jmlr jmlr2010 jmlr2010-19 knowledge-graph by maker-knowledge-mining

19 jmlr-2010-Characterization, Stability and Convergence of Hierarchical Clustering Methods


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Author: Gunnar Carlsson, Facundo Mémoli

Abstract: We study hierarchical clustering schemes under an axiomatic view. We show that within this framework, one can prove a theorem analogous to one of Kleinberg (2002), in which one obtains an existence and uniqueness theorem instead of a non-existence result. We explore further properties of this unique scheme: stability and convergence are established. We represent dendrograms as ultrametric spaces and use tools from metric geometry, namely the Gromov-Hausdorff distance, to quantify the degree to which perturbations in the input metric space affect the result of hierarchical methods. Keywords: clustering, hierarchical clustering, stability of clustering, Gromov-Hausdorff distance

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 We represent dendrograms as ultrametric spaces and use tools from metric geometry, namely the Gromov-Hausdorff distance, to quantify the degree to which perturbations in the input metric space affect the result of hierarchical methods. [sent-8, score-1.392]

2 Standard clustering methods take as input a finite metric space ÔX, d Õ and output a partition of X. [sent-21, score-0.426]

3 Fix a standard clustering method f and a metric space ÔX, d Õ and let f ÔX, d Õ Π È P ÔX Õ. [sent-27, score-0.425]

4 Hierarchical methods take as input a finite metric space ÔX, d Õ and output a hierarchical family of partitions of X. [sent-50, score-0.374]

5 For this reason we opt to carry out our analysis under the model that hierarchical methods take as input a finite metric space X and output a proximity dendrogram over X, see Remark 3. [sent-57, score-0.674]

6 We remind the reader that we are using the term standard clustering methods to refer to procedures that take a finite metric space as input and output a fixed single partition of the metric space. [sent-58, score-0.656]

7 The unique HC method characterized by our theorem turns out to be single linkage hierarchical clustering. [sent-61, score-0.391]

8 The curvature conditions can be formulated in terms of properties of triangles within the metric spaces, and the most extreme of these properties is that embodied in ultrametric spaces. [sent-69, score-0.547]

9 A second idea of Gromov’s is to make the collection of all metric spaces into its own metric space, and the resulting metric gives a very useful and natural way to distinguish between metric spaces (Gromov, 2007). [sent-70, score-1.104]

10 This metric is known as the Gromov-Hausdorff distance and its restriction to the subclass of ultrametric spaces is therefore a very natural object to study. [sent-71, score-0.666]

11 Since input data are modelled as finite metric spaces, and the output of hierarchical methods can be regarded as finite ultrametric spaces, the Gromov-Hausdorff distance provides a natural tool for studying variability or perturbation of the inputs and outputs of hierarchical clustering methods. [sent-74, score-0.929]

12 We formalize this concept by equivalently representing dendrogram as ultrametrics and then computing the Gromov-Hausdorff distance between the resulting metrics. [sent-80, score-0.418]

13 These results describe in a very precise way the fact that for compact metric spaces X, the results of clustering the finite subsets of X yields a collection of dendrograms which ultimately converge to the dendrogram for X. [sent-86, score-1.214]

14 In order for this to happen, one needs the metric on the ultrametric spaces as well as the behavior of the clustering construction on the Gromov-Hausdorff distance, which is what Proposition 2 does. [sent-87, score-0.793]

15 3 discusses the representation of dendrograms as ultrametric spaces and establishes the equivalence of both repersentations; and §3. [sent-101, score-0.832]

16 5 delves into the issue of constructing a notion of distance between dendrograms which is based in the equivalence of dendrograms and ultrametrics; §3. [sent-102, score-0.909]

17 A metric space ÔX, uÕ is an ultrametric space if and only if for all x, x½ , x¾ È X, maxÔuÔx, x½ Õ, uÔx½ , x¾ ÕÕ uÔx, x¾ Õ. [sent-117, score-0.593]

18 (1) Ultrametric spaces are therefore metric spaces which satisfy a stronger type of triangle inequality. [sent-118, score-0.386]

19 Let ç ç X n 1 Xn denote the collection of all finite metric spaces and U n 1 Un all finite ultrametric spaces. [sent-131, score-0.664]

20 Indeed, assume that all sides a, b, c of a triangle in a given ultrametric space are different. [sent-160, score-0.362]

21 Hierarchical Clustering: Formulation In this section we formaly define hierarchical clustering methods as maps that assign a dendrogram to a finite metric space. [sent-177, score-0.784]

22 3 we prove that the collection of all dendrograms over a finite set is in a one to one correspondence with the collection of all ultrametrics on this set. [sent-182, score-0.588]

23 We then redefine HC methods as maps from the collection of finite metric spaces to the collection all finite ultrametric spaces. [sent-183, score-0.744]

24 5, we discuss the construction of notions of distance between dendrograms by appealing to the ultrametric representation. [sent-186, score-0.813]

25 We formally describe dendrograms as pairs ÔX, θÕ, where X is a finite set and θ : Ö0, Õ P ÔX Õ. [sent-194, score-0.409]

26 (technical condition) Let D ÔX Õ denote the collection of all possible dendrograms over a given finite set X. [sent-218, score-0.459]

27 When understood from context, we will omit the first component of a dendrogram ÔX, θÕ È D ÔX Õ and refer to θ as a dendrogram over X. [sent-219, score-0.574]

28 Remark 3 (About our definition of dendrogram) Our definition coincides with what Jain and Dubes call proximity dendrograms in Jain and Dubes (1988, §3. [sent-220, score-0.45]

29 Usually, Hierarchical Clustering methods are defined as those maps that to each finite metric space ÔX, d Õ assign a dendrogram over X. [sent-226, score-0.57]

30 Whereas this tie breaking strategy seems reasonable from a computational point of view, it invariably leads to dendrograms that depend on the ordering of the points. [sent-262, score-0.409]

31 The construction of the dendrogram θ is completed by repeating the previous steps until all points have been merged into a single cluster. [sent-323, score-0.383]

32 This metric space arises from considering the graph metric on the graph depicted in Figure 6. [sent-327, score-0.483]

33 The three dendrograms shown on the right are the three possible outputs one finds when choosing different orders for the agglomeration processes. [sent-361, score-0.409]

34 Clearly, these three dendrograms are not equivalent under permutations of the labels of their base points. [sent-362, score-0.409]

35 This construction reflects the fact that at step i one agglomerates those clusters at distance Ri from eachother (as measured by the linkage function ℓ). [sent-384, score-0.423]

36 Example 4 Note for example that for the five point metric space in Example 3, the result of applying CL (according to the permutation invariant formulation) is the dendrogram in Figureª (a). [sent-396, score-0.54]

37 (b) shows the dendrogram that one obtains as output of (the permutation invariant formulation of) SL, AL and CL applied to the metric space L3 . [sent-399, score-0.54]

38 Proposition 8 Let ÔX, d Õ be a finite metric space and θSL be the dendrogram over X obtained by the single linkage agglomerative procedure described above, and let θ¦ be the dendrogram over X constructed in Example 2. [sent-412, score-1.158]

39 3 Dendrograms as Ultrametric Spaces The representation of dendrograms as ultrametrics is well known and it appears in the book by Jardine and Sibson (1971), it has already been used in the work of Hartigan (1985), and is touched upon in the classical reference of Jain and Dubes (1988, §3. [sent-415, score-0.488]

40 The formulation of the output of hierarchical clustering algorithms as ultrametric spaces is powerful when one is proving stability results, as well as results about the approximation of the dendrograms of metric spaces by their finite subspaces. [sent-419, score-1.382]

41 This is so because of the fact that once a dendrogram is regarded as a metric space, the Gromov-Hausdorff metric provides a very natural notion of distance on the output, in which the right kind of stability results are easily formulated. [sent-420, score-0.854]

42 The main result in this section is that dendrograms and ultrametrics are equivalent. [sent-422, score-0.488]

43 Note that condition (4) in the definition of dendrograms guarantees that uθ is well defined. [sent-431, score-0.434]

44 x1 x2 uθ x3 x1 x2 x3 x4 x1 0 r1 r3 r3 x2 r1 0 r3 r3 x3 r3 r3 0 r2 x4 r3 r3 r2 0 x4 r1 r2 r3 Figure 9: A graphical representation of a dendrogram θ over X Øx1 , x2 , x3 , x3 Ù and the ultrametric uθ . [sent-434, score-0.604]

45 2 F ROM U LTRAMETRICS TO D ENDROGRAMS Conversely, given an ultrametric u : X ¢ X R  , its associated dendrogram θu : Ö0, Õ P ÔX Õ can be obtained as follows: for each r 0 let θu ÔrÕ be the collection of equivalence classes of X under the relation x x½ if and only if uÔx, x½ Õ r. [sent-439, score-0.721]

46 It is easy to check that (1) given any dendrogram θ on X, θuθ θ and (2) given any ultrametric u on X, uθu u. [sent-457, score-0.604]

47 From (3) we see that Ψ satisfies From now, whenever given a dendrogram θX over a set X, we will be using the notation ΨÔθX Õ for the ultrametric associated to X given by Theorem 9. [sent-462, score-0.604]

48 In a similar manner, given an ultrametric u on X, Ψ¡1 ÔuÕ will denote the dendrogram over X given by Theorem 9. [sent-463, score-0.604]

49 4 Reformulation of Hierarchical Clustering using Ultrametrics In the sequel, appealing to Theorem 9 which states the equivalence between ultrametrics and dendrograms, we represent dendrograms as ultrametric spaces. [sent-465, score-0.844]

50 Then, any hierarchical clustering method can be regarded as a map from finite metric spaces into finite ultrametric spaces. [sent-466, score-0.851]

51 Example 6 For a given finite metric space ÔX, d Õ consider the HC method TSL given by TSL ÔX, d Õ ÔX, ΨÔθSLÕÕ, where θSL is the single linkage dendrogram over X defined in §3. [sent-470, score-0.804]

52 This construction is sometimes known as the maximal sub-dominant ultrametric and it has the property that if u d is any other ultrametric on X, then u u¦ . [sent-489, score-0.669]

53 The Lemma below proves that this canonical construction is equivalent to the ultrametric induced by the equivalence relation in Example 1. [sent-490, score-0.391]

54 Lemma 12 For ÔX, d Õ È X write T¦ ÔX, d Õ ÔX, u¦ Õ and let ÔX, θ¦ Õ È D ÔX Õ be the dendrogram arising from the construction in Example 2. [sent-491, score-0.377]

55 r It turns out that T¦ yields exactly single linkage clustering as defined in §3. [sent-494, score-0.408]

56 1442 x½ if and only if C HARACTERIZATION , S TABILITY AND C ONVERGENCE OF H IERARCHICAL C LUSTERING M ETHODS Equivalently, for any finite metric space X, the single linkage dendrogram θSL on X agrees with Ψ¡1 Ôu¦ Õ. [sent-497, score-0.804]

57 5 Comparing results of Hierarchical Clustering Methods One of the goals of this paper is to study the stability of clustering methods to perturbations in the input metric space. [sent-516, score-0.452]

58 We choose to do this by appealing to the ultrametric representation of dendrograms, which provides a natural way of defining a distance between hierarchical clusterings. [sent-518, score-0.462]

59 Consider first the simple case of two different dendrograms ÔX, αÕ and ÔX, βÕ over the same fixed finite set X. [sent-520, score-0.409]

60 In this case, as a tentative measure of dissimilarity between the dendrograms we look at the maximal difference between the associated ultrametrics given by Theorem 9: uα ΨÔαÕ and uβ ΨÔβÕ: maxx,x½ ÈX uα Ôx, x½ Õ¡ uβ Ôx, x½ Õ . [sent-521, score-0.488]

61 There is a natural interpretation of the condition that maxx,x½ ÈX uα Ôx, x½ Õ¡ uβ Ôx, x½ Õ ε: if we look at the graphical representation of the dendrograms α and β, then the transition horizontal lines in Figure 11 have to occur within ε of eachother. [sent-522, score-0.434]

62 1443 ´ C ARLSSON AND M E MOLI α β r3 r3 r2 r2 r1 r1 x4 x3 x2 x1 Figure 11: Two different dendrograms ÔX, αÕ and ÔX, βÕ over the same underlying set X Øx1, x2, x3, x4Ù. [sent-527, score-0.409]

63 Now, in a slightly more general situation we may be faced with the task of comparing two different dendrograms α and β without knowing (or caring about) the exact labels of the points. [sent-529, score-0.409]

64 The most general case arises when we do not know whether the dendrograms come from the same underlying set or not. [sent-531, score-0.409]

65 For the next section we do not need to make use of the full generality in these considerations: there we only compare dendrograms defined over the same underlying set. [sent-554, score-0.409]

66 We finish this section with a precise result regarding the stability of dendrograms arising from SLHC. [sent-556, score-0.491]

67 1446 C HARACTERIZATION , S TABILITY AND C ONVERGENCE OF H IERARCHICAL C LUSTERING M ETHODS X, α x1 x2 x3 x4 r3 r2 r1 r2 r1 y1 y2 y3 Y, β ½ Figure 13: These are the same dendrograms as in Figure 12. [sent-579, score-0.409]

68 Similarly, let ∆n be the metric space with the same underlying set and metric d∆n Ô pi , p j Õ 1, i, j È Ø1, . [sent-599, score-0.545]

69 1 if i x1 T¦ ÔP, d∆n Õ 1 x2 1 xn x1 x2 xn 1 ∆n ∆2 ∆3 ∆4 Figure 14: The metric spaces Ln and ∆n both have n points. [sent-607, score-0.381]

70 Single linkage HC applied to either of them yields the dendrogram in the center. [sent-608, score-0.551]

71 Define Ln to be the metric space with underlying set P and metric dLn Ô pi , p j Õ i¡ j  1448 C HARACTERIZATION , S TABILITY AND C ONVERGENCE OF H IERARCHICAL C LUSTERING M ETHODS ai ¡ a j . [sent-617, score-0.517]

72 Similarly, define ∆ε to be the metric space with underlying set P and metric d∆ε Ô pi , p j Õ n n si ¡ s j   bi ¡ b j . [sent-618, score-0.517]

73 In Carlsson and M´ moli (2009) we study multiparameter clustering methods, which are similar to e HC methods but we track connected components in a multiparameter landscape. [sent-643, score-0.359]

74 We make the notion of similarity between dendrogram precise in §5 by interpreting dendrograms as ultrametric spaces and by computing the Gromov-Hausdorff distance between these ultrametric spaces. [sent-661, score-1.449]

75 The behavior is that the map of metric spaces should induce a map of clusters, that is, that if two points in the domain space belong to the same cluster, then so do their images in the clustering of the image metric space. [sent-663, score-0.741]

76 Condition (I) is clear, the two-point metric space contains only one degree of freedom which has to determine unambiguously the behavior of any clustering method T. [sent-675, score-0.397]

77 In terms of dendrograms, this ¢ ª means that the two point metric space ØA, BÙ,   0δ δ0 ¨ must be mapped to the dendrogram where A and B are merged at parameter value δ, see Figure 16. [sent-676, score-0.575]

78 Condition (II) is crucial and roughly says that whenever one shrinks some distances (even to zero) to obtain a new (pseudo) metric space, then the corresponding efforts in this new space have to be smaller than the efforts in the original metric space. [sent-677, score-0.483]

79 Let θX Ψ¡1 ÔuX Õ and θY Ψ¡1 ÔuY Õ be the dendrograms associated to uX and uY . [sent-679, score-0.409]

80 Condition (III) expresses the fact that in order to join two points x, x½ È X, any clustering method T has to make an effort of at least the separation sepÔX, d Õ of the metric space. [sent-682, score-0.4]

81 y1 T δ y2 y1 y2 δ Figure 16: Interpretation of Condition I: For all δ 0 the two point metric space on the left must be mapped by T into the dendrogram on the right. [sent-685, score-0.54]

82 Remark 20 It is interesting to point out why complete linkage and average linkage hierarchical clustering, as defined in §3. [sent-686, score-0.621]

83 Consider the metric spaces X ØA, B,CÙ with metric given by the edge lengths Ø4, 3, 5Ù and Y ÔA½ , B½ ,C½ Õ with metric given by the edge lengths Ø4, 3, 2Ù, as given in Figure 19. [sent-690, score-0.757]

84 This notion of distance permits regarding the collection of all compact metric spaces as a metric space in itself. [sent-710, score-0.679]

85 Finite metric spaces are by now ubiquitous in virtually all areas of data analysis, and the idea of assigning a metric to the collection of all of them is in fact quite an old one. [sent-712, score-0.577]

86 For Euclidean metric spaces, for example, the idea of constructing a metric was used by Kendall et al. [sent-713, score-0.46]

87 ¨ The Gromov-Hausdorff distance dGH X,Y between compact metric spaces ÔX, dX Õ and ÔY, dY Õ ç was orignally defined to be the infimal ε 0 s. [sent-728, score-0.376]

88 3 A Probabilistic Convergence Result In this section, we prove a precise result which describes how the dendrograms attached to compact metric spaces by single linkage clustering can be obtained as the limits of the dendrograms attached to finite subsets of the metric space. [sent-821, score-1.78]

89 This kind of result is of great importance, since we are often interested in infinite metric spaces but typically do not have access to more than finitely many random samples from the metric space. [sent-823, score-0.527]

90 A triple ÔX, dX , µX Õ, where ÔX, dX Õ is a metric space and µX is a Borel probability measure on X with compact support will be called an mm-space (short for measure metric space). [sent-834, score-0.51]

91 Our stability results seem to be novel and complement classical observations that CL and AL are discontinuous as maps from finite metric spaces into dendrograms. [sent-868, score-0.382]

92 The authors of the present paper reported a characterization for proximity dendrograms (Carlsson and M´ moli, 2008) using the language of category theory. [sent-878, score-0.45]

93 7 More classical is the work of Jardine and Sibson (1971) who also ultimately view HC methods as maps form finite metric spaces to finite ultrametric spaces. [sent-880, score-0.644]

94 Recall that the difference between these two types of dendrograms is that proximity dendrograms retain the linkage value at which mergings take place whereas threshold dendrograms only record the order, see Remark 3. [sent-882, score-1.532]

95 Collection of all dendrograms over the finite set X, page 1431. [sent-908, score-0.473]

96 An ultrametric obtained from the dendrogram θ, page 1440. [sent-914, score-0.668]

97 A dendrogram obtained from the ultrametric u, page 1441. [sent-915, score-0.668]

98 Hausdorff distance between subsets of the metric space Z, page 1455. [sent-919, score-0.369]

99 Standard linkage based HC methods seen as maps from X to U , page 1442. [sent-920, score-0.358]

100 Condition (1) in the definition of dendrograms implies that x x½ . [sent-998, score-0.409]


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