Dunn index

There are several ways to measure the robustness of a clustering algorithm. Three commonly used metrics are the Dunn index, Davis-Bouldin index, Silhoutte index and Calinski-Harabasz index.

But before we start, let’s introduce some concepts.

We are interested in clustering algorithms for a dataset $\mathcal{D}$ with $N$ elements in a $n$-dimensional real space, that is:

$$ \mathcal{D} = {x_1, x_2, \ldots, x_N} \in \mathbb{R}^p $$

The clustering algorithm will create a set $C$ of $K$ distinct disjoint groups from $\mathcal{D}$ $C={c_1, c_2, \ldots, c_k}$, such that:

$$ \cup_{c_k\in C}c_k=\mathcal{D} \ c_k \cap c_l \neq \emptyset \forall k\neq l $$

Each group (or cluster) $c_k$, will have a centroid, $\bar{c}_k$, which is the mean vector of its elements such that:

$$ \bar{c}k=\frac{1}{|c_k|}\sum{x_i \in c_k}x_i $$

We will also make use of the dataset’s mean vector, $\bar{\mathcal{D}}$, defined as:

$$ \bar{\mathcal{D}}=\frac{1}{N}\sum_{x_i \in X}x_i $$

Dunn index

The Dunn index aims at quantifying the compactness and variance of the clustering. A cluster is considered compact if there is small variance between members of the cluster. This can be calculated using $\Delta(c_k)$, where

$$ \Delta(c_k) = \max_{x_i, x_j \in c_k}{d_e(x_i, x_j)} $$

and $d_e$ is the Euclidian distance defined as:

$$ d_e=\sqrt{\sum_{j=1}^p (x_{ij}-x_{kj})^2}. $$

A cluster is considered well separated if the cluster are far-apart. This can quantified using

$$ \delta(c_k, c_l) = \min_{x_i \in c_k}\min_{x_j\in c_l}{d_e(x_i, x_j)}. $$

Given these quantities, the Dunn index for a set of clusters $C$, $DI(C)$, is then defined by:

$$ DI(C)=\frac{\min_{c_k \in C}{\delta(c_k, c_l)}}{\max_{c_k\in C}\Delta(c_k)} $$

A higher Dunn Index will indicate compact, well-separated clusters, while a lower index will indicate less compact or less well-separated clusters.

We can now try to calculate the metric for the dataset we’ve created previously. Let’s simulate some data and apply the Dunn index from scratch. First, we will create a compact and well-separated dataset using the make_blobs method in scikit-learn. We will create a dataset of $\mathbb{R}^2$ data (for easier plotting), with three clusters.

from sklearn.datasets import make_blobs

X, y = make_blobs(n_samples=1000,
import pandas as pd
from plotnine import *
from plotnine.data import *
from plotutils import *

data = pd.DataFrame(X, columns=["x1", "x2"])
data["y"] = y
data["y"] = data.y.astype('category')

We now cluster the data and we will have, as expected three distinct clusters, plotted below.

from sklearn import cluster

k_means = cluster.KMeans(n_clusters=3)
y_pred = k_means.predict(data)

prediction = pd.concat([data, pd.DataFrame(y_pred, columns=['pred'])], axis = 1)

clus0 = prediction.loc[prediction.pred == 0]
clus1 = prediction.loc[prediction.pred == 1]
clus2 = prediction.loc[prediction.pred == 2]
k_list = [clus0.values, clus1.values,clus2.values]

Let’s focus now on two of these cluster, let’s call them $c_k$ and $c_l$.

ck = k_list[0]
cl = k_list[1]

We know we have to calculate the distance between the points in $c_k$ and $c_l$. We know that the len(ck)=len(cl)=333 we create

import numpy as np

values = np.ones([len(ck), len(cl)])
array([[1., 1., 1., ..., 1., 1., 1.],
       [1., 1., 1., ..., 1., 1., 1.],
       [1., 1., 1., ..., 1., 1., 1.],
       [1., 1., 1., ..., 1., 1., 1.],
       [1., 1., 1., ..., 1., 1., 1.],
       [1., 1., 1., ..., 1., 1., 1.]])

For each pair of points, we then get the norm of $x_i-x_j$. For instance, for $i=0\in c_k$ and $i=1\in c_l$, we would have:

values[0, 1] = np.linalg.norm(ck[0]-cl[1])
print(ck[0], cl[1])
print(values[0, 1])
[-5.37039106  3.47555168  2.          0.        ] [ 5.46312794 -3.08938807  1.          1.        ]

The calculation of $\delta(c_k, c_l)$ between two clusters $c_k$ and $c_l$ will be defined as follows:

import numpy as np

def δ(ck, cl):  
    values = np.ones([len(ck), len(cl)])
    for i in range(0, len(ck)):
        for j in range(0, len(cl)):
            values[i, j] = np.linalg.norm(ck[i]-cl[j])
    return np.min(values)

So, for our two clusters above, $\delta(c_k, c_l)$ will be:

δ(ck, cl)

Within a single cluster $c_k$, we can calculate $\Delta(c_k)$ similarly as:

def Δ(ci):
    values = np.zeros([len(ci), len(ci)])
    for i in range(0, len(ci)):
        for j in range(0, len(ci)):
            values[i, j] = np.linalg.norm(ci[i]-ci[j])
    return np.max(values)

So, for instance, for our $c_k$ and $c_l$ we would have:


We can now define the Dunn index as

def dunn(k_list):
    δs = np.ones([len(k_list), len(k_list)])
    Δs = np.zeros([len(k_list), 1])
    l_range = list(range(0, len(k_list)))
    for k in l_range:
        for l in (l_range[0:k]+l_range[k+1:]):
            δs[k, l] = δ(k_list[k], k_list[l])
            Δs[k] = Δ(k_list[k])
            di = np.min(δs)/np.max(Δs)
    return di

and calculate the Dunn index for our clustered values list as


Intuitively, we can expect a dataset with less well-defined clusters to have a lower Dunn index. Let’s try it. We first generate the new dataset.

X2, y2 = make_blobs(n_samples=1000,

df = pd.DataFrame(X2, columns=['A', 'B'])

k_means = cluster.KMeans(n_clusters=3) 

#K-means training 
y_pred = k_means.predict(df)

prediction = pd.concat([df,pd.DataFrame(y_pred, columns=['pred'])], axis = 1)
prediction["pred"] = prediction.pred.astype('category')

clus0 = prediction.loc[prediction.pred == 0]
clus1 = prediction.loc[prediction.pred == 1]
clus2 = prediction.loc[prediction.pred == 2]  
k_list = [clus0.values, clus1.values,clus2.values]

Calinski-Harabasz index

The Calinski-Harabasz index1 (also known as the variance ratio criterion) is a measure of the quality of a clustering algorithm. It is commonly used to evaluate the results of a clustering technique and to compare the performance of different clustering algorithms.

The index is calculated by dividing the between-cluster variance by the within-cluster variance. A higher Calinski-Harabasz index indicates a better separation of the clusters and a better overall clustering result.

For the following example we will use Scikit-learn’s implementation2 of the Calinski-Harabasz index.

If we apply it to the previous well-defined cluster data, X, y:

from sklearn.cluster import KMeans
from sklearn.datasets import make_blobs
from sklearn.metrics import calinski_harabasz_score

# Calculate the Calinski-Harabasz index
score = calinski_harabasz_score(X, y)

print("Calinski-Harabasz index:", score)
Calinski-Harabasz index: 12403.892218876248

While applying it to the less well-defined cluster will return a lower index:

score = calinski_harabasz_score(X2, y2)

print("Calinski-Harabasz index:", score)
Calinski-Harabasz index: 135.29288069299935

  1. Caliński, Tadeusz, and Jerzy Harabasz. “A dendrite method for cluster analysis.” Communications in Statistics-theory and Methods 3, no. 1 (1974): 1-27. ↩︎

  2. https://scikit-learn.org/stable/modules/generated/sklearn.metrics.calinski_harabasz_score.html ↩︎