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Improving clustering by learning a bi-stochastic data similarity matrix
An idealized clustering algorithm seeks to learn a cluster-adjacency matrix such that, if two data points belong to the same cluster, the corresponding entry would be 1; otherwise, the entry would be 0. This integer (1/0) constraint makes it difficult to find the optimal solution. We propose a relax...
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Published in: | Knowledge and information systems 2012-08, Vol.32 (2), p.351-382 |
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Main Authors: | , , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | An idealized clustering algorithm seeks to learn a cluster-adjacency matrix such that, if two data points belong to the same cluster, the corresponding entry would be 1; otherwise, the entry would be 0. This integer (1/0) constraint makes it difficult to find the optimal solution. We propose a relaxation on the cluster-adjacency matrix, by deriving a bi-stochastic matrix from a data similarity (e.g., kernel) matrix according to the Bregman divergence. Our general method is named the
Bregmanian Bi-Stochastication
(BBS) algorithm. We focus on two popular choices of the Bregman divergence: the Euclidean distance and the Kullback–Leibler (KL) divergence. Interestingly, the BBS algorithm using the KL divergence is equivalent to the Sinkhorn–Knopp (SK) algorithm for deriving bi-stochastic matrices. We show that the BBS algorithm using the Euclidean distance is closely related to the relaxed
k
-means clustering and can often produce noticeably superior clustering results to the SK algorithm (and other algorithms such as Normalized Cut), through extensive experiments on public data sets. |
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ISSN: | 0219-1377 0219-3116 |
DOI: | 10.1007/s10115-011-0433-1 |