Interpreting and Extending Classical Agglomerative Clustering Algorithms using a Model-Based approach

We present two results which arise from a model-based approach to hierarchical agglom- erative clustering. First, we show formally that the common heuristic agglomerative clustering algorithms - single-link, complete-link, group- average, and Ward's method - are each equiva- lent to a hierarchical model-based method. This interpretation gives a theoretical explanation of the empirical behavior of these algorithms, as well as a principled approach to resolving practical issues, such as number of clusters or the choice of method. Second, we show how a model-based approach can be used to extend these basic agglomerative algorithms. We intro- duce adjusted complete-link, Mahalanobis-link, and line-link as variants of the classical agglom- erative methods, and demonstrate their utility.