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Partial recovery bounds for clustering with the relaxed $K$means

Statistics Theory 2019-04-22 v3 Machine Learning Statistics Theory

Abstract

We investigate the clustering performances of the relaxed KKmeans in the setting of sub-Gaussian Mixture Model (sGMM) and Stochastic Block Model (SBM). After identifying the appropriate signal-to-noise ratio (SNR), we prove that the misclassification error decay exponentially fast with respect to this SNR. These partial recovery bounds for the relaxed KKmeans improve upon results currently known in the sGMM setting. In the SBM setting, applying the relaxed KKmeans SDP allows to handle general connection probabilities whereas other SDPs investigated in the literature are restricted to the assortative case (where within group probabilities are larger than between group probabilities). Again, this partial recovery bound complements the state-of-the-art results. All together, these results put forward the versatility of the relaxed KKmeans.

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Cite

@article{arxiv.1807.07547,
  title  = {Partial recovery bounds for clustering with the relaxed $K$means},
  author = {Christophe Giraud and Nicolas Verzelen},
  journal= {arXiv preprint arXiv:1807.07547},
  year   = {2019}
}

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39 pages