The K-means algorithm is commonly used with the Euclidean metric. While the use of Mahalanobis distances seems to be a straightforward extension of the algorithm, the initial estimation of covariance matrices can be complicated. We propose a novel approach for initializing covariance matrices.
- K-means algorithm
- Mahalanobis distance
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty