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Degrees of freedom and model selection for k-means clustering

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  • Hofmeyr, David P.

Abstract

A thorough investigation into the model degrees of freedom in k-means clustering is conducted. An extension of Stein’s lemma is used to obtain an expression for the effective degrees of freedom in the k-means model. Approximating the degrees of freedom in practice requires simplifications of this expression, however empirical studies evince the appropriateness of the proposed approach. The practical relevance of this new degrees of freedom formulation for k-means is demonstrated through model selection using the Bayesian Information Criterion. The reliability of this method is then validated through experiments on simulated data as well as on a large collection of publicly available benchmark data sets from diverse application areas. Comparisons with popular existing techniques indicate that this approach is extremely competitive for selecting high quality clustering solutions.

Suggested Citation

  • Hofmeyr, David P., 2020. "Degrees of freedom and model selection for k-means clustering," Computational Statistics & Data Analysis, Elsevier, vol. 149(C).
    • Handle: RePEc:eee:csdana:v:149:y:2020:i:c:s0167947320300657
    DOI: 10.1016/j.csda.2020.106974
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    References listed on IDEAS

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    4. Sugar, Catherine A. & James, Gareth M., 2003. "Finding the Number of Clusters in a Dataset: An Information-Theoretic Approach," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 750-763, January.
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    Cited by:

    1. Motegi, Ryosuke & Seki, Yoichi, 2023. "SMLSOM: The shrinking maximum likelihood self-organizing map," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).

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