Sparse k-means for mixed data via group-sparse clustering
Résumé
The present manuscript tackles the issue of variable selection for clustering, in high dimensional data described both by numerical and categorical features. First, we build upon the sparse k-means algorithm with lasso penalty, and introduce the group-L1 penalty-already known in regression-in the unsupervised context. Second, we preprocess mixed data and transform categorical features into groups of dummy variables with appropriate scaling, on which one may then apply the group-sparse clustering procedure. The proposed method performs simultaneously clustering and feature selection, and provides meaningful partitions and meaningful features, numerical and categorical, for describing them.
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