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Scalable Probabilistic Clustering

  • P. S. Bradley
  • U. M. Fayyad
  • C. A. Reina
Part of the Applied Optimization book series (APOP, volume 50)

Abstract

The Expectation-Maximization (EM) algorithm is a popular approach to probabilistic database clustering. A database of observations is clustered by identifying k sub-populations and summarizing each sub- population with a model or probability density function. The EM algorithm is an approach that iteratively estimates the memberships of the observations in each cluster and the parameters of the k density functions for each cluster. Typical EM implementations require a full database scan at each iteration and the number of iterations required to converge is arbitrary. For large databases, these scans become prohibitively expensive. We present a scalable implementation of the EM algorithm based upon identifying regions of the data that are compressible and regions that must be maintained in memory. The approach operates within the confines of a limited main memory buffer. Data resolution is preserved to the extent possible based upon the size of the memory buffer and the fit of the current clustering model to the data. We extend the framework to update multiple cluster models simultaneously. Computational tests indicate that this scalable scheme outperforms sampling-based and incremental approaches — the straightforward alternatives to “scaling” existing traditional in-memory implementations to large databases.

Keywords

Mixture Model Gaussian Mixture Model Buffer Size Mathematical Program With Equilibrium Constraint Model Update 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2001

Authors and Affiliations

  • P. S. Bradley
    • 1
  • U. M. Fayyad
    • 2
  • C. A. Reina
    • 1
  1. 1.Microsoft ResearchMicrosoft CorporationRedmondUSA
  2. 2.digiMine.comKirklandUSA

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