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Differential Geometrical Theory of Statistics
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Entropy2016,18, 396 Themean-shift isdefinedby m(x)= k ∑ i=1 1 rn+2g ( d(x,xi)2 r2 ) ∑ki=1 1 rn+2g ( d(x,xi)2 r2 )logx(xi)∝∇fKrfgr , wherem(x) is in the tangentspaceatx. Thealgorithmmoves fromx to expx(m(x))until convergence toa localmaximum.Thepointsof thespacearesegmentedaccordingto the localmaximatowhich theyconverge. In order to assess the quality of unsupervised classification,weuse the notion of Silhouette, see [36],whichcomputes foreachpointaproximitycriterionwithrespect tootherpointsof thesame clusterandotherpointsofdifferentclusters (seeFigure4). Letxbe in theclusterA.Werespectively define a(x)=miny∈Ad(x,y)andb(x)=miny =Ad(x,y), theminimumdistance topointsof thesame (resp. other) class(es). TheSilhouetteofx is a(x)−b(x) max{a(x),b(x)}, which takesvaluesbetween−1and1, respectively,whenthedatapoint is considered“badly”and “well” clustered. The average of all the silhouettes provides an indication of the relevance of the classification.Onecanrepresentgraphically thesilhouetteprofilebyplotting foreachclasshorizontal segmentsof the lengthof thesilhouettevalue (seeFigure5). Figure4. Intraandinterclusterdistances. Figure5.Exampleofsilhouette. 358
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Differential Geometrical Theory of Statistics
Titel
Differential Geometrical Theory of Statistics
Autoren
Frédéric Barbaresco
Frank Nielsen
Herausgeber
MDPI
Ort
Basel
Datum
2017
Sprache
englisch
Lizenz
CC BY-NC-ND 4.0
ISBN
978-3-03842-425-3
Abmessungen
17.0 x 24.4 cm
Seiten
476
Schlagwörter
Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
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Naturwissenschaften Physik
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Differential Geometrical Theory of Statistics