[R] Help with clustering

[Christian Hennig]

Generally, how to scale different variables when aggregating them in a 
dissimilarity measure is strongly dependent on the subject matter, what the 
aim of clustering and your "cluster comncept" is. This cannot be answered 
properly on such a mailing list.

A standard transformation before computing dissimilarities would be to 
scale all variables to variance 1 by dividing by their standard deviations. 
This gives in some well defined sense all 
variables the same weight (which may be somewhat affected by 
outliers, heavy tails, skewness; note, however, that normalising to the same 
range shares the same problems more severly).

Regards,
Christian

On Mon, 26 Jan 2009, mauede at alice.it wrote:

> I am going to try out a tentative clustering of some feature vectors.
> The range of values spanned by the three items making up the features vector is quite different:
>
> Item-1 goes roughly from 70 to 525 (integer numbers only)
> Item-2 is in-between 0 and 1 (all real numbers between 0 and 1)
> Item-3 goes from 1 to 10 (integer numbers only)
>
> In order to spread out Item-2 even further I might try to replace Item-2 with Log10(Item-2).
>
> My concern is that, regardless the distance measure used, the item whose order of magnitude is the highest may carry the highest weight in the process of calculating the similarity matrix therefore fading out the influence of the items with smaller variation in the resulting clusters.
> Should I normalize all feature vector elements to 1 in advance of generating the similarity matrix ?
>
> Thank you so much.
> Maura
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> tutti i telefonini TIM!
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*** --- ***
Christian Hennig
University College London, Department of Statistical Science
Gower St., London WC1E 6BT, phone +44 207 679 1698
chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche