Optimization of Fuzzy C-Means (FCM) clustering with the Alternating Direction Method of Multiplier (ADMM)
Optimisation de Fuzzy C-Means (FCM) clustering par la méthode des directions alternées (ADMM)
Résumé
Among the clustering methods, K-Means and variants are very popular. These
methods solve at each iteration the first order optimality conditions. However, in some
cases, the function to be minimized is not convex, as for the Fuzzy C-Means version with
Mahalanobis distance (FCM-GK). In this study, we apply the Alternating Directions
Method of Multiplier (ADMM) to ensure a good convergence. ADMM is often applied
to solve a separable convex minimization problem with linear constraints. ADMM is
a decomposition/coordination method with a coordination step provided by Lagrange
multipliers. By appropriately introducing auxiliary variables, this method allows the
problem to be decomposed into easily solvable convex subproblems while keeping the
same iterative structure. Numerical results have demonstrated the significant perfor-
mance of the proposed method compared to the standard method especially for high
dimensional data.
Fichier principal
Optimisation_de_Fuzzy_C_Means__FCM__clustering_par_la_m_thode_des_directions_altern_es__ADMM____EGC-2.pdf (112.62 Ko)
Télécharger le fichier