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Robust and sparse k-means clustering for high-dimensional data

Šárka Brodinová (), Peter Filzmoser, Thomas Ortner, Christian Breiteneder and Maia Rohm
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Šárka Brodinová: TU Wien
Thomas Ortner: TU Wien
Christian Breiteneder: TU Wien
Maia Rohm: TU Wien

Advances in Data Analysis and Classification, 2019, vol. 13, issue 4, No 5, 905-932

Abstract: Abstract In real-world application scenarios, the identification of groups poses a significant challenge due to possibly occurring outliers and existing noise variables. Therefore, there is a need for a clustering method which is capable of revealing the group structure in data containing both outliers and noise variables without any pre-knowledge. In this paper, we propose a k-means-based algorithm incorporating a weighting function which leads to an automatic weight assignment for each observation. In order to cope with noise variables, a lasso-type penalty is used in an objective function adjusted by observation weights. We finally introduce a framework for selecting both the number of clusters and variables based on a modified gap statistic. The conducted experiments on simulated and real-world data demonstrate the advantage of the method to identify groups, outliers, and informative variables simultaneously.

Keywords: Clusters; Outliers; Noise variables; High-dimensions; Gap statistic; 62H30 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11634-019-00356-9

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