kGmedian: kGmedian

In Gmedian: Geometric Median, k-Medians Clustering and Robust Median PCA

kGmedian

Description

Fast k-medians clustering based on recursive averaged stochastic gradient algorithms. The procedure is similar to the kmeans clustering technique performed recursively with the MacQueen algorithm. The advantage of the kGmedian algorithm compared to MacQueen strategy is that it deals with sum of norms instead of sum of squared norms, ensuring a more robust behaviour against outlying values.

Usage

kGmedian(X, ncenters=2, gamma=1, alpha=0.75, nstart = 10, nstartkmeans = 10, 
iter.max = 20)

Arguments

X	matrix, with n observations (rows) in dimension d (columns).
ncenters	Either the number of clusters, say k, or a set of initial (distinct) cluster centres. If a number, the initial centres are chosen as the output of the kmeans function computed with the MacQueen algorithm.
gamma	Value of the constant controling the descent steps (see details).
alpha	Rate of decrease of the descent steps.
nstart	Number of times the algorithm is ran, with random sets of initialization centers chosen among the observations.
nstartkmeans	Number of initialization points in the kmeans function for choosing the starting point of kGmedian.
iter.max	Maximum number of iterations considered in the kmeans function for choosing the starting point of kGmedian.

Details

See Cardot, Cenac and Monnez (2012).

Value

cluster	A vector of integers (from 1:k) indicating the cluster to which each point is allocated.
centers	A matrix of cluster centres.
withinsrs	Vector of within-cluster sum of norms, one component per cluster.
size	The number of points in each cluster.

References

Cardot, H., Cenac, P. and Monnez, J-M. (2012). A fast and recursive algorithm for clustering large datasets with k-medians. Computational Statistics and Data Analysis, 56, 1434-1449.

Cardot, H., Cenac, P. and Zitt, P-A. (2013). Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm. Bernoulli, 19, 18-43.

MacQueen, J. (1967). Some methods for classification and analysis of multivariate observations. In Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, eds L. M. Le Cam and J. Neyman, 1, pp. 281-297. Berkeley, CA: University of California Press.

See Also

See also Gmedian and kmeans.

Examples

# a 2-dimensional example 
x <- rbind(matrix(rnorm(100, sd = 0.3), ncol = 2),
           matrix(rnorm(100, mean = 1, sd = 0.3), ncol = 2))
colnames(x) <- c("x", "y")

cl.kmeans <- kmeans(x, 2)
cl.kmedian <- kGmedian(x)

par(mfrow=c(1,2))
plot(x, col = cl.kmeans$cluster, main="kmeans")
points(cl.kmeans$centers, col = 1:2, pch = 8, cex = 2)

plot(x, col = cl.kmedian$cluster, main="kmedian")
points(cl.kmedian$centers, col = 1:2, pch = 8, cex = 2)

Gmedian documentation built on June 8, 2022, 5:07 p.m.