I am working on clustering a medium-sized, high-dimensional data set (200k rows; 120 columns). Once I have attempted (multiple) cluster solutions, I would like to profile my clusters and understand them.
Previously, I used to calculate descriptive statistics (mean, mode, median, standard deviation). I was trying to use Parallel Coordinates Plots but these don't help much with large number of variables.
I was wondering if there are some other ways for profiling and understanding clusters.
I understand that you're interested in visual approaches to cluster insight.
In running your descriptive stats, did you employ an index of the cluster value relative to the total sample value for that statistic? So, for the 120 features in your data, in total and by cluster, create a (k+1)x120 matrix, with k=# clusters, then simply divide the cluster values by the grand mean (median, whatever) for each feature, multiply by hundred and round off the decimals. The resulting index is like an IQ score where indices of 80 and less or 120+ are considered (un)representative of that cluster. Really simple but it's useful for quick and dirty insights.
Once you have the indices, you can create a heat map of the features that highlight the deviances. Here's a link to an introduction to heat mapping that is fairly clear:
http://www.fusioncharts.com/dev/chart-guide/heat-map-chart/introduction.html
Joint-space maps would provide a visualization of the clusters relative to a canonical discriminant function of the features. The canonical variates would summarize the features in a low-dimensional, component space while also producing average values for the clusters. By locating each feature in this new, coordinate space a cluster by feature proximity matrix can be created which would be easy to visualize. Here's a link to a paper which discusses approaches to mapping such as this. The key thing is that any dimension reduction method can be leveraged:
http://web.mit.edu/hauser/www/Papers/Alternative_Perceptual_Mapping_Techniques.pdf
Topologists have developed an approach to analysis and visualization of complex data, Extracting insights from the shape of complex data using topology. Here's their Nature paper as well as some R code that they've created:
http://www.nature.com/articles/srep01236#f1
http://arxiv.org/abs/1411.1830
Here's a link to an article that has a multitude of visuals for clusters:
Evaluating cluster quality can also provide useful insight. There are lots of approaches to this but here's a link to an article that proposes 4 information-theoretic metrics: purity, normalized mutual information, rand index and the F-measure:
http://nlp.stanford.edu/IR-book/html/htmledition/evaluation-of-clustering-1.html#fig:clustfg3
Hope these help.
profile my clusters, that is, to plot relevant summary univariate statistics which would help to describe the differences b/w the clusters.
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Beware that with 120 dimensions, it is really hard to make clustering work well at all. Most likely, some dimensions dominate the result, and others were not taken into account at all.
Assuming you are using e.g. k-means or any distance-based clustering algorithm, you have 120-1=119 degrees of freedom just in linear normalization of your data. Roughly, every dimension has a scalar weight $\omega_i$ with linear normalization. If you choose the weight too large, that dimension is overrepresented. If it is too small, it is underrepresented.
So you really need to study your clusters, because they might not take everything into account well.
Probably the standard approach to understanding the differences between clusters would be decision trees. You use the cluster labels as classes, then train an interpretable classifier. The resulting tree can be used to explain what each cluster contains. It may be worth builiding multiple classifiers, for example one-vs-rest for each cluster. It is also worth trying a random-forest approach, but analyzing all the resulting trees. One possible analysis is this: for every tree, count the features in the root node, or the first n levels. If a feature is nominated too much, it probably dlminates your output too much. If a feature is not mentioned much, either that feature just is garbage, or it received too little influence.
