LGDec 29, 2022
An algorithm for clustering with confidence-based must-link and cannot-link constraintsPhilipp Baumann, Dorit S. Hochbaum
We study here the semi-supervised $k$-clustering problem where information is available on whether pairs of objects are in the same or in different clusters. This information is either available with certainty or with a limited level of confidence. We introduce the PCCC (Pairwise-Confidence-Constraints-Clustering) algorithm, which iteratively assigns objects to clusters while accounting for the information provided on the pairs of objects. Our algorithm uses integer programming for the assignment of objects which allows to include relationships as hard constraints that are guaranteed to be satisfied or as soft constraints that can be violated subject to a penalty. This flexibility distinguishes our algorithm from the state-of-the-art in which all pairwise constraints are either considered hard, or all are considered soft. We developed an enhanced multi-start approach and a model-size reduction technique for the integer program that contributes to the effectiveness and the efficiency of the algorithm. Unlike existing algorithms, our algorithm scales to large-scale instances with up to 60,000 objects, 100 clusters, and millions of cannot-link constraints (which are the most challenging constraints to incorporate). We compare the PCCC algorithm with state-of-the-art approaches in an extensive computational study. Even though the PCCC algorithm is more general than the state-of-the-art approaches in its applicability, it outperforms the state-of-the-art approaches on instances with all hard or all soft constraints both in terms of runtime and various metrics of solution quality. The code of the PCCC algorithm is publicly available on GitHub.
LGJan 9
A Fast and Effective Method for Euclidean Anticlustering: The Assignment-Based-Anticlustering AlgorithmPhilipp Baumann, Olivier Goldschmidt, Dorit S. Hochbaum et al.
The anticlustering problem is to partition a set of objects into K equal-sized anticlusters such that the sum of distances within anticlusters is maximized. The anticlustering problem is NP-hard. We focus on anticlustering in Euclidean spaces, where the input data is tabular and each object is represented as a D-dimensional feature vector. Distances are measured as squared Euclidean distances between the respective vectors. Applications of Euclidean anticlustering include social studies, particularly in psychology, K-fold cross-validation in which each fold should be a good representative of the entire dataset, the creation of mini-batches for gradient descent in neural network training, and balanced K-cut partitioning. In particular, machine-learning applications involve million-scale datasets and very large values of K, making scalable anticlustering algorithms essential. Existing algorithms are either exact methods that can solve only small instances or heuristic methods, among which the most scalable is the exchange-based heuristic fast_anticlustering. We propose a new algorithm, the Assignment-Based Anticlustering algorithm (ABA), which scales to very large instances. A computational study shows that ABA outperforms fast_anticlustering in both solution quality and running time. Moreover, ABA scales to instances with millions of objects and hundreds of thousands of anticlusters within short running times, beyond what fast_anticlustering can handle. As a balanced K-cut partitioning method for tabular data, ABA is superior to the well-known METIS method in both solution quality and running time. The code of the ABA algorithm is available on GitHub.
AIJan 12, 2021
Joint aggregation of cardinal and ordinal evaluations with an application to a student paper competitionDorit S. Hochbaum, Erick Moreno-Centeno
An important problem in decision theory concerns the aggregation of individual rankings/ratings into a collective evaluation. We illustrate a new aggregation method in the context of the 2007 MSOM's student paper competition. The aggregation problem in this competition poses two challenges. Firstly, each paper was reviewed only by a very small fraction of the judges; thus the aggregate evaluation is highly sensitive to the subjective scales chosen by the judges. Secondly, the judges provided both cardinal and ordinal evaluations (ratings and rankings) of the papers they reviewed. The contribution here is a new robust methodology that jointly aggregates ordinal and cardinal evaluations into a collective evaluation. This methodology is particularly suitable in cases of incomplete evaluations -- i.e., when the individuals evaluate only a strict subset of the objects. This approach is potentially useful in managerial decision making problems by a committee selecting projects from a large set or capital budgeting involving multiple priorities.
LGJun 25, 2020
The Max-Cut Decision Tree: Improving on the Accuracy and Running Time of Decision TreesJonathan Bodine, Dorit S. Hochbaum
Decision trees are a widely used method for classification, both by themselves and as the building blocks of multiple different ensemble learning methods. The Max-Cut decision tree involves novel modifications to a standard, baseline model of classification decision tree construction, precisely CART Gini. One modification involves an alternative splitting metric, maximum cut, based on maximizing the distance between all pairs of observations belonging to separate classes and separate sides of the threshold value. The other modification is to select the decision feature from a linear combination of the input features constructed using Principal Component Analysis (PCA) locally at each node. Our experiments show that this node-based localized PCA with the novel splitting modification can dramatically improve classification, while also significantly decreasing computational time compared to the baseline decision tree. Moreover, our results are most significant when evaluated on data sets with higher dimensions, or more classes; which, for the example data set CIFAR-100, enable a 49% improvement in accuracy while reducing CPU time by 94%. These introduced modifications dramatically advance the capabilities of decision trees for difficult classification tasks.