Solution path clustering with adaptive concave penalty
From MaRDI portal
Publication:457964
DOI10.1214/14-EJS934zbMATH Open1297.62142arXiv1404.6289OpenAlexW3103803535MaRDI QIDQ457964FDOQ457964
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
Recommendations
- A novel convex clustering method for high-dimensional data using semiproximal ADMM
- Cluster analysis: unsupervised learning via supervised learning with a non-convex penalty
- Iterative subsampling in solution path clustering of noisy big data
- Penalized model-based clustering with unconstrained covariance matrices
- A new algorithm and theory for penalized regression-based clustering
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- A Framework for Feature Selection in Clustering
- Estimating the number of clusters in a data set via the gap statistic
- Nearly unbiased variable selection under minimax concave penalty
- Title not available (Why is that?)
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Coordinate descent algorithms for lasso penalized regression
- Title not available (Why is that?)
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Title not available (Why is that?)
- Variable Selection in Penalized Model‐Based Clustering Via Regularization on Grouped Parameters
- Title not available (Why is that?)
- Sparsity and Smoothness Via the Fused Lasso
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- A general trimming approach to robust cluster analysis
- Title not available (Why is that?)
- A coordinate gradient descent method for nonsmooth separable minimization
- Learning Sparse Causal Gaussian Networks With Experimental Intervention: Regularization and Coordinate Descent
- Pairwise Variable Selection for High-Dimensional Model-Based Clustering
- Title not available (Why is that?)
- Penalized model-based clustering with unconstrained covariance matrices
- Nearest-Neighbor Clutter Removal for Estimating Features in Spatial Point Processes
- Robust Clustering Using Outlier-Sparsity Regularization
- Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency
- Selection of the number of clusters via the bootstrap method
- Tight Clustering: A Resampling‐Based Approach for Identifying Stable and Tight Patterns in Data
- God, king, and geometry: revisiting the introduction to Cauchy's \textit{Cours d'analyse}
- Handling missing values in support vector machine classifiers
- Data clustering. Algorithms and applications
- Title not available (Why is that?)
- Clustering in the Presence of Scatter
- Nonparametric clustering of functional data
Cited In (5)
Uses Software
This page was built for publication: Solution path clustering with adaptive concave penalty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q457964)
