Robust Clustering with Normal Mixture Models: A Pseudo $\beta$-Likelihood Approach

TL;DR

This paper introduces a robust clustering method for normal mixture models using a pseudo β-likelihood approach, improving outlier detection and cluster accuracy in complex, overlapping data scenarios.

Contribution

It proposes a novel robust estimation technique based on density power divergence, with an iterative reweighted least squares algorithm for simultaneous clustering and anomaly detection.

Findings

Performs better than existing methods in overlapping clusters

Effective in detecting outliers and anomalies

Maintains low misclassification rates in real datasets

Abstract

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust alternative to the ordinary likelihood approach for this estimation problem is proposed which performs simultaneous estimation and data clustering and leads to subsequent anomaly detection. To invoke robustness, the methodology based on the minimization of the density power divergence (or alternatively, the maximization of the $\beta$-likelihood) is utilized under suitable constraints. An iteratively reweighted least squares approach has been followed in order to compute the proposed estimators for the component means (or equivalently cluster centers) and component dispersion matrices which leads to simultaneous data clustering. Some exploratory techniques are also suggested for anomaly detection, a problem of great importance in the domain of statistics and machine learning. The proposed method is validated with simulation studies under different set-ups; it performs competitively or better compared to the popular existing methods like K-medoids, TCLUST, trimmed K-means and MCLUST, especially when the mixture components (i.e., the clusters) share regions with significant overlap or outlying clusters exist with small but non-negligible weights (particularly in higher dimensions). Two real datasets are also used to illustrate the performance of the newly proposed method in comparison with others along with an application in image processing. The proposed method detects the clusters with lower misclassification rates and successfully points out the outlying (anomalous) observations from these datasets.