Stability of density-based clustering

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Abstract: High density clusters can be characterized by the connected components of a level set L(lambda)=x:p(x)>lambda of the underlying probability density function p generating the data, at some appropriate level lambdageq0. The complete hierarchical clustering can be characterized by a cluster tree . In this paper, we study the behavior of a density level set estimate widehatL(lambda) and cluster tree estimate widehatcalT based on a kernel density estimator with kernel bandwidth h. We define two notions of instability to measure the variability of widehatL(lambda) and widehatcalT as a function of h, and investigate the theoretical properties of these instability measures.









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