Bayesian Co-clustering

Hanhuai Shan, Arindam Banerjee

Research output: Chapter in Book/Report/Conference proceedingConference contribution

136 Scopus citations


In recent years, co-clustering has emerged as a powerful data mining tool that can analyze dyadic data connecting two entities. However, almost all existing co-clustering techniques are partitional, and allow individual rows and columns of a data matrix to belong to only one cluster. Several current applications, such as recommendation systems and market basket analysis, can substantially benefit from a mixed membership of rows and columns. In this paper, we present Bayesian co-clustering (BCC) models, that allow a mixed membership in row and column clusters. BCC maintains separate Dirichlet priors for rows and columns over the mixed membership and assumes each observation to be generated by an exponential family distribution corresponding to its row and column clusters. We propose a fast variational algorithm for inference and parameter estimation. The model is designed to naturally handle sparse matrices as the inference is done only based on the nonmissing entries. In addition to finding a co-cluster structure in observations, the model outputs a low dimensional coembedding, and accurately predicts missing values in the original matrix. We demonstrate the efficacy of the model through experiments on both simulated and real data.

Original languageEnglish (US)
Title of host publicationProceedings - 8th IEEE International Conference on Data Mining, ICDM 2008
Number of pages10
StatePublished - Dec 1 2008
Event8th IEEE International Conference on Data Mining, ICDM 2008 - Pisa, Italy
Duration: Dec 15 2008Dec 19 2008

Publication series

NameProceedings - IEEE International Conference on Data Mining, ICDM
ISSN (Print)1550-4786


Other8th IEEE International Conference on Data Mining, ICDM 2008


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