Clustering Mining Massive Datasets WuJun Li Department of

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Clustering Mining Massive Datasets Wu-Jun Li Department of Computer Science and Engineering Shanghai Jiao

Clustering Mining Massive Datasets Wu-Jun Li Department of Computer Science and Engineering Shanghai Jiao Tong University Lecture 8: Clustering 1

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation 2

Clustering Introduction The Problem of Clustering § Given a set of points, with a

Clustering Introduction The Problem of Clustering § Given a set of points, with a notion of distance between points, group the points into some number of clusters, so that § Members of a cluster are as close to each other as possible § Members of different clusters are dissimilar § Distance measure § Euclidean, Cosine, Jaccard, edit distance, … 3

Introduction Clustering Example x x x x xx x x x x x x

Introduction Clustering Example x x x x xx x x x x x x 4

Clustering Introduction Application: Sky. Cat § A catalog of 2 billion “sky objects” represents

Clustering Introduction Application: Sky. Cat § A catalog of 2 billion “sky objects” represents objects by their radiation in 7 dimensions (frequency bands). § Problem: cluster into similar objects, e. g. , galaxies, nearby stars, quasars, etc. § Sloan Sky Survey is a newer, better version. 5

Clustering Example: Clustering CD’s (Collaborative Filtering) Introduction § Intuitively: music divides into categories, and

Clustering Example: Clustering CD’s (Collaborative Filtering) Introduction § Intuitively: music divides into categories, and customers prefer a few categories. § But what are categories really? § Represent a CD by the customers who bought it. § A CD’s point in this space is (x 1, x 2, …, xk), where xi = 1 iff the i th customer bought the CD. § Similar CD’s have similar sets of customers, and vice -versa. 6

Clustering Introduction Example: Clustering Documents § Represent a document by a vector (x 1,

Clustering Introduction Example: Clustering Documents § Represent a document by a vector (x 1, x 2, …, xk), where xi = 1 iff the i th word (in some order) appears in the document. § It actually doesn’t matter if k is infinite; i. e. , we don’t limit the set of words. § Documents with similar sets of words may be about the same topic. 7

Clustering Introduction Example: DNA Sequences § Objects are sequences of {C, A, T, G}.

Clustering Introduction Example: DNA Sequences § Objects are sequences of {C, A, T, G}. § Distance between sequences is edit distance, the minimum number of inserts and deletes needed to turn one into the other. 8

Clustering Introduction Cosine, Jaccard, and Euclidean Distances § As with CD’s, we have a

Clustering Introduction Cosine, Jaccard, and Euclidean Distances § As with CD’s, we have a choice when we think of documents as sets of words or shingles: 1. Sets as vectors: measure similarity by the cosine distance. 2. Sets as sets: measure similarity by the Jaccard distance. 3. Sets as points: measure similarity by Euclidean distance. 9

Clustering Introduction Clustering Algorithms § Hierarchical algorithms § Agglomerative (bottom-up) § Initially, each point

Clustering Introduction Clustering Algorithms § Hierarchical algorithms § Agglomerative (bottom-up) § Initially, each point in cluster by itself. § Repeatedly combine the two “nearest” clusters into one. § Divisive (top-down) § Point Assignment § Maintain a set of clusters. § Place points into their “nearest” cluster. 10

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation 11

Clustering Hierarchical Clustering § Two important questions: 1. How do you represent a cluster

Clustering Hierarchical Clustering § Two important questions: 1. How do you represent a cluster of more than one point? 2. How do you determine the “nearness” of clusters? 12

Clustering Hierarchical Clustering – (2) § Key problem: as you build clusters, how do

Clustering Hierarchical Clustering – (2) § Key problem: as you build clusters, how do you represent the location of each cluster, to tell which pair of clusters is closest? § Euclidean case: each cluster has a centroid = average of its points. § Measure inter-cluster distances by distances of centroids. 13

Hierarchical Clustering Example (5, 3) o (1, 2) o x (1. 5, 1. 5)

Hierarchical Clustering Example (5, 3) o (1, 2) o x (1. 5, 1. 5) x (1, 1) o (2, 1) o (0, 0) o : data point x : centroid x (4. 7, 1. 3) o (4, 1) x (4. 5, 0. 5) o (5, 0) 14

Clustering Hierarchical Clustering And in the Non-Euclidean Case? § The only “locations” we can

Clustering Hierarchical Clustering And in the Non-Euclidean Case? § The only “locations” we can talk about are the points themselves. § I. e. , there is no “average” of two points. § Approach 1: clustroid = point “closest” to other points. § Treat clustroid as if it were centroid, when computing intercluster distances. 15

Clustering Hierarchical Clustering “Closest” Point? § Possible meanings: 1. 2. 3. 4. Smallest maximum

Clustering Hierarchical Clustering “Closest” Point? § Possible meanings: 1. 2. 3. 4. Smallest maximum distance to the other points. Smallest average distance to other points. Smallest sum of squares of distances to other points. Etc. , etc. 16

Hierarchical Clustering Example clustroid 1 2 6 3 4 5 clustroid intercluster distance 17

Hierarchical Clustering Example clustroid 1 2 6 3 4 5 clustroid intercluster distance 17

Clustering Hierarchical Clustering Other Approaches to Defining “Nearness” of Clusters § Approach 2: intercluster

Clustering Hierarchical Clustering Other Approaches to Defining “Nearness” of Clusters § Approach 2: intercluster distance = minimum of the distances between any two points, one from each cluster. § Approach 3: Pick a notion of “cohesion” of clusters, e. g. , maximum distance from the clustroid. § Merge clusters whose union is most cohesive. 18

Clustering Hierarchical Clustering Cohesion § § § Approach 1: Use the diameter of the

Clustering Hierarchical Clustering Cohesion § § § Approach 1: Use the diameter of the merged cluster = maximum distance between points in the cluster. Approach 2: Use the average distance between points in the cluster. Approach 3: Use a density-based approach: take the diameter or average distance, e. g. , and divide by the number of points in the cluster. § Perhaps raise the number of points to a power first, e. g. , square-root. 19

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation 20

Clustering Point Assignment k – Means Algorithm(s) § Assumes Euclidean space. § Start by

Clustering Point Assignment k – Means Algorithm(s) § Assumes Euclidean space. § Start by picking k, the number of clusters. § Select k points {s 1, s 2, … s. K} as seeds. § Example: pick one point at random, then k -1 other points, each as far away as possible from the previous points. § Until clustering converges (or other stopping criterion): § For each point xi: § Assign xi to the cluster cj such that dist(xi, sj) is minimal. § For each cluster cj § sj = (cj) where (cj) is the centroid of cluster cj 21

Point Assignment Clustering k-Means Example (k=2) Pick seeds x x Reassign clusters Compute centroids

Point Assignment Clustering k-Means Example (k=2) Pick seeds x x Reassign clusters Compute centroids Reassign clusters Converged! 22

Clustering Point Assignment Termination conditions § Several possibilities, e. g. , § A fixed

Clustering Point Assignment Termination conditions § Several possibilities, e. g. , § A fixed number of iterations. § Point assignment unchanged. § Centroid positions don’t change. 23

Point Assignment Clustering Getting k Right § Try different k, looking at the change

Point Assignment Clustering Getting k Right § Try different k, looking at the change in the average distance to centroid, as k increases. § Average falls rapidly until right k, then changes little. Average distance to centroid Best value of k k 24

Point Assignment Clustering Example: Picking k Too few; many long distances to centroid. x

Point Assignment Clustering Example: Picking k Too few; many long distances to centroid. x x x x xx x x x x x x 25

Point Assignment Clustering Example: Picking k Just right; distances rather short. x x x

Point Assignment Clustering Example: Picking k Just right; distances rather short. x x x x xx x x x x x x 26

Point Assignment Clustering Example: Picking k Too many; little improvement in average x distance.

Point Assignment Clustering Example: Picking k Too many; little improvement in average x distance. x x x xx x xx x x x 27

Clustering Point Assignment BFR Algorithm § BFR (Bradley-Fayyad-Reina) is a variant of k-means designed

Clustering Point Assignment BFR Algorithm § BFR (Bradley-Fayyad-Reina) is a variant of k-means designed to handle very large (disk-resident) data sets. § It assumes that clusters are normally distributed around a centroid in a Euclidean space. § Standard deviations in different dimensions may vary. 28

Clustering Point Assignment BFR – (2) § Points are read one main-memory-full at a

Clustering Point Assignment BFR – (2) § Points are read one main-memory-full at a time. § Most points from previous memory loads are summarized by simple statistics. § To begin, from the initial load we select the initial k centroids by some sensible approach. 29

Clustering Point Assignment Initialization: k -Means § Possibilities include: 1. Take a small random

Clustering Point Assignment Initialization: k -Means § Possibilities include: 1. Take a small random sample and cluster optimally. 2. Take a sample; pick a random point, and then k – 1 more points, each as far from the previously selected points as possible. 30

Clustering Point Assignment Three Classes of Points discard set (DS): § § points close

Clustering Point Assignment Three Classes of Points discard set (DS): § § points close enough to a centroid to be summarized. compressed set (CS): § § § groups of points that are close together but not close to any centroid. They are summarized, but not assigned to a cluster. retained set (RS): § § isolated points. 31

Clustering Point Assignment Summarizing Sets of Points For each cluster, the discard set is

Clustering Point Assignment Summarizing Sets of Points For each cluster, the discard set is summarized by: § § The number of points, N. The vector SUM, whose i th component is the sum of the coordinates of the points in the i th dimension. The vector SUMSQ, whose i th component is the sum of squares of coordinates in i th dimension. 32

Clustering Point Assignment Comments § 2 d + 1 values represent any number of

Clustering Point Assignment Comments § 2 d + 1 values represent any number of points. § d = number of dimensions. § Averages in each dimension (centroid coordinates) can be calculated easily as SUMi /N. § SUMi = i th component of SUM. 33

Clustering Point Assignment Comments – (2) § Variance of a cluster’s discard set in

Clustering Point Assignment Comments – (2) § Variance of a cluster’s discard set in dimension i can be computed by: (SUMSQi /N ) – (SUMi /N )2 § And the standard deviation is the square root of that. § The same statistics can represent any compressed set. 34

Point Assignment Clustering “Galaxies” Picture Points in the RS Compressed sets. Their points are

Point Assignment Clustering “Galaxies” Picture Points in the RS Compressed sets. Their points are in the CS. A cluster. Its points are in the DS. The centroid 35

Clustering Point Assignment Processing a “Memory-Load” of Points 1. Find those points that are

Clustering Point Assignment Processing a “Memory-Load” of Points 1. Find those points that are “sufficiently close” to a cluster centroid; add those points to that cluster and the DS. 2. Use any main-memory clustering algorithm to cluster the remaining points and the old RS. § Clusters go to the CS; outlying points to the RS. 36

Clustering Point Assignment Processing – (2) 3. Adjust statistics of the clusters to account

Clustering Point Assignment Processing – (2) 3. Adjust statistics of the clusters to account for the new points. § Add N’s, SUMSQ’s. 4. Consider merging compressed sets in the CS. 5. If this is the last round, merge all compressed sets in the CS and all RS points into their nearest cluster. 37

Clustering Point Assignment A Few Details. . . § How do we decide if

Clustering Point Assignment A Few Details. . . § How do we decide if a point is “close enough” to a cluster that we will add the point to that cluster? § How do we decide whether two compressed sets deserve to be combined into one? 38

Clustering Point Assignment How Close is Close Enough? § We need a way to

Clustering Point Assignment How Close is Close Enough? § We need a way to decide whether to put a new point into a cluster. § BFR suggest two ways: 1. The Mahalanobis distance is less than a threshold. 2. Low likelihood of the currently nearest centroid changing. 39

Clustering Point Assignment Mahalanobis Distance § § Normalized Euclidean distance from centroid. For point

Clustering Point Assignment Mahalanobis Distance § § Normalized Euclidean distance from centroid. For point (x 1, …, xd) and centroid (c 1, …, cd): 1. Normalize in each dimension: yi = (xi -ci)/ i 2. Take sum of the squares of the yi ’s. 3. Take the square root. 40

Clustering Point Assignment Mahalanobis Distance – (2) § If clusters are normally distributed in

Clustering Point Assignment Mahalanobis Distance – (2) § If clusters are normally distributed in d dimensions, then after transformation, one standard deviation =. § I. e. , 70% of the points of the cluster will have a Mahalanobis distance <. § Accept a point for a cluster if its M. D. is < some threshold, e. g. 4 standard deviations. 41

Point Assignment Clustering Picture: Equal M. D. Regions 2 42

Point Assignment Clustering Picture: Equal M. D. Regions 2 42

Clustering Point Assignment Should Two CS Subclusters Be Combined? § Compute the variance of

Clustering Point Assignment Should Two CS Subclusters Be Combined? § Compute the variance of the combined subcluster. § N, SUM, and SUMSQ allow us to make that calculation quickly. § Combine if the variance is below some threshold. § Many alternatives: treat dimensions differently, consider density. 43

Clustering Point Assignment The CURE Algorithm § Problem with BFR/k -means: § Assumes clusters

Clustering Point Assignment The CURE Algorithm § Problem with BFR/k -means: § Assumes clusters are normally distributed in each dimension. § And axes are fixed – ellipses at an angle are not OK. § CURE (Clustering Using REpresentatives): § Assumes a Euclidean distance. § Allows clusters to assume any shape. 44

Point Assignment Clustering Example: Stanford Faculty Salaries h e e salary h h h

Point Assignment Clustering Example: Stanford Faculty Salaries h e e salary h h h e e e h h age 45

Clustering Point Assignment Starting CURE 1. Pick a random sample of points that fit

Clustering Point Assignment Starting CURE 1. Pick a random sample of points that fit in main memory. 2. Cluster these points hierarchically – group nearest points/clusters. 3. For each cluster, pick a sample of points, as dispersed as possible. 4. From the sample, pick representatives by moving them (say) 20% toward the centroid of the cluster. 46

Point Assignment Clustering Example: Initial Clusters h e e salary h h h e

Point Assignment Clustering Example: Initial Clusters h e e salary h h h e e e h h age 47

Point Assignment Clustering Example: Pick Dispersed Points h e e salary h h h

Point Assignment Clustering Example: Pick Dispersed Points h e e salary h h h e e h h h e e e Pick (say) 4 remote points for each cluster. age 48

Point Assignment Clustering Example: Pick Dispersed Points h e e salary h h h

Point Assignment Clustering Example: Pick Dispersed Points h e e salary h h h e e h h h e e e Move points (say) 20% toward the centroid. age 49

Clustering Point Assignment Finishing CURE § Now, visit each point p in the data

Clustering Point Assignment Finishing CURE § Now, visit each point p in the data set. § Place it in the “closest cluster. ” § Normal definition of “closest”: that cluster with the closest (to p ) among all the sample points of all the clusters. 50

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation

Clustering Outline § Introduction § Hierarchical Clustering § Point Assignment based Clustering § Evaluation 51

Clustering Evaluation What Is A Good Clustering? § Internal criterion: A good clustering will

Clustering Evaluation What Is A Good Clustering? § Internal criterion: A good clustering will produce high quality clusters in which: § the intra-class (that is, intra-cluster) similarity is high § the inter-class similarity is low § The measured quality of a clustering depends on both the point representation and the similarity measure used 52

Clustering Evaluation External criteria for clustering quality § Quality measured by its ability to

Clustering Evaluation External criteria for clustering quality § Quality measured by its ability to discover some or all of the hidden patterns or latent classes in gold standard data § Assesses a clustering with respect to ground truth … requires labeled data § Assume documents with C gold standard classes, while our clustering algorithms produce K clusters, ω1, ω2, …, ωK with ni members. 53

Clustering Evaluation External Evaluation of Cluster Quality § Simple measure: purity, the ratio between

Clustering Evaluation External Evaluation of Cluster Quality § Simple measure: purity, the ratio between the dominant class in the cluster πi and the size of cluster ωi § Biased because having n clusters maximizes purity § Others are entropy of classes in clusters (or mutual information between classes and clusters) 54

Evaluation Clustering Purity example Cluster III Cluster I: Purity = 1/6 (max(5, 1, 0))

Evaluation Clustering Purity example Cluster III Cluster I: Purity = 1/6 (max(5, 1, 0)) = 5/6 Cluster II: Purity = 1/6 (max(1, 4, 1)) = 4/6 Cluster III: Purity = 1/5 (max(2, 0, 3)) = 3/5 55

Evaluation Clustering Rand Index measures between pair decisions. Here RI = 0. 68 Number

Evaluation Clustering Rand Index measures between pair decisions. Here RI = 0. 68 Number of points Same Cluster in clustering Different Clusters in clustering Same class in ground truth A=20 C=24 Different classes in ground truth B=20 D=72 56

Clustering Evaluation Rand index and Cluster F-measure Compare with standard Precision and Recall: People

Clustering Evaluation Rand index and Cluster F-measure Compare with standard Precision and Recall: People also define and use a cluster Fmeasure, which is probably a better measure. 57

Clustering Final word and resources § In clustering, clusters are inferred from the data

Clustering Final word and resources § In clustering, clusters are inferred from the data without human input (unsupervised learning) § However, in practice, it’s a bit less clear: there are many ways of influencing the outcome of clustering: number of clusters, similarity measure, representation of points, . . . 58

Clustering More Information § Christopher D. Manning, Prabhakar Raghavan, and Hinrich Schütze. Introduction to

Clustering More Information § Christopher D. Manning, Prabhakar Raghavan, and Hinrich Schütze. Introduction to Information Retrieval. Cambridge University Press, 2008. § Chapter 16, 17 59

Clustering Acknowledgement § Slides are from § § Prof. Jeffrey D. Ullman Dr. Anand

Clustering Acknowledgement § Slides are from § § Prof. Jeffrey D. Ullman Dr. Anand Rajaraman Dr. Jure Leskovec Prof. Christopher D. Manning 60