Manabu Kimura and Masashi Sugiyama

Abstract:
Recently, statistical dependence measures such as mutual information and kernelized covariance have been successfully applied to clustering. In this paper, we follow this line of research and propose a novel dependence-maximization clustering method based on least-squares mutual information, which is an estimator of a squared-loss variant of mutual information. A notable advantage of the proposed method over existing approaches is that hyperparameters such as kernel parameters and regularization parameters can be objectively optimized based on cross-validation. Thus, subjective manual-tuning of hyperparameters is not necessary in the proposed method, which is a highly useful property in unsupervised clustering scenarios. Through experiments, we illustrate the usefulness of the proposed approach.

Keywords: dependence-maximization clustering, squared-loss mutual information, least-squares mutual information, model selection, kernel