Section: New Results

Simultaneous dimension reduction and multi-objective clustering

Participant : Vincent Vandewalle.

In model based clustering of quantitative data it is often supposed that only one clustering variable explains the heterogeneity of all the others variables. However, when variables come from different sources, it is often unrealistic to suppose that the heterogeneity of the data can only be explained by one variable. If such an assumption is made, this could lead to a high number of clusters which could be difficult to interpret. A model based multi-objective clustering is proposed, it assumes the existence of several latent clustering variables, each one explaining the heterogeneity of the data on some clustering projection. In order to estimate the parameters of the model an EM algorithm is proposed, it mainly relies on a reinterpretation of the standard factorial discriminant analysis in a probabilistic way. The obtained results are projections of the data on some principal clustering components allowing some synthetic interpretation of the principal clusters raised by the data. This work has been presented in a conference [49].