, could confirm the validity of our
proposal

15. A project founded
by the European Commission
Thank you for your attention!
manisera@eco.unibs.it
marika.vezzoli@med.unibs.it
info@syrtoproject.eu