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A Novel Stability based Feature Selection Framework for k-means Clustering

A Novel Stability based Feature Selection Framework for k-means Clustering

This video was recorded at European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD), Athens 2011. Stability of a learning algorithm with respect to small input perturbations is an important property, as it implies the derived models to be robust with respect to the presence of noisy features and/or data sample fluctuations. In this paper we explore the effect of stability optimization in the standard feature selection process for the continuous (PCA-based) k-means clustering problem. Interestingly, we derive that stability maximization naturally introduces a trade-off between cluster separation and variance, leading to the selection of features that have a high cluster separation index that is not artificially inflated by the feature's variance. The proposed algorithmic setup is based on a Sparse PCA approach, that selects the features that maximize stability in a greedy fashion. In our study, we also analyze several properties of Sparse PCA relevant to stability that promote Sparse PCA as a viable feature selection mechanism for clustering. The practical relevance of the proposed method is demonstrated in the context of cancer research, where we consider the problem of detecting potential tumor biomarkers using microarray gene expression data. The application of our method to a leukemia dataset shows that the tradeoff between cluster separation and variance leads to the selection of features corresponding to important biomarker genes. Some of them have relative low variance and are not detected without the direct optimization of stability in Sparse PCA based k-means.

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