1. Prénom Nom Document Analysis: Data Analysis and Clustering Prof. Rolf Ingold, University of Fribourg Master course, spring semester 2008

2. © Prof. Rolf Ingold 2 Outline  Introduction to data clustering  Unsupervised learning  Background of clustering  K-means clustering & Fuzzy k-means  Model based clustering  Gaussian mixtures  Principal Components Analysis

3. © Prof. Rolf Ingold 3 Introduction to data clustering  Statistically representative datasets may include implicitly valuable semantic information  the aim is to group samples into meaningful classes  Various terminologies refer to that principle  data clustering, data mining  unsupervised learning  taxonomy analysis  knowledge discovery  automatic inference  In this course we address two aspects  Clustering : perform unsupervised classification  Principal Components Analysis : reduce feature spaces

4. © Prof. Rolf Ingold 4 Application to document analysis  Data analysis and clustering can potentially be applied at many levels of document analysis  at pixel level for foreground/background separation  on connected components for segmentation or character/symbol recognition  on blocks for document understanding  on entire pages to perform document classification ...

5. © Prof. Rolf Ingold 5 Unsupervised classification  Unsupervised learning consists of inferring knowledge about classes  by using unlabeled training data, i.e. where samples are not assigned to classes  There are at least five good reasons for performing unsupervised learning  no labeled samples are available or ground-truthing is too costly  useful preprocessing to produce ground-truthed data  the classes are not known a priori  for some problems classes are evolving over time  useful for studying relevant features

6. © Prof. Rolf Ingold 6 Background of data clustering (1)‏  Clusters are formed following different criteria  members of a class share same or closely related properties  members of class have small distances or large similarities  members of a class are clearly distinguishable from members of other classes  Data clustering can be performed on various data types  nominal types (categories)‏  discrete types  continuous types  time series

7. © Prof. Rolf Ingold 7 Background of data clustering (2)‏  Data clustering requires similarity measures  various similarity and dissimilarity measures (often in [0,1])‏  distances (with triangular inequality property)‏  Feature transformation and normalization is often required  Clusters may be  center based : members are close to a representative model  chain based : members are close to at least one other member  There is a distinction between  hard clustering : each sample is member of exactly one class  fuzzy clustering : samples have membership functions (probabilities) associated to each class

8. © Prof. Rolf Ingold 8 K-means clustering  k-means clustering is a popular algorithm for unsupervised classification assuming the following information to be available  the number of classes c  a set of unlabeled samples x 1  x n  Classes are modeled by their centers  1  c and each sample x k is assigned to the classes of the nearest center  The algorithm works as follows  initialize the vectors  1  c randomly  assign each sample x k to the class that minimizes ||x k  m || 2  update the centers  1  c using  stop when classes do no more change

9. © Prof. Rolf Ingold 9 Illustration of k-means algorithm

10. © Prof. Rolf Ingold 10 Convergence of k-means algorithm  The k-means algorithm always converges  to a local minimum depending of the centers' initialization

11. © Prof. Rolf Ingold 11 Fuzzy k-means  Fuzzy k-means is a generalization taking into account a membership function P * (  i |x k ) normalized as follows  The clustering method consists in minimizing the following cost (where b is fixed)  the centers are updated using  and the membership functions are updated using

12. © Prof. Rolf Ingold 12 Model based clustering  In this approach, we assume the following information to be available  the number of classes c  the a priori probability of each class P(  i )‏  the shape of the feature densities p(x|  j,  j ) with parameter  j  a dataset of unlabeled samples {x 1,...,x n }, supposed to be drawn  by selecting the class  i with probability P(  i )‏  then, selecting x k according to p(x|  j,  j )‏  The goal is to estimate the parameter vector  1  c  t

13. © Prof. Rolf Ingold 13 Maximum likelihood estimation  The goal is to estimate  that maximizes the likelihood of the set D={x 1,...,x n }, that is  Equivalently we can also maximize its logarithm, namely

14. © Prof. Rolf Ingold 14 Maximum likelihood estimation (cont.)‏  To find the solution, we require the gradient is zero  By assuming that  i and  j are statistically independent, we can state  By combining with the Bayesian rule we finally obtain that for i=1,...,c the estimation of  i must satisfy the condition

15. © Prof. Rolf Ingold 15 Maximum likelihood estimation (cont.)‏  In most cases the equation can not be solved analytically  Instead an iterative gradient descending approach can be used  to avoid convergence to a local minimum, an approximate initial should be used

16. © Prof. Rolf Ingold 16 Application to Gaussian mixture models  We consider the case where of a mixture of Gaussians where the parameter  i,  i et P(  i ) have to be determined  By applying the gradient method we can estimate  i,  i iteratively  where

17. © Prof. Rolf Ingold 17 Problem with local minimums  Maximum likelihood estimation by the gradient descending method can converge to local minimums

18. © Prof. Rolf Ingold 18 Conclusion about clustering  Unsupervised learning allows to extract valuable information from unlabeled training data  it is very useful in practice  analytical approaches are generally not practicable  iterative methods may be used, but they sometimes converge to local minimums  sometimes even the number of classes is not known; in such cases clustering can be performed with several hypothesis and the best solution can be selected by information theory  Clustering does not work well in high dimensions  there is an interest to reduce the dimensionality of the feature space

19. © Prof. Rolf Ingold 19 Objective of Principle Component Analysis (PCA)‏  From a Bayesian point of view, the more features are used, more accurate are the classification results  But the higher the dimension of the feature space, more difficult it is to get reliable models  PCA can be seen as a systematic way to reduce the dimensionality of the feature space by minimizing the loss of information

20. © Prof. Rolf Ingold 20 Center of gravity  Let us consider a set of samples described by their feature vectors {x 1,x 2,...,x n }  The point that best represents the entire set is x 0 minimizing  This point corresponds to the center of gravity since

21. © Prof. Rolf Ingold 21 Projection on a line  The goal is to find the line crossing the center of gravity m that best approximate the sample set {x 1,x 2,...,x n }  let vector e be the unit vector of its direction; then the equation of the line is x = m+ae where a is a scalar representing the distance of x from m  the optimal solution is given by minimizing the squared error  First, the values for a 1,a 2,...,a n minimizing this function are given that is a k = e t (x k - m) corresponding to the orthogonal projection

22. © Prof. Rolf Ingold 22 Scatter matrix  The scatter matrix of the set {x 1,x 2,...,x n } is defined as  it differs from the covariance matrix by a factor n-1

23. © Prof. Rolf Ingold 23 Finding the best line  The best line (minimizing) can be obtained by where S is the scatter matrix of the set {x 1,x 2,...,x n }

24. © Prof. Rolf Ingold 24 Finding the best line (cont.)‏  To minimize J 1 (e) we must maximize e t Se  using the method of Lagrange multipliers  and by differentiating  we obtain Se = e and e t Se = e t e =  This means that to maximize e t Se we need to select the eigenvector corresponding to the largest eigenvalue of the scatter matrix

25. © Prof. Rolf Ingold 25 Generalization to d dimensions  Principal components analysis can be applied for any dimension d up to the dimension of the original feature space  each sample is mapped on a hyperplane defined by  the objective function to minimize is  the solution for e is given by the eigenvectors corresponding to the d highest eigenvalues