Expectile Sparse Clustering for Mixed-Type Data with Data-Driven Ordinal Scoring

High-dimensional datasets combining continuous, ordinal, and nominal variables are increasingly prevalent in modern applications such as marketing analytics, biostatistics, and social sciences. Clustering in such settings is challenging because continuous variables may exhibit asymmetric distributional structure, ordinal variables have a natural ordering but no canonical numerical spacing, and irrelevant variables can obscure the underlying cluster structure. We propose ExSC-τθ, an adaptive sparse clustering framework for high-dimensional mixed-type data that addresses these three issues within a unified variable-selection framework. For continuous variables and Azzalini-scored ordinal variables, we introduce an expectile-based asymmetric dissimilarity parameterized by τ∈(0,1), which reduces to the squared Euclidean dissimilarity at τ=12 and allows for directional differences to receive unequal quadratic penalties. For ordinal variables, we extend Azzalini’s score transformation to the unsupervised setting by estimating the transformation parameters from a cluster-quality criterion, thereby obtaining data-driven non-equidistant numerical representations. For nominal variables, we employ a co-occurrence-based dissimilarity that incorporates dependence among categorical variables. The resulting type-specific dissimilarities are integrated through separate ℓ1-constrained variable-weight vectors and a variable-wise adjusted Davies–Bouldin objective. We establish screening consistency under explicit signal-strength, sparsity, dimensionality, and regularity conditions. Simulation studies covering different numbers of clusters and distributional heterogeneity demonstrate that the proposed framework is particularly effective for ordinal-variable recovery and for clustering structures in which symmetric dissimilarities are inadequate. Two real data applications, Steel Annealing and Credit Approval, illustrate the method, including the interpretability of the learned ordinal representation, the variable selection and the adaptive asymmetry parameter.

Authors

Institutions

Publication Details

Journal
Mathematics
Published
2026-10-30
DOI
https://doi.org/10.3390/math14213966
Primary Topic
Advanced Clustering Algorithms Research
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Expectile Sparse Clustering for Mixed-Type Data with Data-Driven Ordinal Scoring

Echarif Elharfaoui, Mohamed Alahiane, Mustapha Rachdi, Ismail Arjdal
2 links
Mathematics
Advanced Clustering Algorithms Research
article

Expectile Sparse Clustering for Mixed-Type Data with Data-Driven Ordinal Scoring

Echarif Elharfaoui, Mohamed Alahiane, Mustapha Rachdi, Ismail Arjdal
article en

Abstract

High-dimensional datasets combining continuous, ordinal, and nominal variables are increasingly prevalent in modern applications such as marketing analytics, biostatistics, and social sciences. Clustering in such settings is challenging because continuous variables may exhibit asymmetric distributional structure, ordinal variables have a natural ordering but no canonical numerical spacing, and irrelevant variables can obscure the underlying cluster structure. We propose ExSC-τθ, an adaptive sparse clustering framework for high-dimensional mixed-type data that addresses these three issues within a unified variable-selection framework. For continuous variables and Azzalini-scored ordinal variables, we introduce an expectile-based asymmetric dissimilarity parameterized by τ∈(0,1), which reduces to the squared Euclidean dissimilarity at τ=12 and allows for directional differences to receive unequal quadratic penalties. For ordinal variables, we extend Azzalini’s score transformation to the unsupervised setting by estimating the transformation parameters from a cluster-quality criterion, thereby obtaining data-driven non-equidistant numerical representations. For nominal variables, we employ a co-occurrence-based dissimilarity that incorporates dependence among categorical variables. The resulting type-specific dissimilarities are integrated through separate ℓ1-constrained variable-weight vectors and a variable-wise adjusted Davies–Bouldin objective. We establish screening consistency under explicit signal-strength, sparsity, dimensionality, and regularity conditions. Simulation studies covering different numbers of clusters and distributional heterogeneity demonstrate that the proposed framework is particularly effective for ordinal-variable recovery and for clustering structures in which symmetric dissimilarities are inadequate. Two real data applications, Steel Annealing and Credit Approval, illustrate the method, including the interpretability of the learned ordinal representation, the variable selection and the adaptive asymmetry parameter.

MathematicsVol. 14(21)
Chouaib Doukkali University (MA), Université Grenoble Alpes (FR)
Openalex Percentile: Top 14%
Advanced Clustering Algorithms Research
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Laika access coming soon