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Data Structures & Algorithms for Exact Inference in Hierarchical Clustering

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 Added by Sebastian Macaluso
 Publication date 2020
and research's language is English




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Hierarchical clustering is a fundamental task often used to discover meaningful structures in data, such as phylogenetic trees, taxonomies of concepts, subtypes of cancer, and cascades of particle decays in particle physics. Typically approximate algorithms are used for inference due to the combinatorial number of possible hierarchical clusterings. In contrast to existing methods, we present novel dynamic-programming algorithms for emph{exact} inference in hierarchical clustering based on a novel trellis data structure, and we prove that we can exactly compute the partition function, maximum likelihood hierarchy, and marginal probabilities of sub-hierarchies and clusters. Our algorithms scale in time and space proportional to the powerset of $N$ elements which is super-exponentially more efficient than explicitly considering each of the (2N-3)!! possible hierarchies. Also, for larger datasets where our exact algorithms become infeasible, we introduce an approximate algorithm based on a sparse trellis that compares well to other benchmarks. Exact methods are relevant to data analyses in particle physics and for finding correlations among gene expression in cancer genomics, and we give examples in both areas, where our algorithms outperform greedy and beam search baselines. In addition, we consider Dasguptas cost with synthetic data.



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Hierarchical clustering is a critical task in numerous domains. Many approaches are based on heuristics and the properties of the resulting clusterings are studied post hoc. However, in several applications, there is a natural cost function that can be used to characterize the quality of the clustering. In those cases, hierarchical clustering can be seen as a combinatorial optimization problem. To that end, we introduce a new approach based on A* search. We overcome the prohibitively large search space by combining A* with a novel emph{trellis} data structure. This combination results in an exact algorithm that scales beyond previous state of the art, from a search space with $10^{12}$ trees to $10^{15}$ trees, and an approximate algorithm that improves over baselines, even in enormous search spaces that contain more than $10^{1000}$ trees. We empirically demonstrate that our method achieves substantially higher quality results than baselines for a particle physics use case and other clustering benchmarks. We describe how our method provides significantly improved theoretical bounds on the time and space complexity of A* for clustering.
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