How reliable are the results of a clustering?
One of the fundamental principles in statistics is that, no matter how the experiment / study was conducted, if we ran it again, we would get different results. More formally, sampling variability creates uncertainty in our inferences.
How should we think about sampling variability in the context of clustering? This is a tricky problem, because you can permute the labels of the clusters without changing the meaning of the clustering. However, it is possible to measure and visualize the stability of a point’s cluster assignment.
To make this less abstract, consider an example. A study has found a collection of genes that are differentially expressed between patients with two different subtypes of a disease. There is an interest in clustering genes that have similar expression profiles across all patients — these genes probably belong to similar biological processes.
Once you run the clustering, how sure can you be that, if the study would run again, you would recover a similar clustering? Are there some genes that you are sure belong to a particular cluster? Are there some that lie between two clusters?
To illustrate, consider the simulated dataset below. Imagine that the rows are patients, the column are genes, and the colors are the expression levels of genes within patients. There are 5 clusters of genes here (columns 1 - 20 are cluster 1, 21 - 41 are cluster 2, …). The first two clusters are only weakly visible, while the last three stand out strongly.
n_per <- 20
p <- n_per * 5
Sigma1 <- diag(2) %x% matrix(rep(0.3, n_per ** 2), nrow = n_per)
Sigma2 <- diag(3) %x% matrix(rep(0.6, n_per ** 2), nrow = n_per)
Sigma <- bdiag(Sigma1, Sigma2)
diag(Sigma) <- 1
mu <- rep(0, 100)
x <- mvrnorm(25, mu, Sigma)
cols <- c('#f6eff7','#bdc9e1','#67a9cf','#1c9099','#016c59')
superheat(
x,
pretty.order.rows = TRUE,
bottom.label = "none",
heat.pal = cols,
left.label.text.size = 3,
legend = FALSE
)
K <- 5
B <- 1000
cluster_profiles <- kmeans(t(x), centers = K)$centers
cluster_probs <- matrix(nrow = ncol(x), ncol = B)
for (b in seq_len(B)) {
b_ix <- sample(nrow(x), replace = TRUE)
dists <- as.matrix(pdist(t(x[b_ix, ]), cluster_profiles[, b_ix]))
cluster_probs[, b] <- apply(dists, 1, which.min)
}
cluster_probs <- as_tibble(cluster_probs) %>%
mutate(gene = row_number()) %>%
pivot_longer(-gene, names_to = "b", values_to = "cluster")
cluster_probs <- cluster_probs %>%
mutate(cluster = as.factor(cluster)) %>%
group_by(gene, cluster) %>%
summarise(prob = n() / B)
cluster_probs
# A tibble: 256 x 3
# Groups: gene [100]
gene cluster prob
<int> <fct> <dbl>
1 1 1 0.928
2 1 2 0.002
3 1 3 0.07
4 2 1 0.994
5 2 2 0.005
6 2 5 0.001
7 3 1 0.871
8 3 2 0.099
9 3 3 0.014
10 3 4 0.001
# i 246 more rows
ggplot(cluster_probs) +
geom_bar(aes(y = as.factor(gene), x = prob, col = cluster, fill = cluster), stat = "identity") +
scale_fill_brewer(palette = "Set2") +
scale_color_brewer(palette = "Set2") +
scale_x_continuous(expand = c(0, 0)) +
labs(y = "Gene", x = "Proportion") +
theme(
axis.ticks.y = element_blank(),
axis.text.y = element_text(size = 7),
legend.position = "bottom"
)
For attribution, please cite this work as
Sankaran (2024, Jan. 7). STAT 436 (Spring 2024): Cluster Stability. Retrieved from https://krisrs1128.github.io/stat436_s24/website/stat436_s24/posts/2024-12-27-week09-05/
BibTeX citation
@misc{sankaran2024cluster, author = {Sankaran, Kris}, title = {STAT 436 (Spring 2024): Cluster Stability}, url = {https://krisrs1128.github.io/stat436_s24/website/stat436_s24/posts/2024-12-27-week09-05/}, year = {2024} }