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Unsupervised Learning and Clustering

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Maximum-Likelihood Estimates. 13. Maximum-Likelihood Estimates. 14 ... Maximum-Likelihood Estimates for Unknown Priors. 17. Application to Normal Mixtures ... – PowerPoint PPT presentation

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Title: Unsupervised Learning and Clustering


1
Unsupervised Learningand Clustering
  • Shyh-Kang Jeng
  • Department of Electrical Engineering/
  • Graduate Institute of Communication/
  • Graduate Institute of Networking and Multimedia,
    National Taiwan University

2
Supervised vs. Unsupervised Learning
  • Supervised training procedures
  • Use samples labeled by their category membership
  • Unsupervised training procedures
  • Use unlabeled samples

3
Reasons for interest
  • Collecting and labeling a large set of sample
    patterns can be costly
  • e.g., speech
  • Training with large amount of unlabeled data, and
    using supervision to label the groupings found
  • For data mining applications
  • Improved performance for data with slow changes
    of characteristics of patterns by tracking in an
    unsupervised mode
  • Automated food classification when seasons change

4
Reasons for interest
  • Can use unsupervised methods to find features
    that will then be useful for categorization
  • Data dependent smart preprocessing or smart
    feature extraction
  • Perform exploratory data analysis and gain
    insights into the nature or structure of the data
  • Discovery of distinct clusters may suggest us to
    alter the approach to designing the classifier

5
Basic Assumptions to Begin with
  • Samples come from a known number c of classes
  • Prior probabilities P(wj) for each class are
    known
  • Forms for the class-conditional probability
    densities p(xwj,qj) are known
  • Values for parameter vectors q1, , qc are
    unknown
  • Category labels are unknown

6
Mixing Density
7
Goal and Approach
  • Use samples drawn from the mixture density to
    estimate the unknown parameter vector q
  • With known q, we can decompose the mixture into
    its components and use a maximum a posteriori
    classifier on the derived densities

8
Existence of Solutions
  • Suppose unlimited number of samples and
    nonparametric methods are available
  • If there is only one value of q that will produce
    the observed values for p(xq) , a solution is
    possible in principle
  • If several different values of q can produce the
    same values for p(xq) , then there is no hope of
    obtaining a unique solution

9
Identifiable Density
10
An Example of Unidentifiable Mixture of Discrete
Distributions
11
An Example of Unidentifiable Mixture of Gaussian
Distributions
12
Maximum-Likelihood Estimates
13
Maximum-Likelihood Estimates
14
Maximum-Likelihood Estimates
15
Maximum-Likelihood Estimates for Unknown Priors
16
Maximum-Likelihood Estimates for Unknown Priors
17
Application to Normal Mixtures
  • Component densities p(xwi,qi)N(mi,Si)
  • Three cases

18
Case 1 Unknown Mean Vectors
19
Case 1 Unknown Mean Vectors
20
Case 1 Unknown Mean Vectors
21
Case 2 All Parameters Unknown
22
Case 2 All Parameters Unknown
23
k-Means Clustering
24
k-Means Clustering
  • initialize n, c, m1, m2, , mc
  • do classify n samples according to nearest mi
  • recompute mi
  • until no change in mi
  • return m1, m2, , mc
  • end

25
k-Means Clustering
  • Complexity O(ndcT)
  • In practice, the number of iterations T is
    generally much less than the number of samples
  • The values obtained can be accepted as the
    answer, or can be used as starting points for
    more exact computations

26
k-Means Clustering
27
k-Means Clustering
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