1. 1 Unsupervised Learning: Estimating the Cluster Tree of a Density by Analyzing the Minimal Spanning Tree of a Sample Werner Stuetzle Professor and Chair, Statistics Adjunct Professor, Computer Science and Engineering University of Washington, Seattle Supported by NSF grant DMS-9803226 and NSA grant 62-1942. Work performed while on sabbatical at AT&T Labs - Research.

2. 2 1. Introduction Given:Collection of n objects, characterized by feature vectors x 1, …, x n. General goal of unsupervised learning: Detect presence of distinct groups Assign objects to groups Note: Important to distinguish between unsupervised learning and compact partitioning Unsupervised learning: Identify distinct groups Compact partitioning: Partition collection of objects into compact strata

3. 3 The prototypical compact partitioning method: K-means clustering Let P k = P 1,…, P k be a partition of the observations into k groups. Measure badness of a partition by the sum of squared distances of observations from their group means: Find optimal partition (for example with the Lloyd algorithm) Note: K-means clustering can be successful at finding groups if we picked the correct k groups are roughly spherical, and approximately of the same size For the remainder of the talk, will focus on unsupervised learning

4. 4 2. Approaches to Unsupervised Learning Regard feature vectors x 1, …, x n as sample from some density p(x) Parametric approach: (Cheeseman, McLachlan, Raftery) Based on premise that each group g is represented by density p g that is a member of some parametric family => p(x) is a mixture Estimate the parameters of the group densities, the mixing proportions, and the number of groups from the sample. Nonparametric approach: (Wishart, Hartigan) Based on the premise that distinct groups manifest themselves as multiple modes of p(x) Estimate modes from sample Will pursue nonparametric approach

5. 5 3. Describing the modal structure of a density Consider feature vectors x 1, …., x n as a sample from some density p(x). Define level set L(c ; p) as the subset of feature space for which the density p(x) is greater than c. Note: Level sets with multiple connected components indicate multi-modality There might not be a single level set that reveals all the modes

6. 6 The cluster tree of a density Modal structure of density is described by cluster tree. Each node N of cluster tree represents a subset D(N) of feature space is associated with a density level c(N) Root node represents the entire feature space is associated with density level c(N) = 0 Tree defined recursively: to determine descendents of node N Find lowest level c for which intersection of D(N) with L(c ; p) has two connected components If there is no such c then N is leaf of tree; leaves of tree modes Otherwise, create daughter nodes representing the connected components, with associated level c

7. 7 Goal: Estimate the cluster tree of the underlying density p(x) from the sample feature vectors x 1, …., x n First step: Estimate p(x) by density estimate p*(x) Second step: Compute cluster tree of p*

8. 8 Illustration: 2d data, Kernel density estimate

9. 9 Problem: For most density estimates, finding connected components of level sets is hard. Need to resort to heuristics. Notable exception: 1-near-neighbor density estimate. Can find level sets exactly by analyzing the minimal spanning tree of the sample.

10. 10 4. The minimal spanning tree and 1-near-neighbor density estimation Minimal spanning tree Given: Feature vectors x 1, …., x n and distance measure on feature space (Euclidean) minimal spanning tree = graph connecting x 1, …., x n with smallest total edge length. Has been used for multivariate two-sample tests, mapping data into lower dimensions, skeletonizing point sets, ….. Prim’s principles for MST construction: Any point can be connected to its nearest neighbor Any tree fragment can be connected to its nearest neighbor by the shortest possible link

11. 11 One-near-neighbor density estimation Given: X = {x 1,…., x n } sample from unknown density p(x) The 1-nn density estimate is defined as p*(x) ~ 1 / d k (x, X) where k is the dimensionality Note: Not a very good density estimate Cannot be normalized Has a singularity at each data point However, we are primarily interested in connected components of level sets, so flaws are not necessarily fatal.

12. 12 Connection between MST and 1-nn density estimation T(d) : subgraph of MST obtained by removing all edges of length > d T(d) defines partition P of data set X L(c ; p*) : level set of 1-nn density estimate p*(x) for level c L(c ; p*) defines a partition Q of data set X Proposition (Hartigan 1985): For every density threshold c there is a corresponding edge length threshold d such that the resulting partitions P and Q are identical. Can find level sets of 1-nn density estimate by analyzing the MST

13. 13 5. Constructing a cluster tree from the MST Problem: 1-nn density estimate is very noisy --- singularity at each observation => cluster tree would have n leaves Idea: Control size of cluster tree by runt size threshold Split of connected component of L(c, p*) is considered “significant” if both daughter components are larger than runt size threshold. Sketch of algorithm Repeat { Break longest edge of MST } Until min (size of left subtree, size of right subtree) > runt size threshold If … apply recursively to subtrees

14. 14 Runt analysis Define runt size (J. H.) of MST edge e: Break all MST edges that are longer than e runt_size (e) = min (#obs in left subtree, #obs in right subtree) Algorithm: compute_cluster_tree (mst, runt_size_threshold) { node = new_cluster_tree_node; node.leftson = node.rightson = NULL; node.obs = leaves (mst); cut_edge = longest_edge_with_large_runt_size (mst, runt_size_threshold); if (cut_edge) { node.leftson = compute_cluster_tree (left_subtree(mst, cut_edge), runt_size_threshold); node.rightson = compute_cluster_tree (right_subtree(mst, cut_edge), runt_size_threshold); } return(node); } rs = 1 rs = 5 rs = 2

15. 15 Heuristic justification: MST edges with large runt size indicate presence of multiple modes Recall multi-fragment algorithm for MST construction: Define distance d (G1, G2) between groups as minimum distance between observations Initialize each obs to form its own group Repeat { Find closest groups Add shortest edge connecting them Merge closest groups } Until only one group remains What will happen? Fragments will start and grow in high density regions, where distances are small Eventually, those fragments will be joined by edges Those edges will have large runt size

16. 16 Illustration Left: data set Middle: rootogram of runt sizes Right: MST after removal of all edges with length > length (edge with largest runt size)

17. 17 Computational complexity Computing MST: O (n log n) using spatial hashing Computing runt sizes for edges of MST: O (n log n) Deciding on whether a cluster with m observations should be split: O (m) However Spatial partitioning most effective if n large relative to d.

18. 18 Relationship to single linkage clustering Single linkage clustering = standard way of extracting clusters from MST To obtain k clusters, break k-1 longest edges in MST Problems: Breaking longest edges tends to separate stragglers from the bulk of the data and often results in one large and many small clusters (“chaining”) Choosing a single threshold for edge length choosing a single cut level for 1-NN density estimate. However, there might not be a single cut level that reveals all the leaves of the mode tree. Cut at upper level reveals two leftmost modes. Cut at lower level reveals right mode. Need to consider cuts at all levels

19. 19 6. Illustration - olive oil data Objects: 572 olive oil samples coming from 9 different areas, grouped into 3 regions (1, 2, 3, 4) (5, 6) (7, 8, 9) Features: Concentration of 8 different chemicals Question: How well can we recover the grouping into regions and areas Note: To evaluate performance of unsupervised learning methods, need labeled data 20 largest runt sizes: 168 97 59 51 42 42 33 13 13 12 11 11 11 10 10 8 8 8 8 7 Fairly clear gap: Choose runt size 33 as threshold Note: Situation not always that clear cut

20. 20 Estimate of cluster tree, olive oil data Interpretation: Bottom split separates region 3 from regions 1, 2 Next split on left separates region 1 from region 2 Not able to correctly partition region 1 into areas

21. 21 Areas vs clusters: Interpretation of table: There are 25 olive oil samples from area 1. One of them ended up in cluster 2, 17 in cluster 6, and 7 in cluster 8 Not able to recognize areas 1- 4 in region 1

22. 22 Diagnostic plot: Do the two clusters in area 3 really correspond to modes ? (a) cluster tree with node splitting area 3 selected; (b) projection of data in node on Fisher discriminant direction separating daughters; (c) cluster tree with node separating area 3 from area 2 selected; (d) projection of data on Fisher direction

23. 23 Diagnostic plot: Do areas 1 and 4 really correspond to modes ? Projection of areas 1 (black), 2 (green), 3 (blue), and 4 (red) on the plane spanned by first two discriminant coordinates Note: Not an operational diagnostic --- assumes knowledge of true labels

24. 24 Comparative evaluation Have run a number of experiments on simulated data and data sets from machine learning. Competitive with other methods that make implicit assumptions about shape of groups (model based clustering, average linkage..) A lot better when assumptions made by those methods are violated.

25. 25 7. Summary and future work The term “clustering” is ambiguous --- need to distinguish between compact partitioning and unsupervised learning. Goal of unsupervised learning: detect presence of distinct groups. Assumption: groups ~ modes --- connected components of level sets --- of feature density. This definition accommodates elongated and non-linear groups. Modal structure of density is described by cluster tree. Cluster tree is defined recursively --- suggests recursive partitioning. Potentially many variations on basic algorithm, differing in (1) estimate of feature density (2) heuristic for deciding when to split a node Attractive choice: 1-near-neighbor density estimate. Level sets and their connected components can be found exactly by analyzing minimal spanning tree of sample

26. 26 Future work Principled method for deciding on number of groups --- hard! Sampling or aggregation methods for dealing with large data sets Visualization: Link cluster tree with other displays such as histograms, scatterplots, etc, to understand location and shape of clusters in feature space Quantitative evaluation and comparison of methods Thank you for your attention