CrudeClustering

Initialization

Cluster y(N) into Kmax clusters Using complete linkage algorithm

Apply each of the four search operators described below to the the current partition S in a random order. Then, if the resulting partition leads To a higher marginal likelihood, update the current partition S, otherwise keep the current partition. If all operators fail To update the current partition, then Stop And Set the best partition S' as the current partition S.

• In a random order relocate all vectors in a pregroup to another cluster that leads to the maximal increase in the marginal likelihood. The option of moving vectors into an empty cluster is also considered, unless the total number Of clusters exceeds Kmax.

• In a random order, merge the two clusters which leads to the maximum increase in the marginal likelihood. This operator considers also merging of singleton clusters (only one pregroup in the cluster) that might be generated by the other operators.
• In a random order, split each cluster into two subclusters using complete linkage clustering algorithm, where the distance between two pregroups are calculated As the average linear correlation coefficient between vectors In the two pregroups. Then Try reassigning Each subcluster To another cluster including empty clusters. Choose the split And reassignment that leads To the maximal increase In the marginal likelihood(5).
• In a random order, split each cluster into m subclusters using complete linkage clustering algorithm as described in operator (iii), where m=min(20, nPregroup/5) And nPregroup Is the total number Of pregroups In the cluster. Then Try to reassign each subcluster to another cluster; choose the split And reassignment that leads To the maximal increase In the marginal likelihood.