A unified formulation of k-means, fuzzy c-means and Gaussian mixture model by the Kolmogorov–Nagumo average

Abstract

Clustering is a major unsupervised learning algorithm and is widely applied in data mining and statistical data analyses. Typical examples include k-means, fuzzy c-means, and Gaussian mixture models, which are categorized into hard, soft, and model-based clusterings, respectively. We propose a new clustering, called Pareto clustering, based on the Kolmogorov–Nagumo average, which is defined by a survival function of the Pareto distribution. The proposed algorithm incorporates all the aforementioned clusterings plus maximum-entropy clustering. We introduce a probabilistic framework for the proposed method, in which the underlying distribution to give consistency is discussed. We build the minorize-maximization algorithm to estimate the parameters in Pareto clustering. We compare the performance with existing methods in simulation studies and in benchmark dataset analyses to demonstrate its highly practical utilities.