English

A Mean Field Games Perspective on Evolutionary Clustering

Numerical Analysis 2026-03-31 v1 Numerical Analysis Machine Learning

Abstract

We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled Hamilton-Jacobi-Bellman and Fokker-Planck system. Driven by a variational cost functional rather than predefined statistical shapes, this continuous-time formulation provides a flexible basis for non-parametric cluster evolution. To validate the framework, we analyze the setting of time-dependent Gaussian mixtures, showing that the MFG dynamics recover the trajectories of the classical Expectation-Maximization (EM) algorithm while ensuring mass conservation. Furthermore, we introduce time-averaged log-likelihood functionals to regularize temporal fluctuations. Numerical experiments illustrate the stability of our approach and suggest a path toward more general non-parametric clustering applications where traditional EM methods may face limitations.

Keywords

Cite

@article{arxiv.2603.27137,
  title  = {A Mean Field Games Perspective on Evolutionary Clustering},
  author = {Alessio Basti and Fabio Camilli and Adriano Festa},
  journal= {arXiv preprint arXiv:2603.27137},
  year   = {2026}
}
R2 v1 2026-07-01T11:42:06.478Z