David Adametz, Volker Roth
A Bayesian approach to partitioning distance matrices is presented. It is inspired by the 'Translation-Invariant Wishart-Dirichlet' process (TIWD) in (Vogt et al., 2010) and shares a number of advantageous properties like the fully probabilistic nature of the inference model, automatic selection of the number of clusters and applicability in semi-supervised settings. In addition, our method (which we call 'fastTIWD') overcomes the main shortcoming of the original TIWD, namely its high computational costs. The fastTIWD reduces the workload in each iteration of a Gibbs sampler from O(n^3) in the TIWD to O(n^2). Our experiments show that this cost reduction does not compromise the quality of the inferred partitions. With this new method it is now possible to 'mine' large relational datasets with a probabilistic model, thereby automatically detecting new and potentially interesting clusters.