### Lecture 12 - Washington State University

```Non-linear DA and Clustering
Stat 600
Nonlinear DA
• We discussed LDA where our discriminant boundary was linear
• Now, lets consider scenarios where it could be non-linear
• We will discuss:
– QDA
– RDA
– MDA
As before all these methods aim to MINIMIZE the probability of
misclassification.
QDA
• Difference from LDA: Allows the variance for each class to be
different.
• Hence boundaries are curvilinear in nature.
• However, the requirements are more stringent as we need to estimate a
Variance-Covariance matrix for each class.
• Hence,
–
–
–
–
Inverse matrices need to exist
#predictors << # of observations within a class
No collinearity
If predictors are discrete it does not work well.
RDA: Regularized DA
• Introduced by Friedman
• Idea is it is a compromise between LDA and QDA
~
l ( )  l  (1   )
MDA: Mixed LDA
• Extension of LDA (introduced by Hastie and Tibshirani 1996)
• Here like LDA it assumes the same Variance structure for all the
classes, but for each class it allows for a mixture of MVN to model the
mean).
• The class specific distributions are combined into a single MVN by
creating a per class mixture.
• Suppose Dl is the discriminant function for the kth subclass of the lth
class, the overall Discriminant for the lth class would be proportional
to the weighted sum of the discriminant function for that subclass.
D l  kLl1 lk Dlk ( x )
Other topics
• Nueral Networks
• Support Vector Machines
• Flexible DA
• But before we do that lets take a quick look
at un-supervised learning.
Predicting Class
• We talked about predicting class based on situations when the class is
known.
• Lets consider scenarios when the classes are UNKNOWN.
• Also called unsupervised learning.
• Idea is to predict class of data sets, when there is NOTHING known
about the classes.
What is Clustering?
• Clustering is an EXPLORATORY statistical technique
used to break up a data set into smaller groups or
“clusters” with the idea that objects within a cluster are
similar and objects in different clusters are different.
• It uses different distance measures between units of a
group and across groups to decide which units fall in a
group.
Data in Clustering
• Generally we have data on several variables on each
individual.
• We could cluster the individuals in terms of the ones with
similar variables are grouped together.
• We could cluster the variables by seeing which individuals
group together.
• Fundamentally an exploratory tool, clustering is firmly
imbedded in many biologists’ minds as the statistical
method for the analysis of data.
Why Cluster Samples?
• Clustering leads to readily interpretable figures and can be helpful
for identifying patterns in time or space, especially artifacts!
• There are very few formal theories about clustering though intuitively
the idea is:
• cluster the internal cohesion and external isolation.
• Time-course experiments are often clustered to see if there are
developmental similarities.
• Useful for visualization.
• Generally considered appropriate in typical clinical experiments.
Clustering
• How is “closeness decided”?
• For clustering we generally need two ideas:
• Distance: the original distance used to measure the
distance between two points (this is looking at distance
between the observations)
• Linkage: condensation of each group of observations into a
single representative point (technique used to group the
observations together).
Clustering: preliminaries
•
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Distance or similarity measures:
Geometric distances
L1 (Manhattan): d1(x,y)= |xi-yi|
L2(Euclidean, ruler distance): d2(x,y)= [ (xi-yi)2 ]1/2
[ (xi-yi)’ (xi-yi) ]1/2
Standardized ruler-distance [ (zi1-zi2)’ (zi1-zi2) ]1/2
Mahalanobis Distance: [ (xi-yi)’ -1(xi-yi) ]1/2
Correlation distance: 1-r, where r is the correlation
coefficient.
• CAN HAVE WEIGHTED VERSIONS OF THESE.
Clustering: preliminaries
Linkage:
• Average Linkage: the distance between two groups of points is the
average of all pairwise distances.
• Median Linkage: the distance between two groups of points is the
median of all pairwise distances.
• Centroid method: the distance between two groups of points is the
distance between the centroids of the two groups.
• Single Linkage: the distance between two-groups is the smallest of all
pairwise distances.
• Complete Linkage: the distance between two-groups is the largest of
all pairwise distances.
Types of Clustering
• Hierarchical and Non-hierarchical methods:
• Non-Hierarchical (Partitioning): Have an initial set of
cluster seed points and then build clusters around the point,
using one of the distance measures. If the cluster is too
large, it can split into smaller ones.
• Hierarchical: Observed data points are grouped into
clusters in a nested sequence of groups.
Non-hierarchical: Partitioning methods
Partition the data into a pre-specified number k of mutually
exclusive and exhaustive groups.
Iteratively reallocate the observations to clusters until some
criterion is met, e.g. minimize within cluster sums of
squares.
Issues:Need to know the seeds and the number of clusters to
start off with. If one uses the computer the pick the seeds
the order of entry of the data may make a difference.
Hierarchical methods
• Hierarchical clustering methods produce a tree or
dendrogram often using single-link clustering methods
• They avoid specifying how many clusters are appropriate
by providing a partition for each k obtained from cutting
the tree at some level.
• The tree can be built in two distinct ways
- bottom-up: agglomerative clustering.
- top-down: divisive clustering.
Partitioning vs. Hierarchical
• Partitioning:
• Hierarchical
Advantages
Advantages
• Optimal for certain criteria.
• Faster computation.
• Genes automatically assigned to
clusters
• Visual.
Disadvantages
• Need initial k;
• Often require long computation
times.
• All genes are forced into a
cluster.
Disadvantages
• Unrelated genes are eventually
joined
• Rigid, cannot correct later for
erroneous decisions made
earlier.
• Hard to define clusters.
Bottom-up- Agglomerative Method
• This is the most common used method and produces the
famous tree-diagram.
• Start with n clusters
• At each step, merge the two closest clusters using a
measure of between-cluster dissimilarity which reflects the
shape of the clusters
• The distance between clusters is defined by the method
used (e.g., if complete linkage, the distance is defined as
the distance between furthest pair of points in the two
clusters)
Example
• Suppose we have 5 obs with a distance matrix given by:
1
1
2
3
4
5
2
.31
3
.43
.48
4
.47
.47
.37
5
.23
.33
.46
.45
Example
• First we have 5 clusters:
• C0 = {,,,,}
• Since 1 and 5 have the least distance they are combined
and C1 = {[1,5],,,}
• And C2= {[1,5],,[3,4]}
• And C3= {[1,5,2],[3,4]}
• And C4= {[1,5,2,3,4]}
Dendograms
• The dendogram should be interpreted with care, remember
each branch of the dendogram is really like a mobile and
can rotate, without altering the mathematical structure of
the tree.
• Neighboring nodes are “close” ONLY if they lie on the
same branch.
• It has been proposed one should slice the tree and look at
the clusters produced therein. However, WHERE to cut
the tree is subjective and there is no consensus about this.
• Issue: mistakes made early have no way of being corrected
later in this approach.
Some remarks on clustering- 1
• Simplistically, clustering cannot fail. That is, every
clustering method will return clusters, whether the data are
organized in clusters or not.
• Clustering helps to group / order information and is a
visualization tool for learning about the data. However,
clustering results do not provide any kind of “proof” of
anything.
Some remarks-II
• One of the more paradoxical aspects of clustering is that it gets used in
biology, even when class labels are available instead of using a
discrimination method.
• The idea is: it is somehow seen as less “biased” to demonstrate the
ability of the data to produce the class differences without using class
labels.
• When the inferred clusters largely coincide with the known classes,
this is thought to “validate” the class labels.
• The illogicality and inefficiency of this process does not seem to have
become widely appreciated. One sees different “classifiers” (e.g.
different gene sets) compared w.r.t their ability to separate known
classes, simply by inspecting the clustering they produce, rather than
by building classifiers.
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library(stats)
library(cluster)
my.data=read.table(“cluster.csv”,header=TRUE, sep=”,”)
#clustering using correlation distance, complete linkage
clust.cor=hclust(as.dist(1-cor(my.data)),method=”complete”)
#clustering using Euclidean distance, average linakge
clust.euc=hclust(dist(t(my.data)),method=”average”)
#clustering using Manhattan distance single linkage
clust.man=hclust(dist(t(my.data),method=”manhattan”),method=”aver
age”)
par(mfrow=c(1,3))
plclust(clust.cor)
plclust(clust.euc)
plclust(clust.man)
c7
c3
c4
c10
c6
c8
c4
c10
dist(t(my.data))
hclust (*, "average")
c1
c5
c5
c9
c9
as.dist(1 - cor(my.data))
hclust (*, "complete")
3.7
c5
c8
c4
c10
c1
c9
0.90
43
c1
3.8
c2
c3
0.95
44
c6
3.9
c8
45
c2
Height
c6
4.0
Height
c7
1.00
Height
46
c2
1.05
4.1
c3
47
4.2
1.10
48
c7
4.3
1.15
49
Dendograms from R
dist(t(my.data), method = "manhattan")
hclust (*, "average")
```