Consistent Procedures for Cluster Tree Estimation and Pruning

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Abstract: For a density f on mathbbRd, a {it high-density cluster} is any connected component of x:f(x)geqlambda, for some lambda>0. The set of all high-density clusters forms a hierarchy called the {it cluster tree} of f. We present two procedures for estimating the cluster tree given samples from f. The first is a robust variant of the single linkage algorithm for hierarchical clustering. The second is based on the k-nearest neighbor graph of the samples. We give finite-sample convergence rates for these algorithms which also imply consistency, and we derive lower bounds on the sample complexity of cluster tree estimation. Finally, we study a tree pruning procedure that guarantees, under milder conditions than usual, to remove clusters that are spurious while recovering those that are salient.













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