A Non-parametric Maximum Entropy Clustering

Clustering is a fundamental tool for exploratory data analysis. Information theoretic clustering is based on the optimization of information theoretic quantities such as entropy and mutual information. Recently, since these quantities can be estimated in non-parametric manner, non-parametric information theoretic clustering gains much attention. Assuming the dataset is sampled from a certain cluster, and assigning different sampling weights depending on the clusters, the cluster conditional information theoretic quantities are estimated. In this paper, a simple clustering algorithm is proposed based on the principle of maximum entropy. The algorithm is experimentally shown to be comparable to or outperform conventional non-parametric clustering methods.