Consistency of spectral clustering
von Luxburg, Ulrike ; Belkin, Mikhail ; Bousquet, Olivier
Ann. Statist., Tome 36 (2008) no. 1, p. 555-586 / Harvested from Project Euclid
Consistency is a key property of all statistical procedures analyzing randomly sampled data. Surprisingly, despite decades of work, little is known about consistency of most clustering algorithms. In this paper we investigate consistency of the popular family of spectral clustering algorithms, which clusters the data with the help of eigenvectors of graph Laplacian matrices. We develop new methods to establish that, for increasing sample size, those eigenvectors converge to the eigenvectors of certain limit operators. As a result, we can prove that one of the two major classes of spectral clustering (normalized clustering) converges under very general conditions, while the other (unnormalized clustering) is only consistent under strong additional assumptions, which are not always satisfied in real data. We conclude that our analysis provides strong evidence for the superiority of normalized spectral clustering.
Publié le : 2008-04-15
Classification:  Spectral clustering,  graph Laplacian,  consistency,  convergence of eigenvectors,  62G20,  05C50
@article{1205420511,
     author = {von Luxburg, Ulrike and Belkin, Mikhail and Bousquet, Olivier},
     title = {Consistency of spectral clustering},
     journal = {Ann. Statist.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 555-586},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1205420511}
}
von Luxburg, Ulrike; Belkin, Mikhail; Bousquet, Olivier. Consistency of spectral clustering. Ann. Statist., Tome 36 (2008) no. 1, pp.  555-586. http://gdmltest.u-ga.fr/item/1205420511/