arXiv subjects

Erich Schubert

Publications and source records attributed to Erich Schubert.

At least 19 recordsLinked to original sources

arXiv2024

Accelerating k-Means Clustering with Cover Trees

The k-means clustering algorithm is a popular algorithm that partitions data into k clusters. There are many improvements to accelerate the standard algorithm. Most current research employs upper and lower bounds on point-to-cluster distances and the triangle inequality to reduce the number of distance computations, with only arrays as underlying data structures. These approaches cannot exploit that nearby points are likely assigned to the same cluster. We propose a new k-means algorithm based on the cover tree index, that has relatively low overhead and performs well, for a wider parameter range, than previous approaches based on the k-d tree. By combining this with upper and lower bounds, as in state-of-the-art approaches, we obtain a hybrid algorithm that combines the benefits of tree aggregation and bounds-based filtering.

cs.LG↗

arXiv2024

Explicit Formulae to Interchangeably use Hyperplanes and Hyperballs using Inversive Geometry

Many algorithms require discriminative boundaries, such as separating hyperplanes or hyperballs, or are specifically designed to work on spherical data. By applying inversive geometry, we show that the two discriminative boundaries can be used interchangeably, and that general Euclidean data can be transformed into spherical data, whenever a change in point distances is acceptable. We provide explicit formulae to embed general Euclidean data into spherical data and to unembed it back. We further show a duality between hyperspherical caps, i.e., the volume created by a separating hyperplane on spherical data, and hyperballs and provide explicit formulae to map between the two. We further provide equations to translate inner products and Euclidean distances between the two spaces, to avoid explicit embedding and unembedding. We also provide a method to enforce projections of the general Euclidean space onto hemi-hyperspheres and propose an intrinsic dimensionality based method to obtain "all-purpose" parameters. To show the usefulness of the cap-ball-duality, we discuss example applications in machine learning and vector similarity search.

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arXiv2023

Medoid Silhouette clustering with automatic cluster number selection

The evaluation of clustering results is difficult, highly dependent on the evaluated data set and the perspective of the beholder. There are many different clustering quality measures, which try to provide a general measure to validate clustering results. A very popular measure is the Silhouette. We discuss the efficient medoid-based variant of the Silhouette, perform a theoretical analysis of its properties, provide two fast versions for the direct optimization, and discuss the use to choose the optimal number of clusters. We combine ideas from the original Silhouette with the well-known PAM algorithm and its latest improvements FasterPAM. One of the versions guarantees equal results to the original variant and provides a run speedup of $O(k^2)$. In experiments on real data with 30000 samples and $k$=100, we observed a 10464$\times$ speedup compared to the original PAMMEDSIL algorithm. Additionally, we provide a variant to choose the optimal number of clusters directly.

cs.LG↗

arXiv2023

Data Aggregation for Hierarchical Clustering

Hierarchical Agglomerative Clustering (HAC) is likely the earliest and most flexible clustering method, because it can be used with many distances, similarities, and various linkage strategies. It is often used when the number of clusters the data set forms is unknown and some sort of hierarchy in the data is plausible. Most algorithms for HAC operate on a full distance matrix, and therefore require quadratic memory. The standard algorithm also has cubic runtime to produce a full hierarchy. Both memory and runtime are especially problematic in the context of embedded or otherwise very resource-constrained systems. In this section, we present how data aggregation with BETULA, a numerically stable version of the well known BIRCH data aggregation algorithm, can be used to make HAC viable on systems with constrained resources with only small losses on clustering quality, and hence allow exploratory data analysis of very large data sets.

stat.ML↗

arXiv2022

LOSDD: Leave-Out Support Vector Data Description for Outlier Detection

Support Vector Machines have been successfully used for one-class classification (OCSVM, SVDD) when trained on clean data, but they work much worse on dirty data: outliers present in the training data tend to become support vectors, and are hence considered "normal". In this article, we improve the effectiveness to detect outliers in dirty training data with a leave-out strategy: by temporarily omitting one candidate at a time, this point can be judged using the remaining data only. We show that this is more effective at scoring the outlierness of points than using the slack term of existing SVM-based approaches. Identified outliers can then be removed from the data, such that outliers hidden by other outliers can be identified, to reduce the problem of masking. Naively, this approach would require training N individual SVMs (and training $O(N^2)$ SVMs when iteratively removing the worst outliers one at a time), which is prohibitively expensive. We will discuss that only support vectors need to be considered in each step and that by reusing SVM parameters and weights, this incremental retraining can be accelerated substantially. By removing candidates in batches, we can further improve the processing time, although it obviously remains more costly than training a single SVM.

cs.LG↗

arXiv2022

Stop using the elbow criterion for k-means and how to choose the number of clusters instead

A major challenge when using k-means clustering often is how to choose the parameter k, the number of clusters. In this letter, we want to point out that it is very easy to draw poor conclusions from a common heuristic, the "elbow method". Better alternatives have been known in literature for a long time, and we want to draw attention to some of these easy to use options, that often perform better. This letter is a call to stop using the elbow method altogether, because it severely lacks theoretic support, and we want to encourage educators to discuss the problems of the method -- if introducing it in class at all -- and teach alternatives instead, while researchers and reviewers should reject conclusions drawn from the elbow method.

stat.ML↗

arXiv2022

Clustering by Direct Optimization of the Medoid Silhouette

The evaluation of clustering results is difficult, highly dependent on the evaluated data set and the perspective of the beholder. There are many different clustering quality measures, which try to provide a general measure to validate clustering results. A very popular measure is the Silhouette. We discuss the efficient medoid-based variant of the Silhouette, perform a theoretical analysis of its properties, and provide two fast versions for the direct optimization. We combine ideas from the original Silhouette with the well-known PAM algorithm and its latest improvements FasterPAM. One of the versions guarantees equal results to the original variant and provides a run speedup of $O(k^2)$. In experiments on real data with 30000 samples and $k$=100, we observed a 10464$\times$ speedup compared to the original PAMMEDSIL algorithm.

cs.LG↗

arXiv2022

On Projections to Linear Subspaces

The merit of projecting data onto linear subspaces is well known from, e.g., dimension reduction. One key aspect of subspace projections, the maximum preservation of variance (principal component analysis), has been thoroughly researched and the effect of random linear projections on measures such as intrinsic dimensionality still is an ongoing effort. In this paper, we investigate the less explored depths of linear projections onto explicit subspaces of varying dimensionality and the expectations of variance that ensue. The result is a new family of bounds for Euclidean distances and inner products. We showcase the quality of these bounds as well as investigate the intimate relation to intrinsic dimensionality estimation.

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arXiv2022

EmbAssi: Embedding Assignment Costs for Similarity Search in Large Graph Databases

The graph edit distance is an intuitive measure to quantify the dissimilarity of graphs, but its computation is NP-hard and challenging in practice. We introduce methods for answering nearest neighbor and range queries regarding this distance efficiently for large databases with up to millions of graphs. We build on the filter-verification paradigm, where lower and upper bounds are used to reduce the number of exact computations of the graph edit distance. Highly effective bounds for this involve solving a linear assignment problem for each graph in the database, which is prohibitive in massive datasets. Index-based approaches typically provide only weak bounds leading to high computational costs verification. In this work, we derive novel lower bounds for efficient filtering from restricted assignment problems, where the cost function is a tree metric. This special case allows embedding the costs of optimal assignments isometrically into $\ell_1$ space, rendering efficient indexing possible. We propose several lower bounds of the graph edit distance obtained from tree metrics reflecting the edit costs, which are combined for effective filtering. Our method termed EmbAssi can be integrated into existing filter-verification pipelines as a fast and effective pre-filtering step. Empirically we show that for many real-world graphs our lower bounds are already close to the exact graph edit distance, while our index construction and search scales to very large databases.

cs.DB↗

arXiv2021

Metric Indexing for Graph Similarity Search

Finding the graphs that are most similar to a query graph in a large database is a common task with various applications. A widely-used similarity measure is the graph edit distance, which provides an intuitive notion of similarity and naturally supports graphs with vertex and edge attributes. Since its computation is NP-hard, techniques for accelerating similarity search have been studied extensively. However, index-based approaches for this are almost exclusively designed for graphs with categorical vertex and edge labels and uniform edit costs. We propose a filter-verification framework for similarity search, which supports non-uniform edit costs for graphs with arbitrary attributes. We employ an expensive lower bound obtained by solving an optimal assignment problem. This filter distance satisfies the triangle inequality, making it suitable for acceleration by metric indexing. In subsequent stages, assignment-based upper bounds are used to avoid further exact distance computations. Our extensive experimental evaluation shows that a significant runtime advantage over both a linear scan and state-of-the-art methods is achieved.

cs.DB↗

arXiv2021

MESS: Manifold Embedding Motivated Super Sampling

Many approaches in the field of machine learning and data analysis rely on the assumption that the observed data lies on lower-dimensional manifolds. This assumption has been verified empirically for many real data sets. To make use of this manifold assumption one generally requires the manifold to be locally sampled to a certain density such that features of the manifold can be observed. However, for increasing intrinsic dimensionality of a data set the required data density introduces the need for very large data sets, resulting in one of the many faces of the curse of dimensionality. To combat the increased requirement for local data density we propose a framework to generate virtual data points that faithful to an approximate embedding function underlying the manifold observable in the data.

cs.LG↗

arXiv2021

Accelerating Spherical k-Means

Spherical k-means is a widely used clustering algorithm for sparse and high-dimensional data such as document vectors. While several improvements and accelerations have been introduced for the original k-means algorithm, not all easily translate to the spherical variant: Many acceleration techniques, such as the algorithms of Elkan and Hamerly, rely on the triangle inequality of Euclidean distances. However, spherical k-means uses Cosine similarities instead of distances for computational efficiency. In this paper, we incorporate the Elkan and Hamerly accelerations to the spherical k-means algorithm working directly with the Cosines instead of Euclidean distances to obtain a substantial speedup and evaluate these spherical accelerations on real data.

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arXiv2021

A Triangle Inequality for Cosine Similarity

Similarity search is a fundamental problem for many data analysis techniques. Many efficient search techniques rely on the triangle inequality of metrics, which allows pruning parts of the search space based on transitive bounds on distances. Recently, Cosine similarity has become a popular alternative choice to the standard Euclidean metric, in particular in the context of textual data and neural network embeddings. Unfortunately, Cosine similarity is not metric and does not satisfy the standard triangle inequality. Instead, many search techniques for Cosine rely on approximation techniques such as locality sensitive hashing. In this paper, we derive a triangle inequality for Cosine similarity that is suitable for efficient similarity search with many standard search structures (such as the VP-tree, Cover-tree, and M-tree); show that this bound is tight and discuss fast approximations for it. We hope that this spurs new research on accelerating exact similarity search for cosine similarity, and possible other similarity measures beyond the existing work for distance metrics.

cs.LG↗

arXiv2021

Fast and Eager k-Medoids Clustering: O(k) Runtime Improvement of the PAM, CLARA, and CLARANS Algorithms

Clustering non-Euclidean data is difficult, and one of the most used algorithms besides hierarchical clustering is the popular algorithm Partitioning Around Medoids (PAM), also simply referred to as k-medoids clustering. In Euclidean geometry the mean-as used in k-means-is a good estimator for the cluster center, but this does not exist for arbitrary dissimilarities. PAM uses the medoid instead, the object with the smallest dissimilarity to all others in the cluster. This notion of centrality can be used with any (dis-)similarity, and thus is of high relevance to many domains and applications. A key issue with PAM is its high run time cost. We propose modifications to the PAM algorithm that achieve an O(k)-fold speedup in the second ("SWAP") phase of the algorithm, but will still find the same results as the original PAM algorithm. If we relax the choice of swaps performed (while retaining comparable quality), we can further accelerate the algorithm by eagerly performing additional swaps in each iteration. With the substantially faster SWAP, we can now explore faster initialization strategies, because (i) the classic ("BUILD") initialization now becomes the bottleneck, and (ii) our swap is fast enough to compensate for worse starting conditions. We also show how the CLARA and CLARANS algorithms benefit from the proposed modifications. While we do not study the parallelization of our approach in this work, it can easily be combined with earlier approaches to use PAM and CLARA on big data (some of which use PAM as a subroutine, hence can immediately benefit from these improvements), where the performance with high k becomes increasingly important. In experiments on real data with k=100,200, we observed a 458x respectively 1191x speedup compared to the original PAM SWAP algorithm, making PAM applicable to larger data sets, and in particular to higher k.

cs.LG↗

arXiv2020

ABID: Angle Based Intrinsic Dimensionality

The intrinsic dimensionality refers to the ``true'' dimensionality of the data, as opposed to the dimensionality of the data representation. For example, when attributes are highly correlated, the intrinsic dimensionality can be much lower than the number of variables. Local intrinsic dimensionality refers to the observation that this property can vary for different parts of the data set; and intrinsic dimensionality can serve as a proxy for the local difficulty of the data set. Most popular methods for estimating the local intrinsic dimensionality are based on distances, and the rate at which the distances to the nearest neighbors increase, a concept known as ``expansion dimension''. In this paper we introduce an orthogonal concept, which does not use any distances: we use the distribution of angles between neighbor points. We derive the theoretical distribution of angles and use this to construct an estimator for intrinsic dimensionality. Experimentally, we verify that this measure behaves similarly, but complementarily, to existing measures of intrinsic dimensionality. By introducing a new idea of intrinsic dimensionality to the research community, we hope to contribute to a better understanding of intrinsic dimensionality and to spur new research in this direction.

stat.ML↗

arXiv2020

BETULA: Numerically Stable CF-Trees for BIRCH Clustering

BIRCH clustering is a widely known approach for clustering, that has influenced much subsequent research and commercial products. The key contribution of BIRCH is the Clustering Feature tree (CF-Tree), which is a compressed representation of the input data. As new data arrives, the tree is eventually rebuilt to increase the compression. Afterward, the leaves of the tree are used for clustering. Because of the data compression, this method is very scalable. The idea has been adopted for example for k-means, data stream, and density-based clustering. Clustering features used by BIRCH are simple summary statistics that can easily be updated with new data: the number of points, the linear sums, and the sum of squared values. Unfortunately, how the sum of squares is then used in BIRCH is prone to catastrophic cancellation. We introduce a replacement cluster feature that does not have this numeric problem, that is not much more expensive to maintain, and which makes many computations simpler and hence more efficient. These cluster features can also easily be used in other work derived from BIRCH, such as algorithms for streaming data. In the experiments, we demonstrate the numerical problem and compare the performance of the original algorithm compared to the improved cluster features.

cs.LG↗

arXiv2019

Faster k-Medoids Clustering: Improving the PAM, CLARA, and CLARANS Algorithms

Clustering non-Euclidean data is difficult, and one of the most used algorithms besides hierarchical clustering is the popular algorithm Partitioning Around Medoids (PAM), also simply referred to as k-medoids. In Euclidean geometry the mean-as used in k-means-is a good estimator for the cluster center, but this does not hold for arbitrary dissimilarities. PAM uses the medoid instead, the object with the smallest dissimilarity to all others in the cluster. This notion of centrality can be used with any (dis-)similarity, and thus is of high relevance to many domains such as biology that require the use of Jaccard, Gower, or more complex distances. A key issue with PAM is its high run time cost. We propose modifications to the PAM algorithm to achieve an O(k)-fold speedup in the second SWAP phase of the algorithm, but will still find the same results as the original PAM algorithm. If we slightly relax the choice of swaps performed (at comparable quality), we can further accelerate the algorithm by performing up to k swaps in each iteration. With the substantially faster SWAP, we can now also explore alternative strategies for choosing the initial medoids. We also show how the CLARA and CLARANS algorithms benefit from these modifications. It can easily be combined with earlier approaches to use PAM and CLARA on big data (some of which use PAM as a subroutine, hence can immediately benefit from these improvements), where the performance with high k becomes increasingly important. In experiments on real data with k=100, we observed a 200-fold speedup compared to the original PAM SWAP algorithm, making PAM applicable to larger data sets as long as we can afford to compute a distance matrix, and in particular to higher k (at k=2, the new SWAP was only 1.5 times faster, as the speedup is expected to increase with k).

cs.LG↗

arXiv2019

ELKI: A large open-source library for data analysis - ELKI Release 0.7.5 "Heidelberg"

This paper documents the release of the ELKI data mining framework, version 0.7.5. ELKI is an open source (AGPLv3) data mining software written in Java. The focus of ELKI is research in algorithms, with an emphasis on unsupervised methods in cluster analysis and outlier detection. In order to achieve high performance and scalability, ELKI offers data index structures such as the R*-tree that can provide major performance gains. ELKI is designed to be easy to extend for researchers and students in this domain, and welcomes contributions of additional methods. ELKI aims at providing a large collection of highly parameterizable algorithms, in order to allow easy and fair evaluation and benchmarking of algorithms. We will first outline the motivation for this release, the plans for the future, and then give a brief overview over the new functionality in this version. We also include an appendix presenting an overview on the overall implemented functionality.

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