Support Vector Clustering: An Approach to Overcome the Limits of K-means

Some time ago, I posted a banal case to show the limits of K-mean clustering. A follower gave us a grid of different clustering techniques (calling internal routines of Mathematica) to solve the case discussed.

As you know, I like to write by myself the algorithms and I like to show alternative paths, so I’ve decided to explain a powerful clustering algorithm based on the SVM.

Some time ago, I posted a banal case to show the limits of K-mean clustering. A follower gave us a grid of different clustering techniques (calling internal routines of Mathematica) to solve the case discussed.

As you know, I like to write by myself the algorithms and I like to show alternative paths, so I’ve decided to explain a powerful clustering algorithm based on the SVM.

To understand the theory behind SVC (support vector clustering) I strongly recommend  you have a look at: http://jmlr.csail.mit.edu/papers/volume2/horn01a/rev1/horn01ar1.pdf . In this paper you will find all of the technical details explained with extremely clarity.

As usual I leave the theory to the books and I jump into the pragmatism of the real world.

Consider the problem of a set of points having an ellipsoid distribution: we have seen in the past that K-means doesn’t work in this scenario, and even trying different tweaks changing the position of the centroids and its number of centroids, the final result is always unacceptable.

SVC is a clustering algorithm that takes as input just two parameters (C and q) both of them real numbers. C is to manage the outliers and q is to manage the number of clusters. Be aware that q is not directly related with the number of clusters!! Tuning q  you can manage the “cluster granularity” but you cannot decide a priori the number of clusters returned by the algo.


How to implement SVC.
There are many implementations of SVC, but I would like to show different tools (I love broadening the horizons…), so the ingredients of the daily recipe are: AMPL & SNOPT.

Both of them are commercial tools but to play with small set of points (no more than 300) you can use for free the student license!

AMPL is a comprehensive and powerful algebraic modeling language for linear and nonlinear optimization problems, in discrete or continuous variables and SNOPT is a software package for solving large-scale optimization problems (linear and nonlinear programs).

AMPL allows the user to write the convex problem associated to SVC’s problem in easy way:

The AMPL file for SVC

And SNOPT is one of the many solvers ables to work with AMPL.

300 pt having ellipsoid distribution.  The first contour of SVC  has been depicted in black.

The above image shows the clusters (depicted like connected components of a graph…read further details in the mentioned paper) returned by SVC and plotted by Mathematica.

READ

Customer Feedback and Data Analysis: The Keys to a Good Customer Retention Rate

3D problem
Just to show the same algorithm working in 3D on the same problem:

3D points having ellipsoid distribution.

And here are the SVC results plotted by Mathematica:

SVC applied on the former data set