Weighting variables in K-means clustering
Myung-Hoe Huh, Yong Bin Lim · Journal of Applied Statistics · 2008
The aim of this study is to assign weights w 1, …, w m to m clustering variables Z 1, …, Z m , so that k groups were uncovered to reveal more meaningful within-group coherence. We propose a new criterion to be minimized, which is the sum of the weighted within-cluster sums of squares and the penalty for the heterogeneity in variable weights w 1, …, w m . We will present the computing algorithm for such k-means clustering, a working procedure to determine a suitable value of penalty constant and numerical examples, among which one is simulated and the other two are real.