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Probability of misclassification in model-based clustering

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Abstract

Cluster analysis is an important problem of unsupervised machine learning. Model-based clustering is one of the most popular clustering techniques based on finite mixture models. Upon fitting of a mixture model, one question naturally arises as to how many misclassifications there are in the partition. At the same time, rather limited literature is devoted to developing diagnostic tools for obtained clustering solution. In this paper, an algorithm is developed for efficiently estimating the misclassification probability. The confusion probability map and classification confidence region are proposed for predicting the confusion matrix, identifying which cluster causes the most confusion, and understand the distribution of misclassifications. Application to real-life datasets illustrates the developed technique with promising results.

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Acknowledgements

The research is partially funded by the University of Louisville EVPRI internal research grant from the Office of the Executive Vice President for Research and Innovation.

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  1. Department of Mathematics, The University of Louisville, Louisville, KY, 40208, USA

    Xuwen Zhu

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  1. Xuwen Zhu
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Correspondence to Xuwen Zhu.

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Zhu, X. Probability of misclassification in model-based clustering. Comput Stat 34, 1427–1442 (2019). https://doi.org/10.1007/s00180-019-00868-0

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  • DOI: https://doi.org/10.1007/s00180-019-00868-0

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