A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We address the problem of simultaneously learning a k-means clustering and deep feature representation from unlabelled data, which is of interest due to the potential of deep k-means to outperform traditional two-step feature extraction and shallow-clustering strategies. We achieve this by developing a gradient-estimat…
Kernel k-means clustering can correctly identify and extract a far more varied collection of cluster structures than the linear k-means clustering algorithm. However, kernel k-means clustering is computationally expensive when the non-linear feature map is high-dimensional and there are many input points. Kernel …
Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for c…
Identifying a set of homogeneous clusters in a heterogeneous dataset is one of the most important classes of problems in statistical modeling. In the realm of unsupervised partitional clustering, k-means is a very important algorithm for this. In this technical report, we develop a new k-means variant called Augmented …
We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in https://ssrn.com/abstract=2802753 to quantitative finance. *K-means is statistically deterministic without specifying initial centers, etc. We apply *K-means to extracting cancer signatures from genome data w…
One of the applications of center-based clustering algorithms such as K-Means is partitioning data points into K clusters. In some examples, the feature space relates to the underlying problem we are trying to solve, and sometimes we can obtain a suitable feature space. Nevertheless, while K-Means is one of the most ef…
We introduce the {\it diffusion K-means} clustering method on Riemannian submanifolds, which maximizes the within-cluster connectedness based on the diffusion distance. The diffusion K-means constructs a random walk on the similarity graph with vertices as data points randomly sampled on the manifolds and edges as …
Finding the optimal k-means clustering is NP-hard in general and many heuristics have been designed for minimizing monotonically the k-means objective. We first show how to extend Lloyd's batched relocation heuristic and Hartigan's single-point relocation heuristic to take into account empty-cluster and single-poin…
Mixed datasets consist of both numeric and categorical attributes. Various k-means-based clustering algorithms have been developed for these datasets. Generally, these algorithms use random partition as a starting point, which tends to produce different clustering results for different runs. In this paper, we propose, …
The paper analyzes k-means clustering for missing data, proving statistical guarantees under MCAR.
problem Statistical guarantees for k-means clustering with missing data, especially under Missing Completely at Random (MCAR).
method Established n-excess risk bound and consistency of cluster centers under general missing mechanisms; derived n-convergence rate and asymptotic normality for MCAR.
result Achieving n-rate and converging to true cluster centers requires distinct true cluster centers in every dimension under MCAR.
Many clustering algorithms exist that estimate a cluster centroid, such as K-means, K-medoids or mean-shift, but no algorithm seems to exist that clusters data by returning exactly K meaningful modes. We propose a natural definition of a K-modes objective function by combining the notions of density and cluster assignm…
Bayesian models offer great flexibility for clustering applications---Bayesian nonparametrics can be used for modeling infinite mixtures, and hierarchical Bayesian models can be utilized for sharing clusters across multiple data sets. For the most part, such flexibility is lacking in classical clustering methods such a…
We propose the Lasso Weighted k-means (LW-k-means) algorithm as a simple yet efficient sparse clustering procedure for high-dimensional data where the number of features (p) can be much larger compared to the number of observations (n). In the LW-k-means algorithm, we introduce a lasso-based penalty term,…
The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an approximate way to obtain maximum likelihood estimates for the means. Along with …
To cluster data that are not linearly separable in the original feature space, k-means clustering was extended to the kernel version. However, the performance of kernel k-means clustering largely depends on the choice of kernel function. To mitigate this problem, multiple kernel learning has been introduced into th…