Simultaneous Grouping and Denoising via Sparse Convex Wavelet Clustering

Autor:	Weylandt, Michael, Roddenberry, T. Mitchell, Allen, Genevera I.
Rok vydání:	2020
Předmět:	Statistics - Machine Learning Computer Science - Machine Learning Electrical Engineering and Systems Science - Signal Processing Statistics - Methodology
Zdroj:	DSLW 2021: Proceedings of the IEEE Data Science and Learning Workshop 2021, pp.1-8. 2021
Druh dokumentu:	Working Paper
DOI:	10.1109/DSLW51110.2021.9523413
Popis:	Clustering is a ubiquitous problem in data science and signal processing. In many applications where we observe noisy signals, it is common practice to first denoise the data, perhaps using wavelet denoising, and then to apply a clustering algorithm. In this paper, we develop a sparse convex wavelet clustering approach that simultaneously denoises and discovers groups. Our approach utilizes convex fusion penalties to achieve agglomeration and group-sparse penalties to denoise through sparsity in the wavelet domain. In contrast to common practice which denoises then clusters, our method is a unified, convex approach that performs both simultaneously. Our method yields denoised (wavelet-sparse) cluster centroids that both improve interpretability and data compression. We demonstrate our method on synthetic examples and in an application to NMR spectroscopy. Comment: To appear in IEEE DSLW 2021
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2012.04762 Zobrazit plný text záznamu View this record from Arxiv