Hierarchical Clustering Can Jointly Satisfy Richness, Consistency, and Scale Invariance

Hierarchical clustering is a fundamental task in data analysis, but classical methods have long lacked a principled objective function. Dasgupta [STOC 2016] took an important step toward addressing this gap by proposing a well-motivated objective function for cluster trees. Cohen-Addad et al. [J. ACM 2019] subsequently introduced the notion of admissibility: an objective function is admissible if, whenever the input similarity matrix admits generating trees, its minimizers are precisely those generating trees. They also gave a necessary and sufficient condition for admissibility within a family of objective functions based on aggregate intercluster similarity. We refer to this family as sum-type objective functions. However, apart from Dasgupta's original objective function, no explicit admissible objective functions in this family were provided. In this paper, we study admissible objective functions for hierarchical clustering in two directions. For sum-type objective functions, we give a complete characterization when the scaling function is a symmetric polynomial of degree at most two, and we derive sufficient conditions for degree-three polynomials. We also show that the recursive sparsest cut algorithm achieves an O$(φ)$-approximation ratio for the admissible objective functions covered by our characterization, where $φ$ is the approximation factor of the sparsest cut subroutine. We then introduce max-type objective functions, where cluster interaction is measured by maximum, rather than aggregate, intercluster similarity. For this class, we characterize which objective functions are admissible for arbitrary symmetric scaling functions and give a complete characterization when the scaling function is a symmetric polynomial of degree at most two.

Consider the following variation on the Hierarchical Clustering problem: Usually, while building a hierarchical clustering, one recursively partitions the data until each cluster becomes a singleton. We relax the halting condition of the recursive process to stop whenever the remaining cluster is a graph belonging to a class $\mathcal{F}$. We call this problem Hierarchical $\mathcal{F}$-Clustering and we measure the quality of any solution using adapted Dasgupta's clustering objective. We study two natural choices of $\mathcal{F}$: trees and graphs of bounded diameter. We present the first polynomial time $\mathcal{O}(\log n\cdot\log\log n)$ and $\mathcal{O}(\log n)$-approximation algorithms for clustering into trees and bounded diameter graphs respectively. Our main technical contribution is a framework for approximating such problems based on linear programming. In fact, we characterize graphs classes $\mathcal{F}$ for which our approach can be applied and show that it includes both trees and bounded diameter graphs. However, our ideas are not limited to them and might be useful for other structures as well. Broadly speaking, our framework applies whenever the corresponding flat clustering problem, which we call $p_{\mathcal{F}}$-Partitioning, admits a natural ILP formulation together with a rounding procedure with provable approximation guarantees. Intuitively, given a set of vertices called terminals, the problem is to find an edge set whose removal results in satisfying certain vertex-dependent structural predicate for each terminal. We then use these ingredients to build clustering trees with the aforementioned approximation guarantees. To complement these results, we show that both Hierarchical Clustering into trees and into bounded diameter graphs cannot be approximated within any constant factor under the Small Set Expansion Hypothesis.

Many existing clustering methods are designed based on a set-oriented definition---a cluster is a set of similar points---relying a point-to-point similarity function to find similar points. This works well for compact clusters, but clustering performance can deteriorate badly when cluster shapes are irregular, and densities or sizes vary between clusters. Recent `Cluster-as-Distribution' (CaD) clustering has been shown to discover these generic types of clusters in practice by treating each cluster as a set of independent and identically distributed points generated from some unknown distribution via a greedy search, achieving a clustering objective equivalent to that of Spectral Clustering, but with better clustering outcomes without eigen-decomposition. However, a theoretical analysis of this phenomenon is still lacking. Our analyses are from two angles. First, we analyze the approximation error between the true and empirical distribution embeddings. Second, we show that the greedy search employed to achieve the CaD clustering objective can be mapped to a partition matroid---yielding greedy optimality. These yield a near-optimality guarantee for the CaD clustering objective, with regret controlled by the approximation error. This is the first analysis that explains why CaD clustering via greedy search can discover clusters of arbitrary shapes, densities and sizes (where all set-oriented clustering methods have failed to discover) when the estimated cluster embeddings faithfully approximate the underlying cluster distributions.