Mixed data Deep Gaussian Mixture Model: A clustering model for mixed datasets

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the variables in order to design groups. In this work we introduce a multilayer architecture model-based clustering method called Mixed Deep Gaussian Mixture Model (MDGMM) that can be viewed as an automatic way to merge the clustering performed separately on continuous and non-continuous data. This architecture is flexible and can be adapted to mixed as well as to continuous or non-continuous data. In this sense we generalize Generalized Linear Latent Variable Models and Deep Gaussian Mixture Models. We also design a new initialisation strategy and a data driven method that selects the best specification of the model and the optimal number of clusters for a given dataset "on the fly". Besides, our model provides continuous low-dimensional representations of the data which can be a useful tool to visualize mixed datasets. Finally, we validate the performance of our approach comparing its results with state-of-the-art mixed data clustering models over several commonly used datasets.