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arXiv 2006.05451stat.MEstat.ML
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概率聚类的广义贝叶斯框架

A generalized Bayes framework for probabilistic clustering

Tommaso Rigon, Amy H. Herring, David B. Dunson

摘要:

基于损失的聚类方法,如k-means及其变体,是在数据中查找组的标准工具。然而,缺乏量化的不确定性估计集群是一个缺点。基于混合模型的基于模型的聚类提供了一种替代方案,但这样的方法面临计算问题和对核的选择很敏感。本文提出了一个广义贝叶斯框架,这两个范式之间的桥梁,通过使用吉布斯后验。在进行贝叶斯更新时,对数似然被聚类的损失函数所取代,从而产生了丰富的聚类方法家族。吉布斯后验表示贝叶斯信念的一致更新,而无需指定数据的可能性,并且可以用于表征聚类中的不确定性。我们认为损失的基础上Bregman分歧和成对的相似性,并制定有效的确定性算法的点估计以及采样算法的不确定性量化。几个现有的聚类算法,包括k-means,可以被解释为广义贝叶斯估计在我们的框架下,因此,我们提供了一种方法的不确定性量化这些方法。

英文摘要:

Loss-based clustering methods, such as k-means and its variants, are standard tools for finding groups in data. However, the lack of quantification of uncertainty in the estimated clusters is a disadvantage. Model-based clustering based on mixture models provides an alternative, but such methods face computational problems and large sensitivity to the choice of kernel. This article proposes a generalized Bayes framework that bridges between these two paradigms through the use of Gibbs posteriors. In conducting Bayesian updating, the log likelihood is replaced by a loss function for clustering, leading to a rich family of clustering methods. The Gibbs posterior represents a coherent updating of Bayesian beliefs without needing to specify a likelihood for the data, and can be used for characterizing uncertainty in clustering. We consider losses based on Bregman divergence and pairwise similarities, and develop efficient deterministic algorithms for point estimation along with sampling algorithms for uncertainty quantification. Several existing clustering algorithms, including k-means, can be interpreted as generalized Bayes estimators under our framework, and hence we provide a method of uncertainty quantification for these approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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