Abstract:
We propose a new approach to the construction of $k$-means clustering algorithms in which the Mahalanobis distance is used instead of the Euclidean distance. The approach is based on minimizing differentiable estimates of the mean insensitive to outliers. Illustrative examples convincingly show that the proposed algorithm is highly likely to be robust with respect to a large amount of outliers in the data.
Keywords:cluster center, robust mean, Mahalanobis distance, iterative reweighting, robust algorithm.
Presented by the member of Editorial Board:A. A. Lazarev