Clustering high-dimensional data

Clustering high-dimensional data is the cluster analysis of data with anywhere from a few dozen to many
thousands of dimensions. Such high-dimensional spaces of data are often encountered in areas such as
medicine, where DNA microarray technology can produce many measurements at once, and the clustering
of text documents, where, if a word-frequency vector is used, the number of dimensions equals the size of
the vocabulary.

Problems
Four problems need to be overcome for clustering in high-dimensional data:[1]

Multiple dimensions are hard to think in, impossible to visualize, and, due to the exponential
growth of the number of possible values with each dimension, complete enumeration of all
subspaces becomes intractable with increasing dimensionality. This problem is known as
the curse of dimensionality.
The concept of distance becomes less precise as the number of dimensions grows, since
the distance between any two points in a given dataset converges. The discrimination of the
nearest and farthest point in particular becomes meaningless:

A cluster is intended to group objects that are related, based on observations of their
attribute's values. However, given a large number of attributes some of the attributes will
usually not be meaningful for a given cluster. For example, in newborn screening a cluster of
samples might identify newborns that share similar blood values, which might lead to
insights about the relevance of certain blood values for a disease. But for different diseases,
different blood values might form a cluster, and other values might be uncorrelated. This is
known as the local feature relevance problem: different clusters might be found in different
subspaces, so a global filtering of attributes is not sufficient.
Given a large number of attributes, it is likely that some attributes are correlated. Hence,
clusters might exist in arbitrarily oriented affine subspaces.

Recent research indicates that the discrimination problems only occur when there is a high number of
irrelevant dimensions, and that shared-nearest-neighbor approaches can improve results.[2]

Approaches
Approaches towards clustering in axis-parallel or arbitrarily oriented affine subspaces differ in how they
interpret the overall goal, which is finding clusters in data with high dimensionality.[1] An overall different
approach is to find clusters based on pattern in the data matrix, often referred to as biclustering, which is a
technique frequently utilized in bioinformatics.

Subspace clustering
The adjacent image shows a mere two-dimensional
space where a number of clusters can be identified. In
the one-dimensional subspaces, the clusters (in
subspace ) and , , (in subspace ) can be
found. cannot be considered a cluster in a two-
dimensional (sub-)space, since it is too sparsely
distributed in the axis. In two dimensions, the two
clusters and can be identified.

The problem of subspace clustering is given by the

fact that there are different subspaces of a space
with dimensions. If the subspaces are not axis-
parallel, an infinite number of subspaces is possible.
Hence, subspace clustering algorithms utilize some
kind of heuristic to remain computationally feasible, at
the risk of producing inferior results. For example, the
downward-closure property (cf. association rules) can Example 2D space with subspace clusters
be used to build higher-dimensional subspaces only by
combining lower-dimensional ones, as any subspace T
containing a cluster, will result in a full space S also to contain that cluster (i.e. S ⊆ T), an approach taken
by most of the traditional algorithms such as CLIQUE,[3] SUBCLU.[4] It is also possible to define a
subspace using different degrees of relevance for each dimension, an approach taken by iMWK-Means,[5]
EBK-Modes[6] and CBK-Modes.[7]

Projected clustering

Projected clustering seeks to assign each point to a unique cluster, but clusters may exist in different
subspaces. The general approach is to use a special distance function together with a regular clustering
algorithm.

For example, the PreDeCon algorithm checks which attributes seem to support a clustering for each point,
and adjusts the distance function such that dimensions with low variance are amplified in the distance
function.[8] In the figure above, the cluster might be found using DBSCAN with a distance function that
places less emphasis on the -axis and thus exaggerates the low difference in the -axis sufficiently enough
to group the points into a cluster.

PROCLUS uses a similar approach with a k-medoid clustering.[9] Initial medoids are guessed, and for each
medoid the subspace spanned by attributes with low variance is determined. Points are assigned to the
medoid closest, considering only the subspace of that medoid in determining the distance. The algorithm
then proceeds as the regular PAM algorithm.

If the distance function weights attributes differently, but never with 0 (and hence never drops irrelevant
attributes), the algorithm is called a "soft"-projected clustering algorithm.

Projection-based clustering

Projection-based clustering is based on a nonlinear projection of high-dimensional data into a two-

dimensional space.[10] Typical projection-methods like t-distributed stochastic neighbor embedding (t-
SNE),[11] or neighbor retrieval visualizer (NerV) [12] are used to project data explicitly into two dimensions
disregarding the subspaces of higher dimension than two and preserving only relevant neighborhoods in
high-dimensional data. In the next step, the Delaunay graph[13] between the projected points is calculated,
and each vertex between two projected points is weighted with the high-dimensional distance between the
corresponding high-dimensional data points. Thereafter the shortest path between every pair of points is
computed using the Dijkstra algorithm.[14] The shortest paths are then used in the clustering process, which
involves two choices depending on the structure type in the high-dimensional data.[10] This Boolean choice
can be decided by looking at the topographic map of high-dimensional structures.[15] In a benchmarking of
34 comparable clustering methods, projection-based clustering was the only algorithm that always was able
to find the high-dimensional distance or density-based structure of the dataset.[10] Projection-based
clustering is accessible in the open-source R package "ProjectionBasedClustering" on CRAN.[16]

Hybrid approaches

Not all algorithms try to either find a unique cluster assignment for each point or all clusters in all
subspaces; many settle for a result in between, where a number of possibly overlapping, but not necessarily
exhaustive set of clusters are found. An example is FIRES, which is from its basic approach a subspace
clustering algorithm, but uses a heuristic too aggressive to credibly produce all subspace clusters.[17]
Another hybrid approach is to include a human-into-the-algorithmic-loop: Human domain expertise can
help to reduce an exponential search space through heuristic selection of samples. This can be beneficial in
the health domain where, e.g., medical doctors are confronted with high-dimensional descriptions of patient
conditions and measurements on the success of certain therapies. An important question in such data is to
compare and correlate patient conditions and therapy results along with combinations of dimensions. The
number of dimensions is often very large, consequently one needs to map them to a smaller number of
relevant dimensions to be more amenable for expert analysis. This is because irrelevant, redundant, and
conflicting dimensions can negatively affect effectiveness and efficiency of the whole analytic process.[18]

Correlation clustering

Another type of subspaces is considered in Correlation clustering (Data Mining).

Software
ELKI includes various subspace and correlation clustering algorithms
FCPS includes over fifty clustering algorithms[19]

References
1. Kriegel, H. P.; Kröger, P.; Zimek, A. (2009). "Clustering high-dimensional data". ACM
Transactions on Knowledge Discovery from Data. 3: 1–58. doi:10.1145/1497577.1497578 (h
ttps://doi.org/10.1145%2F1497577.1497578).
2. Houle, M. E.; Kriegel, H. P.; Kröger, P.; Schubert, E.; Zimek, A. (2010). Can Shared-Neighbor
Distances Defeat the Curse of Dimensionality? (http://www.dbs.ifi.lmu.de/~zimek/publication
s/SSDBM2010/SNN-SSDBM2010-preprint.pdf) (PDF). Scientific and Statistical Database
Management. Lecture Notes in Computer Science. Vol. 6187. p. 482. doi:10.1007/978-3-
642-13818-8_34 (https://doi.org/10.1007%2F978-3-642-13818-8_34). ISBN 978-3-642-
13817-1.
 3. Agrawal, R.; Gehrke, J.; Gunopulos, D.; Raghavan, P. (2005). "Automatic Subspace
Clustering of High Dimensional Data". Data Mining and Knowledge Discovery. 11: 5–33.
CiteSeerX 10.1.1.131.5152 (https://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.131.
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4. Kailing, K.; Kriegel, H. P.; Kröger, P. (2004). Density-Connected Subspace Clustering for
High-Dimensional Data (https://archive.org/details/proceedingsoffou0000siam/page/246).
Proceedings of the 2004 SIAM International Conference on Data Mining. pp. 246 (https://arc
hive.org/details/proceedingsoffou0000siam/page/246). doi:10.1137/1.9781611972740.23 (ht
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cluster initializing in K-Means clustering". Pattern Recognition. 45 (3): 1061.
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6. Carbonera, Joel Luis; Abel, Mara (November 2014). An Entropy-Based Subspace Clustering
Algorithm for Categorical Data. 2014 IEEE 26th International Conference on Tools with
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48). ISBN 9781479965724.
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Categorical Data Clustering. Proceedings of the 17th International Conference on Enterprise
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Local Subspace Preferences (http://www.dbs.informatik.uni-muenchen.de/Publikationen/Pa
pers/icdm04-predecon.pdf) (PDF). Fourth IEEE International Conference on Data Mining
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087). ISBN 0-7695-2142-8.
9. Aggarwal, C. C.; Wolf, J. L.; Yu, P. S.; Procopiuc, C.; Park, J. S. (1999). "Fast algorithms for
projected clustering". ACM SIGMOD Record. 28 (2): 61. CiteSeerX 10.1.1.681.7363 (https://
citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.681.7363). doi:10.1145/304181.304188
(https://doi.org/10.1145%2F304181.304188).
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based Clusters in High-Dimensional Data, J. Classif., pp. 1-33, doi: 10.1007/s00357-020-
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17. Kriegel, H.; Kröger, P.; Renz, M.; Wurst, S. (2005). A Generic Framework for Efficient
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18. Hund, M.; Böhm, D.; Sturm, W.; Sedlmair, M.; Schreck, T.; Keim, D.A.; Majnaric, L.; Holzinger,
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