Adaptive Clustering Using Kernel Density Estimators
Ingo Steinwart, Bharath K. Sriperumbudur, Philipp Thomann.
Year: 2023, Volume: 24, Issue: 275, Pages: 1−56
Abstract
We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it receives level set estimates from a kernel density estimator. In particular, we derive finite sample guarantees, consistency, rates of convergence, and an adaptive data-driven strategy for choosing the kernel bandwidth. For these results we do not need continuity assumptions on the density such as Hölder continuity, but only require intuitive geometric assumptions of non-parametric nature. In addition, we compare our results to other guarantees found in the literature and also present some experiments comparing our algorithm to $k$-means and hierarchical clustering.