Clustering data through an analogy to the Potts model
Authors: Marcelo Blatt, Shai Wiseman, Eytan Domany
Published in: Advances in Neural Information Processing Systems 8  (NIPS 1995) (Main Conference Track), 1995

Abstract: A  new  approach for  clustering  is  proposed.  This  method is  based  on an analogy to a  physical model;  the  ferromagnetic  Potts model  at thermal equilibrium is  used  as an analog computer for  this hard  optimization problem .  We  do not  assume  any structure  of the  un(cid:173) derlying distribution of the data.  Phase space of the Potts model is  divided  into  three  regions; ferromagnetic,  super-paramagnetic and  paramagnetic phases.  The  region  of interest  is  that  corresponding  to the super-paramagnetic one, where  domains of aligned spins ap(cid:173) pear.  The range of temperatures  where  these structures  are  stable  is  indicated  by  a  non-vanishing magnetic susceptibility.  We  use  a  very  efficient  Monte  Carlo  algorithm  to  measure  the  susceptibil(cid:173) ity  and  the  spin  spin  correlation  function.  The  values  of the  spin  spin  correlation  function,  at  the  super-paramagnetic  phase,  serve  to identify the  partition of the  data points into clusters. 
Many natural phenomena can be viewed as optimization processes,  and the drive to  understand and analyze them yielded powerful  mathematical methods.  Thus when  wishing to solve a hard optimization problem, it may be advantageous to apply these  methods  through  a  physical  analogy.  Indeed,  recently  techniques  from  statistical  physics  have  been  adapted for  solving hard optimization problems  (see  e.g.  Yuille  and Kosowsky,  1994).  In  this work  we formulate the problem of clustering in  terms  of a  ferromagnetic  Potts spin  model.  Using  the  Monte  Carlo method  we  estimate  physical quantities such  as the spin spin correlation function  and the susceptibility,  and  deduce from them the  number of clusters  and cluster  sizes.  Cluster  analysis  is  an  important technique  in exploratory  data analysis  and  is  ap(cid:173) plied in a variety of engineering and scientific disciplines.  The problem of partitionaZ  clustering can  be formally stated  as  follows.  With everyone of i  =  1,2, ... N  pat(cid:173) terns  represented  as  a  point  Xi  in  a  d-dimensional  metric  space,  determine  the  partition  of these  N  points  into  M  groups,  called  clusters,  such  that  points  in  a  cluster are more similar to each other than to points in different  clusters.  The value  of M  also has  to be  determined. 
Clustering Data  through  an  Analogy  to  the Potts  Model 
417 
The  two  main approaches  to partitional clustering  are  called  parametric and  non(cid:173) parametric.  In  parametric approaches  some knowledge of the  clusters'  structure  is  assumed  (e.g .  each  cluster  can  be  represented  by  a  center  and  a  spread  around  it) .  This assumption is  incorporated in a  global  criterion.  The goal is  to assign  the  data points so  that  the  criterion  is  minimized .  A  typical example is  variance  min(cid:173) imization (Rose, Gurewitz,  and  Fox,  1993) .  On  the other hand,  in  non-parametric  approaches  a  local  criterion is  used  to  build  clusters  by  utilizing local  structure  of  the  data.  For  example,  clusters  can  be formed  by  identifying high-density  regions  in  the  data space  or  by  assigning a  point  and its  K -nearest  neighbors  to the same  cluster.  In  recent  years  many  parametric  partitional  clustering  algorithms rooted  in statistical physics  were  presented  (see  e.g.  Buhmann and  Kiihnel  , 1993).  In the  present  work  we  use  methods of statistical physics  in non-parametric clustering. 
Our  aim is  to  use  a  physical  problem as  an analog to  the  clustering  problem.  The  notion of clusters  comes very  naturally in  Potts spin models  (Wang and Swendsen,  1990) where clusters are closely related to ordered regions of spins.  We place a Potts  spin variable Si  at each point Xi  (that represents one of the patterns), and introduce  a  short  range  ferromagnetic  interaction  Jij  between  pairs of spins,  whose  strength  decreases  as  the inter-spin distance Ilxi - Xj"  increases.  The system is  governed by  the  Hamiltonian (energy function) 
1i =  - L  hj D8,,8j