Convex Clustering via Optimal Mass Transport

We consider approximating distributions within the framework of optimal mass transport and specialize to the problem of clustering data sets. Distances between distributions are measured in the Wasserstein metric. The main problem we consider is that of approximating sample distributions by ones with sparse support. This provides a new viewpoint to clustering. We propose different relaxations of a cardinality function which penalizes the size of the support set. We establish that a certain relaxation provides the tightest convex lower approximation to the cardinality penalty. We compare the performance of alternative relaxations on a numerical study on clustering.