DBSCAN: Optimal Rates For Density Based Clustering

TL;DR

This paper establishes optimal rates for density-based clustering using an extended DBSCAN algorithm, providing theoretical guarantees for smooth and discontinuous densities, and matching minimax rates for density estimation.

Contribution

It introduces a new notion of clustering consistency, derives minimax rates for cluster tree estimation, and presents a rate-optimal, computationally efficient DBSCAN extension for various density conditions.

Findings

Optimal rates depend on density smoothness degree.

DBSCAN extension achieves minimax optimality.

Algorithm remains effective for densities with jump discontinuities.

Abstract

We study the problem of optimal estimation of the density cluster tree under various assumptions on the underlying density. Building up from the seminal work of Chaudhuri et al. [2014], we formulate a new notion of clustering consistency which is better suited to smooth densities, and derive minimax rates of consistency for cluster tree estimation for Holder smooth densities of arbitrary degree \alpha. We present a computationally efficient, rate optimal cluster tree estimator based on a straightforward extension of the popular density-based clustering algorithm DBSCAN by Ester et al. [1996]. The procedure relies on a kernel density estimator with an appropriate choice of the kernel and bandwidth to produce a sequence of nested random geometric graphs whose connected components form a hierarchy of clusters. The resulting optimal rates for cluster tree estimation depend on the degree of smoothness of the underlying density and, interestingly, match minimax rates for density estimation under the supremum norm. Our results complement and extend the analysis of the DBSCAN algorithm in Sriperumbudur and Steinwart [2012]. Finally, we consider level set estimation and cluster consistency for densities with jump discontinuities, where the sizes of the jumps and the distance among clusters are allowed to vanish as the sample size increases. We demonstrate that our DBSCAN-based algorithm remains minimax rate optimal in this setting as well.