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Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score

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  • Coraggio, Luca
  • Coretto, Pietro

Abstract

Cluster analysis requires fixing the number of clusters and often many hyper-parameters. In practice, one produces several partitions, and a final one is chosen based on validation or selection criteria. There exist an abundance of validation methods that, implicitly or explicitly, assume a certain clustering notion. In this paper, we focus on groups that can be well separated by quadratic or linear boundaries. The reference cluster concept is defined through the quadratic discriminant function and parameters describing clusters’ size, center and scatter. We develop two cluster-quality criteria that are consistent with groups generated from a class of elliptic–symmetric distributions. Using the bootstrap resampling of the proposed criteria, we propose a selection rule that allows choosing among many clustering solutions, eventually obtained from different methods. Extensive experimental analysis shows that the proposed methodology achieves a better overall performance compared to established alternatives from the literature.

Suggested Citation

  • Coraggio, Luca & Coretto, Pietro, 2023. "Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
  • Handle: RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000271
    DOI: 10.1016/j.jmva.2023.105181
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    References listed on IDEAS

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    1. Lawrence Hubert & Phipps Arabie, 1985. "Comparing partitions," Journal of Classification, Springer;The Classification Society, vol. 2(1), pages 193-218, December.
    2. Velilla, Santiago & Hernández, Adolfo, 2005. "On the consistency properties of linear and quadratic discriminant analyses," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 219-236, October.
    3. Yoshua Bengio & Yves Grandvalet, 2003. "No unbiased Estimator of the Variance of K-Fold Cross-Validation," CIRANO Working Papers 2003s-22, CIRANO.
    4. Hennig, Christian, 2007. "Cluster-wise assessment of cluster stability," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 258-271, September.
    5. Fang, Yixin & Wang, Junhui, 2012. "Selection of the number of clusters via the bootstrap method," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 468-477.
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