X-Means clustering algorithm, an extended K-Means which tries to
automatically determine the number of clusters based on BIC scores.
Starting with only one cluster, the X-Means algorithm goes into action
after each run of K-Means, making local decisions about which subset of the
current centroids should split themselves in order to better fit the data.
The splitting decision is done by computing the Bayesian Information
Criterion (BIC).
References
- Dan Pelleg and Andrew Moore. X-means: Extending K-means with Efficient Estimation of the Number of Clusters. ICML, 2000.