เปรียบเทียบวิธี

	FP-Growth (Frequent Pattern Growth)	การจัดกลุ่มแบบ K-means	การเรียนรู้แบบออนไลน์
สาขาวิชา	การเรียนรู้ของเครื่อง	การเรียนรู้ของเครื่อง	การเรียนรู้ของเครื่อง
ตระกูล	Machine learning	Machine learning	Machine learning
ปีกำเนิด	2000	1967 (formalized 1982)	1958–2000s
ผู้ริเริ่ม	Jiawei Han, Jian Pei & Yiwen Yin	MacQueen, J. B.; Lloyd, S. P.	Rosenblatt, F.; Littlestone, N.; Shalev-Shwartz, S. (key contributors)
ประเภท	Frequent-itemset mining algorithm	Partitional clustering	Learning paradigm (sequential model update)
แหล่งต้นตำรับ	Han, J., Pei, J., & Yin, Y. (2000). Mining frequent patterns without candidate generation. ACM SIGMOD Record, 29(2), 1–12.	Lloyd, S. P. (1982). Least squares quantization in PCM. IEEE Transactions on Information Theory, 28(2), 129–137.	Shalev-Shwartz, S. (2011). Online Learning and Online Convex Optimization. Foundations and Trends in Machine Learning, 4(2), 107–194.
ชื่อเรียกอื่น	frequent pattern growth, FP-tree mining, FP-Growth algorithm, sık örüntü büyütme	k-means clustering, Lloyd's algorithm, k-means partitioning, hard k-means	incremental learning, sequential learning, streaming learning, online machine learning
ที่เกี่ยวข้อง	4	4	6
สรุป	FP-Growth, introduced by Jiawei Han, Jian Pei, and Yiwen Yin in 2000, mines frequent itemsets from transaction data without generating candidate sets, the costly step that slows the classic Apriori algorithm. It compresses the database into a frequent-pattern tree (FP-tree) in two scans, then grows frequent patterns recursively from that structure, making it dramatically faster than Apriori on large, dense datasets.	K-means is a classic unsupervised partitional clustering algorithm that divides a dataset into K non-overlapping groups by iteratively assigning each observation to its nearest centroid and updating centroids as the mean of their assigned points. It is one of the most widely used exploratory tools in machine learning and data analysis.	Online learning is a machine learning paradigm in which a model is updated incrementally as each new data point arrives, rather than being trained once on a fixed dataset. It is essential when data streams continuously, storage is limited, or the underlying distribution shifts over time. Theoretical performance is measured by cumulative regret relative to the best fixed predictor in hindsight.