Local spectral clustering for heterogeneous clustering structures

Abstract

Classical clustering methods typically assume that all informative features support a single latent partition of the observations. This assumption can be overly restrictive for modern high-dimensional data, where different subsets of features may encode distinct notions of similarity and induce heterogeneous sample partitions, while some features may contain no meaningful clustering information. We develop a frequentist framework for local clustering that simultaneously identifies feature groups and estimates the sample clustering structure associated with each group. Our approach represents each sample partition by a label-invariant clustering matrix and groups features according to their shared clustering structures, thereby reformulating local clustering as a feature-grouping, or clustering-of-clusterings, problem. Under a heterogeneous sub-Gaussian mixture model, we construct feature-specific Gaussian-kernel similarity matrices and propose a local spectral clustering procedure based on a clustering-matrix optimization criterion. The proposed method avoids explicit likelihood specification and Bayesian posterior computation, accommodates heterogeneous feature distributions, and permits the presence of non-informative features. Extensive simulations and applications further demonstrate the practical utility and superiority of the proposed approach.