Partitioning Relational Matrices of Similarities or Dissimilarities using the Value of Information

Abstract: In this paper, we provide an approach to clustering relational matrices whose entries correspond to either similarities or dissimilarities between objects. Our approach is based on the value of information, a parameterized, information-theoretic criterion that measures the change in costs associated with changes in information. Optimizing the value of information yields a deterministic annealing style of clustering with many benefits. For instance, investigators avoid needing to a priori specify the number of clusters, as the partitions naturally undergo phase changes, during the annealing process, whereby the number of clusters changes in a data-driven fashion. The global-best partition can also often be identified.