提出高效树结构算法,100万点2维数据15秒内生成完整聚类路径。
Tree-Guided $L_1$-Convex Clustering
- 利用树状权重结合动态规划加速优化
- 在10^6点上15秒完成聚类路径构建
- 适合大规模数据且无需分布式计算
凸聚类是一种能保证全局最优解的现代聚类框架,性能媲美先进方法。但针对大规模数据集,传统迭代优化难以获得完整的谱系图(clusterpath)。为此,我们提出新型凸聚类算法Tree-Guided $L_1$-Convex Clustering(TGCC)。首先,发现带有树结构权重的$L_1$-凸聚类损失函数可通过动态规划高效优化;随后设计基于树结构的聚类融合算法,加速过程并避免传统凸聚类中常见的分裂问题。结合两者,TGCC在不牺牲聚类性能的前提下实现显著提速。值得注意的是,该算法可在标准笔记本上仅用15秒完成$bR^2$空间中$10^6$个点的完整聚类路径构建,无需并行或分布式计算。此外,我们进一步将TGCC扩展至双聚类与稀疏凸聚类任务。
原文摘要 · Abstract (English)
Convex clustering is a modern clustering framework that guarantees globally optimal solutions and performs comparably to other advanced clustering methods. However, obtaining a complete dendrogram (clusterpath) for large-scale datasets remains computationally challenging due to the extensive costs associated with iterative optimization approaches. To address this limitation, we develop a novel convex clustering algorithm called Tree-Guided $L_1$-Convex Clustering (TGCC). We first focus on the fact that the loss function of $L_1$-convex clustering with tree-structured weights can be efficiently optimized using a dynamic programming approach. We then develop an efficient cluster fusion algorithm that utilizes the tree structure of the weights to accelerate the optimization process and eliminate the issue of cluster splits commonly observed in convex clustering. By combining the dynamic programming approach with the cluster fusion algorithm, the TGCC algorithm achieves superior computational efficiency without sacrificing clustering performance. Remarkably, our TGCC algorithm can construct a complete clusterpath for $10^6$ points in $\mathbb{R}^2$ within 15 seconds on a standard laptop without the need for parallel or distributed computing frameworks. Moreover, we extend the TGCC algorithm to develop biclustering and sparse convex clustering algorithms.
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