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Randomized Algorithms for Fast Bayesian Hierarchical Clusteringby: Katherine A Heller, Zoubin Ghahramani
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AbstractWe present two new algorithms for fast Bayesian Hierarchical Clustering on large data sets. Bayesian Hierarchical Clustering (BHC) [1] is a method for agglomerative hierarchical clustering based on evaluating marginal likelihoods of a probabilistic model. BHC has several advantages over traditional distancebased agglomerative clustering algorithms. It defines a probabilistic model of the data and uses Bayesian hypothesis testing to decide which merges are advantageous and to output the...
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