1. Pattern Classification All materials in these slides were taken from Pattern Classification (2nd ed) by R. O. Duda, P. E. Hart and D. G. Stork, John Wiley & Sons, 2000 with the permission of the authors and the publisher

2. Pattern Classification, Chapter 10 1 Introduction Mixture Densities and Identifiability Maximum-Likelihood Estimates Application to Normal Mixtures Data Description and Clustering Criterion Functions for Clustering Hierarchical Clustering Component Analysis Unsupervised Learning & Clustering

3. Pattern Classification, Chapter 10 2 Introduction Previously, all our training samples were labeled: those samples were said to be “supervised” We now investigate “unsupervised” procedures using unlabeled samples. At least five reasons for this: 1. Collecting and Labeling a large set of samples can be costly 2. We can train with large amounts of (less expensive) unlabeled data, and only then use supervision to label the groupings found, this is appropriate for large “data mining” applications 3. This is also appropriate in many applications when the characteristics of the patterns can change slowly with time 4. We can use unsupervised methods to identify features that will then be useful for categorization 5. We gain some insight into the nature (or structure) of the data

4. Pattern Classification, Chapter 10 3 Mixture Densities and Identifiability We begin with the assumption that the functional forms for the underlying probability densities are known and that the only thing that must be learned is the value of an unknown parameter vector We make the following assumptions: 1. The samples come from a known number c of classes 2. The prior probabilities P(  j ) for each class are known j = 1, …,c 3. The class-conditional densities P(x |  j,  j ) j = 1, …,c are known 4. The values of the c parameter vectors  1,  2, …,  c are unknown 5. The category labels are unknown

5. Pattern Classification, Chapter 10 4 This density function is called a mixture density Our goal will be to use samples drawn from this mixture density to estimate the unknown parameter vector  Once  is known, we can decompose the mixture into its components and use a maximum a posteriori (MAP) classifier on the derived densities

6. Pattern Classification, Chapter 10 5 Definition A density P(x |  ) is said to be identifiable if    ’ implies that there exists an x such that: P(x |  )  P(x |  ’) i.e., a density is identifiable only if we can recover unique parameters Most mixtures of commonly-encountered real-world density functions are identifiable, especially for continuous densities The textbook gives some unidentifiable examples Although identifiability can be a problem, we always assume that the densities we are dealing with are identifiable!

7. Pattern Classification, Chapter 10 6 Maximum-Likelihood Estimates Suppose that we have a set D = {x 1, …, x n } of n unlabeled samples drawn independently from the mixture density where  is fixed but unknown! To estimate  take the gradient of the log likelihood with respect to  i and set to zero

8. Pattern Classification, Chapter 10 7 Applications to Normal Mixtures p(x |  i,  i ) ~ N(  i,  i ) Case 1 = Simplest case Case ii ii P(  i ) c 1?xxx 2???x 3???? x = known ? = unknown

9. Pattern Classification, Chapter 10 8 Case 1: Unknown mean vectors This “simplest” case is not easy and the textbook obtains an iterative gradient ascent (hill-climbing) procedure to maximize the log-likelihood function Example: Consider the simple two-component one- dimensional normal mixture Set  1 = -2,  2 = 2 and draw 25 samples from this mixture. The log-likelihood function is:

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11. 10 k-Means Clustering Popular approximation method to estimate the c mean vectors  1,  2, …,  c Replace the squared Mahalanobis distance by the squared Euclidean distance Find the mean nearest to x k and approximate as: Use the iterative scheme to find The # iterations is usually much less than # samples

12. Pattern Classification, Chapter 10 11 If n is the known number of patterns and c the desired number of clusters, the k-means algorithm is: Begin initialize n, c,  1,  2, …,  c (randomly selected) do classify n samples according to nearest  i recompute  i until no change in  i return  1,  2, …,  c End

13. Pattern Classification, Chapter 10 12 Two-class example - compare max likelihood in previous fig

14. Pattern Classification, Chapter 10 13 Three-class example – convergence in three iterations

15. Pattern Classification, Chapter 10 14 Data Description and Clustering Structures of multidimensional patterns are important for clustering If we know that data come from a specific distribution, such data can be represented by a compact set of parameters (sufficient statistics) E.g., mean and covariance matrix for a normal distribution If samples are considered coming from a specific distribution, but actually they are not, these statistics is a misleading representation of the data (next figure)

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17. Pattern Classification, Chapter 10 16 Mixture of normal distributions can approximate a large variety of situations – i.e., any density functions In these cases, one can use parametric methods to estimate the parameters of the mixture density. However, if little prior knowledge can be assumed, the assumption of a parametric form is meaningless: we are actually imposing structure on data, not finding structure on it! In these cases, one can use non parametric methods to estimate the unknown mixture density. If the goal is to find subclasses, one can use a clustering procedure to identify groups of data points having strong internal similarities

18. Pattern Classification, Chapter 10 17 Similarity measures The question is how to evaluate that the samples in one cluster are more similar among themselves than samples in other clusters Two isses: How to measure the similarity between samples? How to evaluate a partitioning of a set into clusters? The most obvious measure of similarity between two samples is the distance between them, i.e., define a metric Once this measure is defined, one would expect the distance between samples of the same cluster to be significantly less than the distance between samples in different classes

19. Pattern Classification, Chapter 10 18 Euclidean distance is a possible metric: a possible criterion is to assume samples belonging to same cluster if their distance is less than a threshold d 0 Clusters defined by Euclidean distance are invariant to translations and rotation of the feature space, but not invariant to general transformations that distort the distance relationship

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23. Pattern Classification, Chapter 10 22 Scaling axes

24. Pattern Classification, Chapter 10 23 Scaling for unit variance may be undesirable

25. Pattern Classification, Chapter 10 24 Criterion Functions for Clustering The second issue: how to evaluate a partitioning of a set into clusters? Clustering can be posted as an optimization of a criterion function 1. The sum-of-squared-error criterion and its variants 2. Scatter criteria The Sum-of-Squared-Error Criterion where

26. Pattern Classification, Chapter 10 25 This criterion defines clusters as their mean vectors m i in the sense that it minimizes the sum of the squared lengths of the error x - m i. The optimal partition is defined as one that minimizes J e, also called minimum variance partition. Works fine when clusters form well separated compact clouds, less fine when there are great differences in the number of samples in different clusters.

27. Pattern Classification, Chapter 10 26 Scatter Criteria Scatter matrices used in multiple discriminant analysis, i.e., the within-scatter matrix S W and the between-scatter matrix S B S T = S B +S W (T = total scatter matrix) (Note: T depends only on the set of samples and not on the partitioning) Various criteria can be used to minimize the within-cluster or maximize the between-cluster scatter

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29. Pattern Classification, Chapter 10 28 The Trace Criterion (minimize trace of S w ) is the simplest scalar measure of the scatter matrix, as it is proportional to the sum of the variances in the coordinate directions, that is in practice the sum-of-squared-error criterion As tr[S T ] = tr[S W ] + tr[S B ] and tr[S T ] is independent from the partitioning, no new results can be derived by maximizing tr[S B ] However, seeking to minimize the within-cluster criterion J e =tr[S W ], is equivalent to maximizing the between-cluster criterion

30. Pattern Classification, Chapter 10 29 Hierarchical Clustering Many times, clusters are not disjoint, but may have subclusters, in turn having sub-subclusters, etc. Consider a sequence of partitions of the n samples into c clusters The first is a partition into n clusters, each one containing exactly one sample The second is a partition into n-1 clusters, the third into n-2, and so on, until the n-th in which there is only one cluster containing all of the samples At the level k in the sequence, c = n-k+1.

31. Pattern Classification, Chapter 10 30 Given any two samples x and x’, they will be grouped together at some level, and if they are grouped a level k, they remain grouped for all higher levels Hierarchical clustering  tree called dendrogram

32. Pattern Classification, Chapter 10 31 The similarity values may help to determine if the grouping are natural or forced, but if they are evenly distributed no information can be gained Another representation is based on Venn diagrams

33. Pattern Classification, Chapter 10 32 Hierarchical clustering can be divided in agglomerative and divisive. Agglomerative (bottom up, clumping): start with n singleton cluster and form the sequence by merging clusters Divisive (top down, splitting): start with all of the samples in one cluster and form the sequence by successively splitting clusters

34. Pattern Classification, Chapter 10 33 The problem of the number of clusters Typically, the number of clusters is known When it’s not, there are several ways of proceed When clustering is done by extremizing a criterion function, a common approach is to repeat the clustering with c=1, c=2, c=3, etc. Another approach is to state a threshold for the creation of a new cluster These approaches are similar to model selection procedures, typically used to determine the topology and number of states (e.g., clusters, parameters) of a model, given a specific application

35. Pattern Classification, Chapter 10 34 Component Analysis Combine features to reduce the dimension of the feature space Linear combinations are simple to compute and tractable Project high dimensional data onto a lower dimensional space Two classical approaches for finding “optimal” linear transformation PCA (Principal Component Analysis) “Projection that best represents the data in a least- square sense” MDA (Multiple Discriminant Analysis) “Projection that best separates the data in a least-squares sense” (generalization of Fisher’s Linear Discriminant for two classes)

36. Pattern Classification, Chapter 10 35 PCA (Principal Component Analysis) “Projection that best represents the data in a least- square sense” The scatter matrix of the cloud of samples is the same as the maximum-likelihood estimate of the covariance matrix Unlike a covariance matrix, however, the scatter matrix includes samples from all classes! And the least-square projection solution (maximum scatter) is simply the subspace defined by the d’<d eigenvectors of the covariance matrix that correspond to the largest d’ eigenvalues of the matrix Because the scatter matrix is real and symmetric the eigenvectors are orthogonal

37. Pattern Classification, Chapter 10 36 Fisher Linear Discriminant While PCA seeks directions efficient for representation, discriminant analysis seeks directions efficient for discrimination

38. Pattern Classification, Chapter 10 37 Multiple Discriminant Analysis Generalization of Fisher’s Linear Discriminant for more than two classes

39. Pattern Classification, Chapter 10 38 Videos http:// www.youtube.com/watch?v=aiJ8II94qck http:// www.youtube.com/watch?v=aiJ8II94qck Seeds are data samples https://class.coursera.org/ml-003/lecture/78 Seeds are random points and not data samples