Construction of an optimal collective decision in cluster analysis on the basis of an averaged co-association matrix and cluster validity indices

An ensemble clustering method is proposed that is based on a weight averaged co-association matrix. The ensemble includes various cluster analysis algorithms whose weights are calculated with the use of cluster validity indices. The properties of the ensemble are analyzed, a probabilistic model is described by which the relations between the characteristics of the ensemble and a quality estimate of a decision are determined, and a method is proposed for determining the optimal weights. The efficiency of the method is analyzed by statistical simulation.