K-means clustering is not a free lunch

http://varianceexplained.org/r/kmeans-free-lunch/


https://github.com/dgrtwo


http://varianceexplained.org/



  • k-means assume the variance of the distribution of each attribute (variable) is spherical;

  • all variables have the same variance;

  • the prior probability for all k clusters are the same, i.e. each cluster has roughly equal number of observations; If any one of these 3 assumptions is violated, then k-means will fail.



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