Clustering Multivariate Normal Distributions

  • Authors:
  • Frank Nielsen;Richard Nock

  • Affiliations:
  • LIX, Ecole Polytechnique, Palaiseau, France and Sony Computer Science Laboratories Inc., Tokyo, Japan;CEREGMIA, Université Antilles-Guyane, Schoelcher, France

  • Venue:
  • Emerging Trends in Visual Computing
  • Year:
  • 2009

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Abstract

In this paper, we consider the task of clustering multivariate normal distributions with respect to the relative entropy into a prescribed number, k , of clusters using a generalization of Lloyd's k -means algorithm [1]. We revisit this information-theoretic clustering problem under the auspices of mixed-type Bregman divergences, and show that the approach of Davis and Dhillon [2] (NIPS*06) can also be derived directly, by applying the Bregman k -means algorithm, once the proper vector/matrix Legendre transformations are defined. We further explain the dualistic structure of the sided k -means clustering, and present a novel k -means algorithm for clustering with respect to the symmetrical relative entropy, the J -divergence.Our approach extends to differential entropic clustering of arbitrary members of the same exponential families in statistics.