A New Framework for Convex Clustering in Kernel Spaces: Finite Sample Bounds, Consistency and Performance Insights

Convex clustering is a well-regarded clustering method, resembling the similar centroid-based approach of Lloyd's k-means, without requiring a predefined cluster count. It starts with each data point as its centroid and iteratively merges them. Despite its advantages, this method can fail when dealing with data exhibiting linearly non-separable or non-convex structures. To mitigate the limitations, we propose a kernelized extension of the convex clustering method. This approach projects the data points into a Reproducing Kernel Hilbert Space (RKHS) using a feature map, enabling convex clustering in this transformed space. This kernelization not only allows for better handling of complex data distributions but also produces an embedding in a finite-dimensional vector space. We provide a comprehensive theoretical underpinning for our kernelized approach, proving algorithmic convergence and establishing finite sample bounds for our estimates. The effectiveness of our method is demonstrated through extensive experiments on both synthetic and real-world datasets, showing superior performance compared to state-of-the-art clustering techniques. This work marks a significant advancement in the field, offering an effective solution for clustering in non-linear and non-convex data scenarios.