Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.06945 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913573446352896 |
|---|---|
| author | Li, Hao Sugasawa, Shonosuke Katayama, Shota |
| author_facet | Li, Hao Sugasawa, Shonosuke Katayama, Shota |
| contents | While K-means is known to be a standard clustering algorithm, its performance may be compromised due to the presence of outliers and high-dimensional noisy variables. This paper proposes adaptively robust and sparse K-means clustering (ARSK) to address these practical limitations of the standard K-means algorithm. For robustness, we introduce a redundant error component for each observation, and this additional parameter is penalized using a group sparse penalty. To accommodate the impact of high-dimensional noisy variables, the objective function is modified by incorporating weights and implementing a penalty to control the sparsity of the weight vector. The tuning parameters to control the robustness and sparsity are selected by Gap statistics. Through simulation experiments and real data analysis, we demonstrate the proposed method's superiority to existing algorithms in identifying clusters without outliers and informative variables simultaneously. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_06945 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Adaptively Robust and Sparse K-means Clustering Li, Hao Sugasawa, Shonosuke Katayama, Shota Computation Machine Learning While K-means is known to be a standard clustering algorithm, its performance may be compromised due to the presence of outliers and high-dimensional noisy variables. This paper proposes adaptively robust and sparse K-means clustering (ARSK) to address these practical limitations of the standard K-means algorithm. For robustness, we introduce a redundant error component for each observation, and this additional parameter is penalized using a group sparse penalty. To accommodate the impact of high-dimensional noisy variables, the objective function is modified by incorporating weights and implementing a penalty to control the sparsity of the weight vector. The tuning parameters to control the robustness and sparsity are selected by Gap statistics. Through simulation experiments and real data analysis, we demonstrate the proposed method's superiority to existing algorithms in identifying clusters without outliers and informative variables simultaneously. |
| title | Adaptively Robust and Sparse K-means Clustering |
| topic | Computation Machine Learning |
| url | https://arxiv.org/abs/2407.06945 |