Adaptive weights clustering

Speaker(s): 
Vladimir Spokoiny (WIAS Berlin)
Date: 
Wednesday, December 7, 2016 - 10:00am
Location: 
WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin

In this talk we discuss a new method of unsupervised learning for high dimensional data based on the idea of adaptive weights from Polzehl and Spokoiny (2000). The procedure recovers the unknown clustering structure without any prior information about the number of clusters, their size, distance between clusters, etc. The approach extends the popular k-mean and density based clustering procedures by using dynamically updated local weights. Theoretical results describe two major features of the method: propagation within a homogeneous region and separation between two different regions. Numerical results show state-of-art performance of the new procedure.