A New, Fast, and Outlier Resistant Hierarchical Clustering
Algorithm
Description
A new hierarchical clustering linkage criterion:
the Genie algorithm links two clusters in such a way that a chosen
economic inequity measure (e.g., the Gini index) of the cluster
sizes does not increase drastically above a given threshold. Benchmarks
indicate a high practical usefulness of the introduced method:
it most often outperforms the Ward or average linkage in terms of
the clustering quality while retaining the single linkage speed,
see (Gagolewski et al. 2016a ,
2016b )
for more details.