How to evaluate clustering with ground truth?

Scalar metrics are often used to evaluate clusterings against known classes, but they can obscure a fundamental trade-off: clusterings should be informative about class labels while avoiding unnecessary fragmentation. Here we describe normalized scores of cluster homogeneity and parsimony that quantify this trade-off. These scores build on the information bottleneck principle, modified to not reward lossy compression. We show by example and mathematical proof that our definitions of these scores have the intuitive property of varying monotonically under cluster refinement in contrast to related proposals. Extending the information-theoretic framework beyond Shannon entropies, we furthermore derive set-matching and pair-based counterparts of the homogeneity and parsimony scores. These unify commonly used evaluation criteria and show that, in the pair-based setting, the homogeneity-parsimony trade-off recovers the receiver operating characteristic of binary classifiers. We demonstrate the framework's utility for feature selection and algorithm comparison, illustrating how considering scores jointly can clarify clustering operating points and identify Pareto-optimal solutions.

For the use case of comparing the performance of clustering algorithms whose output is a contingency table, a single performance metric for contingency tables is needed. Such a metric is vital for comparative performance analysis of clustering algorithms. A survey of publicly available literature did not show the presence of such a metric. Metrics do exist for vector pairs of truth values and predicted values, which are an alternative form of output of clustering algorithms. However, the metrics for vector pairs do not reveal the presence of detailed features that are apparent in contingency tables. This paper presents the Associativity Peakiness (AP) metric, which characterizes aspects of clustering algorithm performance that are critical for predicting a clustering algorithm's performance when deployed. The AP metric is analogous to measures of quality for confusion matrices that are outputs of supervised learning algorithms. This paper presents results from simulations in which 500 contingency tables were generated for multiple test scenarios. The results show that for the use case of evaluating clustering algorithms, the AP metric characterizes performance of contingency tables with higher dynamic range than publicly available metrics, and that it is computationally more efficient than comparable publicly available metrics.

Selecting a clustering algorithm and its hyperparameters without labels is a common difficulty in engineering machine learning pipelines that work with unsupervised analysis of sensor, image, or process data. Clustering validation indices (CVIs) provide internal scores for ranking candidate clusterings, but most popular CVIs are built from Euclidean compactness and separation terms and so tend to favour compact, convex partitions. Their performance is known to degrade on non convex, irregular, or variable density data, where kernel transformations or alternative distance measures are typically used at the cost of additional tuning and computation. This paper introduces the Central Description Length (CDL) clustering validation index. CDL uses the observed within cluster compactness, the estimated cluster centers, and the estimated cluster covariances to compute a probabilistic upper bound on the description length associated with the unobservable true cluster centers. The bound condenses intra cluster compactness and centroid displacement into a single computable quantity and is evaluated on the partition produced by any clustering algorithm. The implementation uses only observable quantities (the data, the partition, the estimated centers, and the estimated covariances) and does not use ground truth labels. On synthetic benchmarks with non convex and arbitrary shape clusters, CDL-CVI selected the reference number of clusters more often and reached higher Adjusted Rand Index (ARI) values than the conventional CVIs we tested, without an additional kernel preprocessing stage. On image benchmarks (MNIST, CIFAR-10, STL-10) clustered from frozen unsupervised embeddings, CDL-CVI returned cluster numbers close to the reference class counts across K-means, DBSCAN, and spectral clustering in the reported trials.