Cluster Analysis

Cluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense or another) to each other than to those in other groups (clusters). It is a main task of exploratory data mining, and a common technique for statistical data analysis, used in many fields, including machine learning, pattern recognition, image analysis, information retrieval, and bioinformatics.

Cluster analysis itself is not one specific algorithm, but the general task to be solved. It can be achieved by various algorithms that differ significantly in their notion of what constitutes a cluster and how to efficiently find them. Popular notions of clusters include groups with small distances among the cluster members, dense areas of the data space, intervals or particular statistical distributions. Clustering can therefore be formulated as a multi-objective optimization problem. The appropriate clustering algorithm and parameter settings (including values such as the distance function to use, a density threshold or the number of expected clusters) depend on the individual data set and intended use of the results. Cluster analysis as such is not an automatic task, but an iterative process of knowledge discovery or interactive multi-objective optimization that involves trial and failure. It will often be necessary to modify data preprocessing and model parameters until the result achieves the desired properties.

Besides the term clustering, there are a number of terms with similar meanings, including automatic classification, numerical taxonomy, botryology (from Greek βότρυς “grape”) and typological analysis. The subtle differences are often in the usage of the results: while in data mining, the resulting groups are the matter of interest, in automatic classification the resulting discriminative power is of interest. This often leads to misunderstandings between researchers coming from the fields of data mining and machine learning, since they use the same terms and often the same algorithms, but have different goals.

According to Vladimir Estivill-Castro, the notion of a “cluster” cannot be precisely defined, which is one of the reasons why there are so many clustering algorithms. There is a common denominator: a group of data objects. However, different researchers employ different cluster models, and for each of these cluster models again different algorithms can be given. The notion of a cluster, as found by different algorithms, varies significantly in its properties. Understanding these “cluster models” is key to understanding the differences between the various algorithms. Typical cluster models include

• Connectivity models: for example hierarchical clustering builds models based on distance connectivity.
• Centroid models: for example the k-means algorithm represents each cluster by a single mean vector.
• Distribution models: clusters are modeled using statistical distributions, such as multivariate normal distributions used by the Expectation-maximization algorithm.
• Density models: for example DBSCAN and OPTICS defines clusters as connected dense regions in the data space.
• Subspace models: in Biclustering (also known as Co-clustering or two-mode-clustering), clusters are modeled with both cluster members and relevant attributes.
• Group models: some algorithms do not provide a refined model for their results and just provide the grouping information.
• Graph-based models: a clique, i.e., a subset of nodes in a graph such that every two nodes in the subset are connected by an edge can be considered as a prototypical form of cluster. Relaxations of the complete connectivity requirement (a fraction of the edges can be missing) are known as quasi-cliques.

A “clustering” is essentially a set of such clusters, usually containing all objects in the data set. Additionally, it may specify the relationship of the clusters to each other, for example a hierarchy of clusters embedded in each other. Clusterings can be roughly distinguished as

• hard clustering: each object belongs to a cluster or not
• soft clustering (also: fuzzy clustering): each object belongs to each cluster to a certain degree (e.g. a likelihood of belonging to the cluster)

There are also finer distinctions possible, for example

• strict partitioning clustering: here each object belongs to exactly one cluster
• strict partitioning clustering with outliers: objects can also belong to no cluster, and are considered outliers.
• overlapping clustering (also: alternative clustering, multi-view clustering): while usually a hard clustering, objects may belong to more than one cluster.
• hierarchical clustering: objects that belong to a child cluster also belong to the parent cluster subspace clustering: while an overlapping clustering, within a uniquely defined subspace, clusters are not expected to overlap.