funOCLUST: Clustering Functional Data with Outliers

Matrix-variate distributions are a relatively recent addition to the model-based clustering literature, thereby making it possible to analyze data in matrix form with complex structure such as images and time series. Due to its recent appearance, there is limited literature on matrix-variate data, with even less on dealing with outliers in these models. An approach for clustering matrix-variate normal data with outliers is discussed. The approach, which uses the distribution of subset log-likelihoods, extends the OCLUST algorithm to matrix-variate normal data and uses an iterative approach to detect and trim outliers.

Being robust to the presence of outliers is crucial for applying clustering algorithms in practice. In the \textit{robust k-Means} problem (i.e., $k$-Means with outliers), the goal is to remove $z$ outliers and minimize the $k$-Means cost on the remaining points. Despite the close connection between robust $k$-Means and outlier detection, both theoretical and empirical understanding of the effectiveness of $\textit{classic outlier detection heuristics}$ for robust $k$-Means remains limited. In this paper, we prove that under a practical assumption on the optimal cluster sizes, simply removing points with large $K$-Nearest-Neighbor distances achieves performance comparable to prior work in terms of approximation guarantees: it yields a constant-factor reduction from robust $k$-Means to standard $k$-Means, without introducing additional centers or discarding extra outliers, as is commonly required by existing approaches. Empirically, experiments on real-world datasets show that our method outperforms or matches several more sophisticated algorithms in terms of clustering cost and runtime. These results demonstrate that simple KNN-based heuristics can be surprisingly effective for robust clustering, highlighting new opportunities to bridge techniques from outlier detection and clustering.

Topological clustering, and its main algorithm ToMATo, is a clustering method from Topological Data Analysis (TDA) which has been applied successfully in several applications during the last few years. This is due to its high versatility, as clusters are detected from the persistent components in the sublevel sets of any user-defined function (gene expression, pixel values, etc), and efficiency, as topological clustering enjoys robustness guarantees. However, ToMATo is also limited in several ways. First, a graph on the data points needs to be provided as a hyper-parameter of the method (whose fine-tuning is left to the user). Second, ToMATo is known to be very sensitive to outlier values in the function range. Finally, and most importantly, ToMATo can only handle one function at a time, whereas it is critical to use several functions in various applications. In this article, we introduce ToMAToMP: the first topological clustering method able to handle several functions at the same time with theoretical guarantees. More specifically, we leverage a recent tool from multi-parameter persistent homology, called MMA decomposition, to design our clustering algorithm, and prove that it enjoys robustness properties. As corollaries, we show that it can be used to make ToMATo independent of graph tuning, and robust to outliers. Finally, we provide a set of numerical experiments showcasing the efficiency and quality of the clusterings produced by ToMAToMP, by showing strong improvement over non-topological and topological baselines for various datasets.