Solution path clustering with adaptive concave penalty
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Publication:457964
DOI10.1214/14-EJS934zbMATH Open1297.62142arXiv1404.6289OpenAlexW3103803535MaRDI QIDQ457964FDOQ457964
Authors: Yuliya Marchetti, Qing Zhou 
Publication date: 30 September 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often results in challenging high-dimensional estimation problems where only a minority of the data shows specific grouping patterns. To address these emerging challenges, we develop a new clustering methodology that introduces the idea of a regularization path into unsupervised learning. A regularization path for a clustering problem is created by varying the degree of sparsity constraint that is imposed on the differences between objects via the minimax concave penalty with adaptive tuning parameters. Instead of providing a single solution represented by a cluster assignment for each object, the method produces a short sequence of solutions that determines not only the cluster assignment but also a corresponding number of clusters for each solution. The optimization of the penalized loss function is carried out through an MM algorithm with block coordinate descent. The advantages of this clustering algorithm compared to other existing methods are as follows: it does not require the input of the number of clusters; it is capable of simultaneously separating irrelevant or noisy observations that show no grouping pattern, which can greatly improve data interpretation; it is a general methodology that can be applied to many clustering problems. We test this method on various simulated datasets and on gene expression data, where it shows better or competitive performance compared against several clustering methods.
Full work available at URL: https://arxiv.org/abs/1404.6289
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07)
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