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Probability of misclassification in model-based clustering

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  • Xuwen Zhu

    (The University of Louisville)

Abstract

Cluster analysis is an important problem of unsupervised machine learning. Model-based clustering is one of the most popular clustering techniques based on finite mixture models. Upon fitting of a mixture model, one question naturally arises as to how many misclassifications there are in the partition. At the same time, rather limited literature is devoted to developing diagnostic tools for obtained clustering solution. In this paper, an algorithm is developed for efficiently estimating the misclassification probability. The confusion probability map and classification confidence region are proposed for predicting the confusion matrix, identifying which cluster causes the most confusion, and understand the distribution of misclassifications. Application to real-life datasets illustrates the developed technique with promising results.

Suggested Citation

  • Xuwen Zhu, 2019. "Probability of misclassification in model-based clustering," Computational Statistics, Springer, vol. 34(3), pages 1427-1442, September.
    • Handle: RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-019-00868-0
    DOI: 10.1007/s00180-019-00868-0
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    References listed on IDEAS

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