[Sap17c] Clusterwise methods, past and present
Conférence Internationale avec comité de lecture :
61 World Statistics Congress,
July 2017,
pp.xx,
Marrakech,
Maroc,
Mots clés: clusterwise regression; mixture models; dimension reduction; PLS regression
Résumé:
Instead of fitting a single and global model (regression, PCA, etc.) to a set of observations, clusterwise methods look simultaneously for a partition into k clusters and k local models optimizing some criterion. There are two main approaches:
1. the least squares approach introduced by E.Diday in the 70's, derived from k-means
2. mixture models using maximum likelihood
but only the first one easily enables prediction.
After a survey of classical methods, we will present recent extensions to functional, symbolic and multiblock data.