Data Mining

Cluster Analysis: Basic Concepts

and Algorithms

Lecture Notes for Chapter 8

Introduction to Data Mining

by
Tan, Steinbach, Kumar

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 1

 What is Cluster Analysis?

● Finding groups of objects such that the objects in a group

will be similar (or related) to one another and different
from (or unrelated to) the objects in other groups

Inter-cluster
Intra-cluster distances are
distances are maximized
minimized

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 2

 Applications of Cluster Analysis
Discovered Clusters Industry Group
● Understanding Applied-Matl-DOWN,Bay-Network-Down,3-COM-DOWN,

– Group related documents

1 Cabletron-Sys-DOWN,CISCO-DOWN,HP-DOWN,
DSC-Comm-DOWN,INTEL-DOWN,LSI-Logic-DOWN,
Micron-Tech-DOWN,Texas-Inst-Down,Tellabs-Inc-Down,
Technology1-DOWN
Natl-Semiconduct-DOWN,Oracl-DOWN,SGI-DOWN,
for browsing, group genes Sun-DOWN
Apple-Comp-DOWN,Autodesk-DOWN,DEC-DOWN,

and proteins that have 2 ADV-Micro-Device-DOWN,Andrew-Corp-DOWN,

Computer-Assoc-DOWN,Circuit-City-DOWN,
Compaq-DOWN, EMC-Corp-DOWN, Gen-Inst-DOWN,
Technology2-DOWN
similar functionality, or Motorola-DOWN,Microsoft-DOWN,Scientific-Atl-DOWN
Fannie-Mae-DOWN,Fed-Home-Loan-DOWN,
group stocks with similar 3 MBNA-Corp-DOWN,Morgan-Stanley-DOWN Financial-DOWN

price fluctuations Baker-Hughes-UP,Dresser-Inds-UP,Halliburton-HLD-UP,

4 Louisiana-Land-UP,Phillips-Petro-UP,Unocal-UP,
Schlumberger-UP
Oil-UP

● Summarization
– Reduce the size of large
data sets

Clustering precipitation
in Australia

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 3

 What is not Cluster Analysis?

● Supervised classification
– Have class label information

● Simple segmentation
– Dividing students into different registration groups
alphabetically, by last name

● Results of a query
– Groupings are a result of an external specification

● Graph partitioning
– Some mutual relevance and synergy, but areas are not
identical

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 4

 Notion of a Cluster can be
Ambiguous

How many clusters? Six Clusters

Two Clusters Four Clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 5

 Types of Clusterings

● A clustering is a set of clusters

● Important distinction between hierarchical and

partitional sets of clusters

● Partitional Clustering
– A division data objects into non-overlapping subsets (clusters)
such that each data object is in exactly one subset

● Hierarchical clustering
– A set of nested clusters organized as a hierarchical tree

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 6

 Partitional Clustering

Original Points A Partitional Clustering

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 7

 Hierarchical Clustering

p1
p3 p4
p2
p1 p2 p3 p4
Traditional Hierarchical Clustering Traditional Dendrogram

p1
p3 p4
p2
p1 p2 p3 p4
Non-traditional Hierarchical Clustering Non-traditional Dendrogram

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 8

 Other Distinctions Between Sets of
Clusters

● Exclusive versus non-exclusive

– In non-exclusive clusterings, points may belong to multiple
clusters.
– Can represent multiple classes or ‘border’ points
● Fuzzy versus non-fuzzy
– In fuzzy clustering, a point belongs to every cluster with some
weight between 0 and 1
– Weights must sum to 1
– Probabilistic clustering has similar characteristics
● Partial versus complete
– In some cases, we only want to cluster some of the data
● Heterogeneous versus homogeneous
– Cluster of widely different sizes, shapes, and densities

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 9

 Types of Clusters

● Well-separated clusters

● Center-based clusters

● Contiguous clusters

● Density-based clusters

● Property or Conceptual

● Described by an Objective Function

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 10
 Types of Clusters: Well-Separated

● Well-Separated Clusters:
– A cluster is a set of points such that any point in a cluster is
closer (or more similar) to every other point in the cluster than
to any point not in the cluster.

3 well-separated clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 11

 Types of Clusters: Center-Based

● Center-based
– A cluster is a set of objects such that an object in a cluster is
closer (more similar) to the “center” of a cluster, than to the
center of any other cluster
– The center of a cluster is often a centroid, the average of all
the points in the cluster, or a medoid, the most “representative”
point of a cluster

4 center-based clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 12

 Types of Clusters: Contiguity-Based

● Contiguous Cluster (Nearest neighbor or

Transitive)
– A cluster is a set of points such that a point in a cluster is
closer (or more similar) to one or more other points in the
cluster than to any point not in the cluster.

8 contiguous clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 13

 Types of Clusters: Density-Based

● Density-based
– A cluster is a dense region of points, which is separated by
low-density regions, from other regions of high density.
– Used when the clusters are irregular or intertwined, and when
noise and outliers are present.

6 density-based clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 14

 Types of Clusters: Conceptual Clusters

● Shared Property or Conceptual Clusters

– Finds clusters that share some common property or represent
a particular concept.
.

2 Overlapping Circles

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 15

 Types of Clusters: Objective Function

● Clusters Defined by an Objective Function

– Finds clusters that minimize or maximize an objective function.
– Enumerate all possible ways of dividing the points into clusters
and evaluate the `goodness' of each potential set of clusters by
using the given objective function. (NP Hard)
– Can have global or local objectives.
 Hierarchical clustering algorithms typically have local objectives
 Partitional algorithms typically have global objectives
– A variation of the global objective function approach is to fit the
data to a parameterized model.
 Parameters for the model are determined from the data.
 Mixture models assume that the data is a ‘mixture' of a number of
statistical distributions.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 16

 Types of Clusters: Objective Function …

● Map the clustering problem to a different domain

and solve a related problem in that domain
– Proximity matrix defines a weighted graph, where the
nodes are the points being clustered, and the
weighted edges represent the proximities between
points

– Clustering is equivalent to breaking the graph into

connected components, one for each cluster.

– Want to minimize the edge weight between clusters

and maximize the edge weight within clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 17

 Characteristics of the Input Data Are
Important

● Type of proximity or density measure

– This is a derived measure, but central to clustering
● Sparseness
– Dictates type of similarity
– Adds to efficiency
● Attribute type
– Dictates type of similarity
● Type of Data
– Dictates type of similarity
– Other characteristics, e.g., autocorrelation
● Dimensionality
● Noise and Outliers
● Type of Distribution

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 18

 Clustering Algorithms

● K-means and its variants

● Hierarchical clustering

● Density-based clustering

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 19

 K-means Clustering

● Partitional clustering approach

● Each cluster is associated with a centroid (center point)
● Each point is assigned to the cluster with the closest
centroid
● Number of clusters, K, must be specified
● The basic algorithm is very simple

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 20

 K-means Clustering – Details
● Initial centroids are often chosen randomly.
– Clusters produced vary from one run to another.
● The centroid is (typically) the mean of the points in the
cluster.
● ‘Closeness’ is measured by Euclidean distance, cosine
similarity, correlation, etc.
● K-means will converge for common similarity measures
mentioned above.
● Most of the convergence happens in the first few
iterations.
– Often the stopping condition is changed to ‘Until relatively few
points change clusters’
● Complexity is O( n * K * I * d )
– n = number of points, K = number of clusters,
I = number of iterations, d = number of attributes

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 21

 Two different K-means Clusterings
3

2.5

2
Original Points
1.5

y
1

0.5

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2

x

3 3

2.5 2.5

2 2

1.5 1.5
y

y
1 1

0.5 0.5

0 0

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2

x x

Optimal Clustering Sub-optimal Clustering

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 22

 Importance of Choosing Initial
Centroids

Iteration 1
Iteration 2
Iteration 3
Iteration 4
Iteration 5
Iteration 6
3

2.5

1.5
y

0.5

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2

x

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 23

 Importance of Choosing Initial
Centroids
Iteration 1 Iteration 2 Iteration 3
3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2
x x x

Iteration 4 Iteration 5 Iteration 6

3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2
x x x

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 24

 Evaluating K-means Clusters

● Most common measure is Sum of Squared Error (SSE)

– For each point, the error is the distance to the nearest cluster
– To get SSE, we square these errors and sum them.
K
SSE = ∑ ∑ dist 2 (mi , x )
i =1 x∈Ci

– x is a data point in cluster Ci and mi is the representative point for

cluster Ci
 can show that mi corresponds to the center (mean) of the cluster
– Given two clusters, we can choose the one with the smallest
error
– One easy way to reduce SSE is to increase K, the number of
clusters
 A good clustering with smaller K can have a lower SSE than a poor
clustering with higher K

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 25

 Importance of Choosing Initial
Centroids …

Iteration 1
Iteration 2
Iteration 3
Iteration 4
Iteration 5
3

2.5

1.5
y

0.5

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2

x

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 26

 Importance of Choosing Initial
Centroids …

Iteration 1 Iteration 2
3 3

2.5 2.5

2 2

1.5 1.5
y

y
1 1

0.5 0.5

0 0

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2

x x

Iteration 3 Iteration 4 Iteration 5

3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

y

y
1 1 1

0.5 0.5 0.5

0 0 0

­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2 ­2 ­1.5 ­1 ­0.5 0 0.5 1 1.5 2
x x x

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 27

 Problems with Selecting Initial Points

● If there are K ‘real’ clusters then the chance of selecting

one centroid from each cluster is small.
– Chance is relatively small when K is large
– If clusters are the same size, n, then

– For example, if K = 10, then probability = 10!/1010 = 0.00036

– Sometimes the initial centroids will readjust themselves in
‘right’ way, and sometimes they don’t
– Consider an example of five pairs of clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 28

 10 Clusters Example

Iteration 1
Iteration 2
Iteration 3
Iteration 4
8

2
y

­2

­4

­6

0 5 10 15 20
x
Starting with two initial centroids in one cluster of each pair of clusters
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 29
 10 Clusters Example
Iteration 1 Iteration 2
8 8

6 6

4 4

2 2
y

y
0 0

­2 ­2

­4 ­4

­6 ­6

0 5 10 15 20 0 5 10 15 20
x x
Iteration 3 Iteration 4
8 8

6 6

4 4

2 2
y

y
0 0

­2 ­2

­4 ­4

­6 ­6

0 5 10 15 20 0 5 10 15 20
x x
Starting with two initial centroids in one cluster of each pair of clusters
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 30
 10 Clusters Example

Iteration 1
Iteration 2
Iteration 3
Iteration 4
8

2
y

­2

­4

­6

0 5 10 15 20
x
Starting with some pairs of clusters having three initial centroids, while other have only
one.
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 31
 10 Clusters Example
Iteration 1 Iteration 2
8 8

6 6

4 4

2 2
y

y
0 0

­2 ­2

­4 ­4

­6 ­6

0 5 10 15 20 0 5 10 15 20
Iteration 3
x Iteration 4
x
8 8

6 6

4 4

2 2
y

y
0 0

­2 ­2

­4 ­4

­6 ­6

0 5 10 15 20 0 5 10 15 20
x x

Starting with some pairs of clusters having three initial centroids, while other have only
one.
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 32
 Solutions to Initial Centroids
Problem

● Multiple runs
– Helps, but probability is not on your side
● Sample and use hierarchical clustering to
determine initial centroids
● Select more than k initial centroids and then
select among these initial centroids
– Select most widely separated
● Postprocessing
● Bisecting K-means
– Not as susceptible to initialization issues

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 33

 Handling Empty Clusters

● Basic K-means algorithm can yield empty

clusters

● Several strategies
– Choose the point that contributes most to SSE
– Choose a point from the cluster with the highest SSE
– If there are several empty clusters, the above can be
repeated several times.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 34

 Updating Centers Incrementally

● In the basic K-means algorithm, centroids are

updated after all points are assigned to a centroid

● An alternative is to update the centroids after

each assignment (incremental approach)
– Each assignment updates zero or two centroids
– More expensive
– Introduces an order dependency
– Never get an empty cluster
– Can use “weights” to change the impact

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 35

 Pre-processing and Post-
processing

● Pre-processing
– Normalize the data
– Eliminate outliers

● Post-processing
– Eliminate small clusters that may represent outliers
– Split ‘loose’ clusters, i.e., clusters with relatively high
SSE
– Merge clusters that are ‘close’ and that have relatively
low SSE
– Can use these steps during the clustering process
 ISODATA

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 36

 Bisecting K-means

● Bisecting K-means algorithm

– Variant of K-means that can produce a partitional or a
hierarchical clustering

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 37

 Bisecting K-means Example

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 38

 Limitations of K-means

● K-means has problems when clusters are of

differing
– Sizes
– Densities
– Non-globular shapes

● K-means has problems when the data contains

outliers.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 39

 Limitations of K-means: Differing Sizes

Original Points K-means (3 Clusters)

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 40

 Limitations of K-means: Differing
Density

Original Points K-means (3 Clusters)

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 41

Limitations of K-means: Non-globular
Shapes

Original Points K-means (2 Clusters)

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 42

Overcoming K-means Limitations

Original Points K-means Clusters

One solution is to use many clusters.

Find parts of clusters, but need to put together.
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 43
 Overcoming K-means Limitations

Original Points K-means Clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 44

Overcoming K-means Limitations

Original Points K-means Clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 45

 Hierarchical Clustering

● Produces a set of nested clusters organized as a

hierarchical tree
● Can be visualized as a dendrogram
– A tree like diagram that records the sequences of
merges or splits

6 5

0.2
4
3 4
2
0.15
5
2
0.1

1
0.05 1
3

0
1 3 2 5 4 6

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 46

 Strengths of Hierarchical
Clustering

● Do not have to assume any particular number of

clusters
– Any desired number of clusters can be obtained by
‘cutting’ the dendogram at the proper level

● They may correspond to meaningful taxonomies

– Example in biological sciences (e.g., animal kingdom,
phylogeny reconstruction, …)

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 47

 Hierarchical Clustering

● Two main types of hierarchical clustering

– Agglomerative:
 Start with the points as individual clusters
 At each step, merge the closest pair of clusters until only one cluster
(or k clusters) left

– Divisive:
 Start with one, all-inclusive cluster
 At each step, split a cluster until each cluster contains a point (or
there are k clusters)

● Traditional hierarchical algorithms use a similarity or

distance matrix
– Merge or split one cluster at a time

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 48

 Agglomerative Clustering
Algorithm

● More popular hierarchical clustering technique

● Basic algorithm is straightforward
– Compute the proximity matrix
– Let each data point be a cluster
– Repeat
 Merge the two closest clusters
 Update the proximity matrix
– Until only a single cluster remains

● Key operation is the computation of the proximity of

two clusters
– Different approaches to defining the distance between
clusters distinguish the different algorithms

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 49

 Starting Situation

● Start with clusters of individual points and a

proximity matrix p1 p2 p3 p4 p5 ...
p1

p2
p3

p4
p5
.
.
. Proximity Matrix

...
p1 p2 p3 p4 p9 p10 p11 p12

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 50

 Intermediate Situation

● After some merging steps, we have some clusters

C1 C2 C3 C4 C5
C1

C2
C3
C3
C4
C4
C5

Proximity Matrix
C1

C2 C5

...
p1 p2 p3 p4 p9 p10 p11 p12

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 51

 Intermediate Situation

● We want to merge the two closest clusters (C2 and C5) and
update the proximity matrix. C1 C2 C3 C4 C5
C1

C2
C3
C3
C4
C4
C5

Proximity Matrix
C1

C2 C5

...
p1 p2 p3 p4 p9 p10 p11 p12

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 52

 After Merging

● The question is “How do we update the proximity matrix?”

C2
U
C1 C5 C3 C4

C1 ?

C2 U C5 ? ? ? ?
C3
C3 ?
C4
C4 ?

Proximity Matrix
C1

C2 U C5

...
p1 p2 p3 p4 p9 p10 p11 p12

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 53

 How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1
Similarity?
p2

p3

p4

p5
● MIN
.
● MAX
.
● Group Average .
Proximity Matrix
● Distance Between Centroids
● Other methods driven by an objective
function
– Ward’s Method uses squared error

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 54

 How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2

p3

p4

p5
● MIN
.
● MAX
.
● Group Average .
Proximity Matrix
● Distance Between Centroids
● Other methods driven by an objective
function
– Ward’s Method uses squared error

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 55

 How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2

p3

p4

p5
● MIN
.
● MAX
.
● Group Average .
Proximity Matrix
● Distance Between Centroids
● Other methods driven by an objective
function
– Ward’s Method uses squared error

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 56

 How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

p2

p3

p4

p5
● MIN
.
● MAX
.
● Group Average .
Proximity Matrix
● Distance Between Centroids
● Other methods driven by an objective
function
– Ward’s Method uses squared error

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 57

 How to Define Inter-Cluster Similarity
p1 p2 p3 p4 p5 ...
p1

× × p2

p3

p4

p5
● MIN
.
● MAX
.
● Group Average .
Proximity Matrix
● Distance Between Centroids
● Other methods driven by an objective
function
– Ward’s Method uses squared error

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 58

 Cluster Similarity: MIN or Single
Link

● Similarity of two clusters is based on the two

most similar (closest) points in the different
clusters
– Determined by one pair of points, i.e., by one link in
the proximity graph.

I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 59

 Hierarchical Clustering: MIN

5
1
3
5 0.2

2 1
0.15
2 3 6 0.1

0.05
4
4 0
3 6 2 5 4 1

Nested Clusters Dendrogram

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 60

 Strength of MIN

Original Points Two Clusters

• Can handle non-elliptical shapes

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 61

 Limitations of MIN

Original Points Two Clusters

• Sensitive to noise and outliers

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 62

 Cluster Similarity: MAX or Complete
Linkage

● Similarity of two clusters is based on the two least

similar (most distant) points in the different
clusters
– Determined by all pairs of points in the two clusters

I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 63

 Hierarchical Clustering: MAX

4 1
2 5 0.4

0.35
5
2 0.3

0.25

3 6 0.2

3 0.15
1 0.1

4 0.05

0
3 6 4 1 2 5

Nested Clusters Dendrogram

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 64

 Strength of MAX

Original Points Two Clusters

• Less susceptible to noise and outliers

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 65

 Limitations of MAX

Original Points Two Clusters

•Tends to break large clusters

•Biased towards globular clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 66

 Cluster Similarity: Group Average

● Proximity of two clusters is the average of pairwise proximity

between points in the two clusters.
∑ proximity(p ,p )
pi∈Cluster
i j
i
pj∈Clusterj
proximity(
Cluster j) =
i , Cluster
|Clusteri | ∗|Clusterj |

● Need to use average connectivity for scalability since total

proximity favors large clusters
I1 I2 I3 I4 I5
I1 1.00 0.90 0.10 0.65 0.20
I2 0.90 1.00 0.70 0.60 0.50
I3 0.10 0.70 1.00 0.40 0.30
I4 0.65 0.60 0.40 1.00 0.80
I5 0.20 0.50 0.30 0.80 1.00 1 2 3 4 5
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 67
 Hierarchical Clustering: Group
Average

5 4 1
2 0.25

5 0.2
2
0.15
3 6 0.1

1 0.05
4
0
3 3 6 4 1 2 5

Nested Clusters Dendrogram

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 68

 Hierarchical Clustering: Group
Average

● Compromise between Single and Complete

Link

● Strengths
– Less susceptible to noise and outliers

● Limitations
– Biased towards globular clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 69

 Cluster Similarity: Ward’s Method

● Similarity of two clusters is based on the increase

in squared error when two clusters are merged
– Similar to group average if distance between points is
distance squared

● Less susceptible to noise and outliers

● Biased towards globular clusters

● Hierarchical analogue of K-means

– Can be used to initialize K-means

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 70

 Hierarchical Clustering: Comparison

5
1 4 1
3
2 5
5 5
2 1 2
MIN MAX
2 3 6 3 6
3
1
4 4
4

5
1 5 4 1
2 2
5 Ward’s Method 5
2 2
3 6 Group Average 3 6
3
4 1 1
4 4
3

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 71

 Hierarchical Clustering: Time and Space
requirements

● O(N2) space since it uses the proximity matrix.

– N is the number of points.

● O(N3) time in many cases

– There are N steps and at each step the size, N2,
proximity matrix must be updated and searched
– Complexity can be reduced to O(N2 log(N) ) time for
some approaches

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 72

 Hierarchical Clustering: Problems and
Limitations

● Once a decision is made to combine two clusters,

it cannot be undone

● No objective function is directly minimized

● Different schemes have problems with one or

more of the following:
– Sensitivity to noise and outliers
– Difficulty handling different sized clusters and convex
shapes
– Breaking large clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 73

 MST: Divisive Hierarchical
Clustering

● Build MST (Minimum Spanning Tree)

– Start with a tree that consists of any point
– In successive steps, look for the closest pair of points (p, q)
such that one point (p) is in the current tree but the other (q) is
not
– Add q to the tree and put an edge between p and q

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 74

 MST: Divisive Hierarchical
Clustering

● Use MST for constructing hierarchy of clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 75

 DBSCAN

● DBSCAN is a density-based algorithm.

– Density = number of points within a specified radius (Eps)

– A point is a core point if it has more than a specified number

of points (MinPts) within Eps
 These are points that are at the interior of a cluster

– A border point has fewer than MinPts within Eps, but is in

the neighborhood of a core point

– A noise point is any point that is not a core point or a border

point.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 76

 DBSCAN: Core, Border, and Noise Points

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 77

 DBSCAN Algorithm

● Eliminate noise points

● Perform clustering on the remaining points

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 78

 DBSCAN: Core, Border and Noise Points

Original Points Point types: core,

border and noise

Eps = 10, MinPts = 4

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 79
 When DBSCAN Works Well

Original Points Clusters

• Resistant to Noise
• Can handle clusters of different shapes and sizes

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 80

 When DBSCAN Does NOT Work Well

(MinPts=4, Eps=9.75).

Original Points

• Varying densities
• High-dimensional data
(MinPts=4, Eps=9.92)
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 81
 DBSCAN: Determining EPS and MinPts

● Idea is that for points in a cluster, their kth nearest

neighbors are at roughly the same distance
● Noise points have the kth nearest neighbor at farther
distance
● So, plot sorted distance of every point to its kth
nearest neighbor

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 82

 Cluster Validity

● For supervised classification we have a variety of

measures to evaluate how good our model is
– Accuracy, precision, recall

● For cluster analysis, the analogous question is how to

evaluate the “goodness” of the resulting clusters?

● But “clusters are in the eye of the beholder”!

● Then why do we want to evaluate them?

– To avoid finding patterns in noise
– To compare clustering algorithms
– To compare two sets of clusters
– To compare two clusters

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 83

 Clusters found in Random Data
1 1

0.9 0.9

0.8 0.8

0.7 0.7

Random 0.6 0.6 DBSCAN

Points 0.5 0.5
y

y
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
1 1

0.9 0.9

K-means 0.8 0.8 Complete

0.7 0.7 Link
0.6 0.6

0.5 0.5
y

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 84
 Different Aspects of Cluster Validation

● Determining the clustering tendency of a set of data, i.e.,

distinguishing whether non-random structure actually exists in the
data.
● Comparing the results of a cluster analysis to externally known
results, e.g., to externally given class labels.
● Evaluating how well the results of a cluster analysis fit the data
without reference to external information.
- Use only the data
● Comparing the results of two different sets of cluster analyses to
determine which is better.
● Determining the ‘correct’ number of clusters.

For 2, 3, and 4, we can further distinguish whether we want to

evaluate the entire clustering or just individual clusters.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 85

 Measures of Cluster Validity
● Numerical measures that are applied to judge various aspects
of cluster validity, are classified into the following three types.
– External Index: Used to measure the extent to which cluster labels
match externally supplied class labels.
 Entropy
– Internal Index: Used to measure the goodness of a clustering
structure without respect to external information.
 Sum of Squared Error (SSE)
– Relative Index: Used to compare two different clusterings or
clusters.
 Often an external or internal index is used for this function, e.g., SSE or entropy
● Sometimes these are referred to as criteria instead of indices
– However, sometimes criterion is the general strategy and index is the
numerical measure that implements the criterion.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 86

 Measuring Cluster Validity Via
Correlation

● Two matrices
– Proximity Matrix
– “Incidence” Matrix
 One row and one column for each data point
 An entry is 1 if the associated pair of points belong to the same cluster
 An entry is 0 if the associated pair of points belongs to different clusters
● Compute the correlation between the two matrices
– Since the matrices are symmetric, only the correlation between
n(n-1) / 2 entries needs to be calculated.
● High correlation indicates that points that belong to the
same cluster are close to each other.
● Not a good measure for some density or contiguity based
clusters.

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 87

 Measuring Cluster Validity Via
Correlation

● Correlation of incidence and proximity matrices

for the K-means clusterings of the following two
data sets.
1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5
y

y
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x

Corr = -0.9235 Corr = -0.5810

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 88

Using Similarity Matrix for Cluster
Validation

● Order the similarity matrix with respect to cluster

labels and inspect visually.

1
1
10 0.9
0.9
20 0.8
0.8
30 0.7
0.7
40 0.6
0.6

Points
50 0.5
0.5
y

60 0.4
0.4
70 0.3
0.3
80 0.2
0.2
90 0.1
0.1
100 0
0 20 40 60 80 100 Similarity
0 0.2 0.4 0.6 0.8 1
Points
x

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 89

 Using Similarity Matrix for Cluster
Validation

● Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5 0.5

y
60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100 Similarity 0 0.2 0.4 0.6 0.8 1
Points x

DBSCAN

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 90

 Using Similarity Matrix for Cluster
Validation

● Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5 0.5

y
60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100 Similarity 0 0.2 0.4 0.6 0.8 1
Points x

K-means

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 91

 Using Similarity Matrix for Cluster
Validation

● Clusters in random data are not so crisp

1 1

10 0.9 0.9

20 0.8 0.8

30 0.7 0.7

40 0.6 0.6
Points

50 0.5 0.5

y
60 0.4 0.4

70 0.3 0.3

80 0.2 0.2

90 0.1 0.1

100 0 0
20 40 60 80 100 Similarity 0 0.2 0.4 0.6 0.8 1
Points x

Complete Link

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 92

 Using Similarity Matrix for Cluster
Validation

0.9
1  500
2 0.8
6
0.7
1000
3 0.6
4
1500 0.5

0.4
2000
0.3
5
0.2
2500
0.1
7
3000 0
500 1000 1500 2000 2500 3000

DBSCAN

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 93

 Internal Measures: SSE
● Clusters in more complicated figures aren’t well separated
● Internal Index: Used to measure the goodness of a clustering
structure without respect to external information
– SSE
● SSE is good for comparing two clusterings or two clusters
(average SSE).
● Can also be used to estimate the number of clusters
10

6 9

8
4
7

2 6

SSE
5
0
4
­2 3

2
­4
1
­6 0
2  5  10 15 20 25 30
5 10 15
K
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 94
 Internal Measures: SSE

● SSE curve for a more complicated data set

1 
2 6

3
4

SSE of clusters found using K-means

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 95

 Framework for Cluster Validity

● Need a framework to interpret any measure.

– For example, if our measure of evaluation has the value, 10, is that
good, fair, or poor?
● Statistics provide a framework for cluster validity
– The more “atypical” a clustering result is, the more likely it represents
valid structure in the data
– Can compare the values of an index that result from random data or
clusterings to those of a clustering result.
 If the value of the index is unlikely, then the cluster results are valid
– These approaches are more complicated and harder to understand.
● For comparing the results of two different sets of cluster
analyses, a framework is less necessary.
– However, there is the question of whether the difference between two
index values is significant

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 96

 Statistical Framework for SSE

● Example
– Compare SSE of 0.005 against three clusters in random data
– Histogram shows SSE of three clusters in 500 sets of random data
points of size 100 distributed over the range 0.2 – 0.8 for x and y
values
1
50
0.9
45
0.8
40
0.7
35
0.6
30
Count
0.5
y

25
0.4
20
0.3
15
0.2
10
0.1
5
0
0 0.2 0.4 0.6 0.8 1 0
0.016 0.018 0.02 0.022 0.024 0.026 0.028 0.03 0.032 0.034
x SSE

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 97

Statistical Framework for Correlation

● Correlation of incidence and proximity matrices for the

K-means clusterings of the following two data sets.

1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5
y

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x

Corr = -0.9235 Corr = -0.5810

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 98

 Internal Measures: Cohesion and Separation

● Cluster Cohesion: Measures how closely related

are objects in a cluster
– Example: SSE
● Cluster Separation: Measure how distinct or well-
separated a cluster is from other clusters
● Example: Squared Error
– Cohesion is measured by the within cluster sum of squares (SSE)
WSS = ∑ ∑ ( x − mi )2
i x∈C i
– Separation is measured by the between cluster sum of squares

BSS = ∑ Ci ( m − mi ) 2

i
– Where |Ci| is the size of cluster i
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 99
 Internal Measures: Cohesion and
Separation

● Example: SSE
– BSS + WSS = constant
m
× × ×
1 m1 2 3 4 m2 5

K=1 cluster: WSS= (1 − 3) 2 + ( 2 − 3) 2 + ( 4 − 3) 2 + (5 − 3) 2 = 10

BSS= 4 × (3 − 3) 2 = 0
Total = 10 + 0 = 10

K=2 clusters: WSS= (1 − 1.5) 2 + ( 2 − 1.5) 2 + ( 4 − 4.5) 2 + (5 − 4.5) 2 = 1

BSS= 2 × (3 − 1.5) 2 + 2 × ( 4.5 − 3) 2 = 9
Total = 1 + 9 = 10
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 100
 Internal Measures: Cohesion and Separation

● A proximity graph based approach can also be used for

cohesion and separation.
– Cluster cohesion is the sum of the weight of all links within a cluster.
– Cluster separation is the sum of the weights between nodes in the cluster
and nodes outside the cluster.

cohesion separation

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 101

 Internal Measures: Silhouette Coefficient

● Silhouette Coefficient combine ideas of both cohesion and separation,

but for individual points, as well as clusters and clusterings
● For an individual point, i
– Calculate a = average distance of i to the points in its cluster
– Calculate b = min (average distance of i to points in another cluster)
– The silhouette coefficient for a point is then given by

s = 1 – a/b if a < b, (or s = b/a - 1 if a ≥ b, not the usual case)

b
– Typically between 0 and 1. a
– The closer to 1 the better.

● Can calculate the Average Silhouette width for a cluster or a

clustering
© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 102
 External Measures of Cluster Validity: Entropy and
Purity

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 103

 Final Comment on Cluster Validity

“The validation of clustering structures is the most

difficult and frustrating part of cluster analysis.
Without a strong effort in this direction, cluster
analysis will remain a black art accessible only to
those true believers who have experience and
great courage.”

Algorithms for Clustering Data, Jain and Dubes

© Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 104