MC-GTA: Metric-Constrained Model-Based Clustering using Goodness-of-fit Tests with Autocorrelations
- URL: http://arxiv.org/abs/2405.18395v2
- Date: Mon, 3 Jun 2024 03:53:16 GMT
- Title: MC-GTA: Metric-Constrained Model-Based Clustering using Goodness-of-fit Tests with Autocorrelations
- Authors: Zhangyu Wang, Gengchen Mai, Krzysztof Janowicz, Ni Lao,
- Abstract summary: Existing clustering algorithms overlook the rich correlation between feature similarity and metric distance.
We show that MC-GTA successfully incorporates metric autocorrelation.
It outperforms strong baselines by large margins.
- Score: 6.172236465839398
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: A wide range of (multivariate) temporal (1D) and spatial (2D) data analysis tasks, such as grouping vehicle sensor trajectories, can be formulated as clustering with given metric constraints. Existing metric-constrained clustering algorithms overlook the rich correlation between feature similarity and metric distance, i.e., metric autocorrelation. The model-based variations of these clustering algorithms (e.g. TICC and STICC) achieve SOTA performance, yet suffer from computational instability and complexity by using a metric-constrained Expectation-Maximization procedure. In order to address these two problems, we propose a novel clustering algorithm, MC-GTA (Model-based Clustering via Goodness-of-fit Tests with Autocorrelations). Its objective is only composed of pairwise weighted sums of feature similarity terms (square Wasserstein-2 distance) and metric autocorrelation terms (a novel multivariate generalization of classic semivariogram). We show that MC-GTA is effectively minimizing the total hinge loss for intra-cluster observation pairs not passing goodness-of-fit tests, i.e., statistically not originating from the same distribution. Experiments on 1D/2D synthetic and real-world datasets demonstrate that MC-GTA successfully incorporates metric autocorrelation. It outperforms strong baselines by large margins (up to 14.3% in ARI and 32.1% in NMI) with faster and stabler optimization (>10x speedup).
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