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Simultaneous dimension reduction and multi-objective clustering using probabilistic factorial discriminant analysis

Vincent Vandewalle 1, 2
2 MODAL - MOdel for Data Analysis and Learning
Inria Lille - Nord Europe, LPP - Laboratoire Paul Painlevé - UMR 8524, METRICS - Evaluation des technologies de santé et des pratiques médicales - ULR 2694, Polytech Lille - École polytechnique universitaire de Lille, Université de Lille, Sciences et Technologies
Abstract : In model based clustering of quantitative data it is often supposed that only one clustering variable explains the heterogeneity of all the others variables. However, when variables come from different sources, it is often unrealistic to suppose that the heterogeneity of the data can only be explained by one variable. If such an assumption is made, this could lead to a high number of clusters which could be difficult to interpret. A model based multi-objective clustering is proposed, is assumes the existence of several latent clustering variables, each one explaining the heterogeneity of the data on some clustering projection. In order to estimate the parameters of the model an EM algorithm is proposed, it mainly relies on a reinterpretation of the standard factorial discriminant analysis in a probabilistic way. The obtained results are projections of the data on some principal clustering components allowing some synthetic interpretation of the principal clusters raised by the data. The behavior of the model is illustrated on simulated and real data.
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https://hal.inria.fr/hal-01424965
Contributor : Vincent Vandewalle <>
Submitted on : Tuesday, January 3, 2017 - 10:58:18 AM
Last modification on : Friday, November 27, 2020 - 2:18:02 PM
Long-term archiving on: : Tuesday, April 4, 2017 - 1:09:16 PM

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Vincent Vandewalle. Simultaneous dimension reduction and multi-objective clustering using probabilistic factorial discriminant analysis. CMStatistics 2016, Dec 2016, Sevilla, Spain. ⟨hal-01424965⟩

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