A fast and recursive algorithm for clustering large datasets with $k$-medians

Details A fast and recursive algorithm for clustering large datasets with $k$-medians A fast and recursive algorithm for clustering large datasets with $k$-medians

2011-01-21

arxiv.org/abs/1101.4179v3

Statistics

Computation

Under revision for Computational Statistics and Data Analysis

Scientific paper

Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. Borrowing ideas from MacQueen (1967) who introduced a sequential version of the $k$-means algorithm, a new class of recursive stochastic gradient algorithms designed for the $k$-medians loss criterion is proposed. By their recursive nature, these algorithms are very fast and are well adapted to deal with large samples of data that are allowed to arrive sequentially. It is proved that the stochastic gradient algorithm converges almost surely to the set of stationary points of the underlying loss criterion. A particular attention is paid to the averaged versions, which are known to have better performances, and a data-driven procedure that allows automatic selection of the value of the descent step is proposed. The performance of the averaged sequential estimator is compared on a simulation study, both in terms of computation speed and accuracy of the estimations, with more classical partitioning techniques such as $k$-means, trimmed $k$-means and PAM (partitioning around medoids). Finally, this new online clustering technique is illustrated on determining television audience profiles with a sample of more than 5000 individual television audiences measured every minute over a period of 24 hours.

Affiliated with

Also associated with

No associations

Rating

A fast and recursive algorithm for clustering large datasets with $k$-medians does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A fast and recursive algorithm for clustering large datasets with $k$-medians, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A fast and recursive algorithm for clustering large datasets with $k$-medians will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-19520