This paper establishes the theoretical limits of graph clustering under the PopularityAdjusted Block Model (PABM), addressing limitations of existing models. In contrast to the Stochastic Block Model (SBM), which assumes uniform vertex degrees, and to the Degree-Corrected Block Model (DCBM), which applies uniform degree corrections across clusters, PABM introduces separate popularity parameters for intra-and inter-cluster connections. Our main contribution is the characterization of the optimal error rate for clustering under PABM, which provides novel insights on clustering hardness: we demonstrate that unlike SBM and DCBM, cluster recovery remains possible in PABM even when traditional edge-density signals vanish, provided intra-and inter-cluster popularity coefficients differ. This highlights a dimension of degree heterogeneity captured by PABM but overlooked by DCBM: local differences in connectivity patterns can enhance cluster separability independently of global edge densities. Finally, because PABM exhibits a richer structure, its expected adjacency matrix has rank between k and k2, where k is the number of clusters. As a result, spectral embeddings based on the top k eigenvectors may fail to capture important structural information. Our numerical experiments on both synthetic and real datasets confirm that spectral clustering algorithms incorporating k2 eigenvectors outperform traditional spectral approaches.

We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix. Building on this insight, we propose a universal preconditioning method that convolves the target with coefficients from orthogonal polynomials such as Chebyshev or Legendre. We prove that this approach reduces regret for two distinct prediction algorithms and yields the first ever sublinear and hidden-dimension-independent regret bounds (up to logarithmic factors) that hold for systems with marginally stable and asymmetric transition matrices. Finally, extensive synthetic and realworld experiments show that this simple preconditioning strategy improves the performance of a diverse range of algorithms, including recurrent neural networks, and generalizes to signals beyond linear dynamical systems.

Spectral clustering is a fundamental method for graph partitioning, but its reliance on eigenvector computation limits scalability to massive graphs. Classical sparsification methods preserve spectral properties by sampling edges proportionally to their effective resistances, but require expensive preprocessing to estimate these resistances. We study whether uniform edge sampling--a simple, structure-agnostic strategy--can suffice for spectral clustering. Our main result shows that for graphs admitting a well-separated k-clustering, characterized by a large structure ratio Υ(k) = λk+1/ρG(k), uniform sampling preserves the spectral subspace used for clustering. Specifically, we prove that uniformly sampling O(γ2nlogn/ε2) edges, where γ is the Laplacian condition number, yields a sparsifier whose top (n k)dimensional eigenspace is approximately orthogonal to the cluster indicators.

This paper establishes the theoretical limits of graph clustering under the Popularity-Adjusted Block Model (PABM), addressing limitations of existing models. In contrast to the Stochastic Block Model (SBM), which assumes uniform vertex degrees, and to the Degree-Corrected Block Model (DCBM), which applies uniform degree corrections across clusters, PABM introduces separate popularity parameters for intra-and inter-cluster connections. Our main contribution is the characterization of the optimal error rate for clustering under PABM, which provides novel insights on clustering hardness: we demonstrate that unlike SBM and DCBM, cluster recovery remains possible in PABM even when traditional edge-density signals vanish, provided intra-and inter-cluster popularity coefficients differ. This highlights a dimension of degree heterogeneity captured by PABM but overlooked by DCBM: local differences in connectivity patterns can enhance cluster separability independently of global edge densities. Finally, because PABM exhibits a richer structure, its expected adjacency matrix has rank between $k$ and $k^2$, where $k$ is the number of clusters. As a result, spectral embeddings based on the top $k$ eigenvectors may fail to capture important structural information. Our numerical experiments on both synthetic and real datasets confirm that spectral clustering algorithms incorporating $k^2$ eigenvectors outperform traditional spectral approaches.

Spectral clustering is a fundamental method for graph partitioning, but its reliance on eigenvector computation limits scalability to massive graphs. Classical sparsification methods preserve spectral properties by sampling edges proportionally to their effective resistances, but require expensive preprocessing to estimate these resistances. We study whether uniform edge sampling--a simple, structure-agnostic strategy--can suffice for spectral clustering. Our main result shows that for graphs admitting a well-separated $k$-clustering, characterized by a large structure ratio $\Upsilon(k) = \lambda_{k+1} / \rho_G(k)$, uniform sampling preserves the spectral subspace used for clustering. Specifically, we prove that uniformly sampling $O(\gamma^2 n \log n / \varepsilon^2)$ edges, where $\gamma$ is the Laplacian condition number, yields a sparsifier whose top $(n-k)$-dimensional eigenspace is approximately orthogonal to the cluster indicators.

Selecting a clustering algorithm and its hyperparameters without labels is a common difficulty in engineering machine learning pipelines that work with unsupervised analysis of sensor, image, or process data. Clustering validation indices (CVIs) provide internal scores for ranking candidate clusterings, but most popular CVIs are built from Euclidean compactness and separation terms and so tend to favour compact, convex partitions. Their performance is known to degrade on non convex, irregular, or variable density data, where kernel transformations or alternative distance measures are typically used at the cost of additional tuning and computation. This paper introduces the Central Description Length (CDL) clustering validation index. CDL uses the observed within cluster compactness, the estimated cluster centers, and the estimated cluster covariances to compute a probabilistic upper bound on the description length associated with the unobservable true cluster centers. The bound condenses intra cluster compactness and centroid displacement into a single computable quantity and is evaluated on the partition produced by any clustering algorithm. The implementation uses only observable quantities (the data, the partition, the estimated centers, and the estimated covariances) and does not use ground truth labels. On synthetic benchmarks with non convex and arbitrary shape clusters, CDL-CVI selected the reference number of clusters more often and reached higher Adjusted Rand Index (ARI) values than the conventional CVIs we tested, without an additional kernel preprocessing stage. On image benchmarks (MNIST, CIFAR-10, STL-10) clustered from frozen unsupervised embeddings, CDL-CVI returned cluster numbers close to the reference class counts across K-means, DBSCAN, and spectral clustering in the reported trials. We also discuss limitations of the approach, in particular its dependence on covariance estimation, the chosen distance metric, and the input representation. 1 Introduction Many engineering machine learning pipelines rely on the clustering of unlabeled measurements: fault diagnosis from vibration and acoustic signals, sensor state discovery in industrial processes, condition monitoring of mechanical and electrical systems, materials characterization, segmentation of images and signals, and exploratory grouping of process variables.

Spectral clustering is a tool for extracting meaningful information from data by grouping similar objectsDtogether [1]. The method uses the eigenvector of an adjacency matrix for embedding the data into a space that captures the underlying group structure [2]. High-dimensional signals, magnetic resonance images, and hyperspectral images can be costly to acquire; even simple direct comparisons could be infeasible among such data sets. Our work shows that the meaningful organization extracted from spectral clustering is preserved under the perturbation from making compressed, incomplete and inaccurate measurements. Using bounds on the perturbation of eigenvectors, we establish error bounds of the spectral embedding when matrix completion and compressed sensing measurements are used. Given some error Nǫ in the entries of an affinity matrix A RN N, we show that the space spanned by the first k eigenvector are all within O(Nǫ) of the span of the unperturbed eigenvectors. We prove that the perturbed spectral coordinates are within O(Nǫ)of a unitary transform of the unperturbed coordinates and can give k-means cluster assignments within O(Nǫ) of the unperturbed case. This analysis holds true when the error perturbation in the entries of an affinity matrix |A(i,j) A (i,j)| ǫ is caused from making compressed arXiv:1011.0997v1

This paper introduces an algorithm-agnostic approach to feature-based time series clustering via amortized neural inference. By training neural networks to approximate the optimal partitioning rule from simulated data, the proposed framework reduces reliance on conventional clustering methods, such as $K$-means, $K$-medoids, or hierarchical clustering, and their associated objective functions and heuristics. Leveraging statistical features, such as autocorrelations and quantile autocorrelations, the approach learns a data-driven affinity structure from which clustering partitions can be recovered, without requiring explicit prior specification of cluster shapes or structures. In addition, one version of the method can automatically determine the number of clusters, avoiding ad-hoc selection procedures. Comprehensive empirical studies show that the proposed framework achieves competitive or superior clustering accuracy relative to traditional methods, even in challenging scenarios where competing techniques are provided with the true number of clusters. An application to financial time series of stock returns illustrates its practical utility. By reducing the need for algorithm selection and calibration, the proposed framework opens new possibilities for automated, adaptive, and data-driven clustering of temporal data across scientific and industrial domains.

Spectral clustering has gained popularity for clustering non-convex data due to its simplicity and effectiveness. It is essential to construct a similarity graph using a high-quality affinity measure that models the local neighborhood relations among the data samples. However, incomplete data can lead to inaccurate affinity measures, resulting in degraded clustering performance. To address these issues, we propose an imputation-free framework with two novel approaches to improve spectral clustering on incomplete data. Firstly, we introduce a new kernel correction method that enhances the quality of the kernel matrix estimated on incomplete data with a theoretical guarantee, benefiting classical spectral clustering on pre-defined kernels. Secondly, we develop a series of affinity learning methods that equip the selfexpressive framework with ℓp-norm to construct an intrinsic affinity matrix with an adaptive extension. Our methods outperform existing data imputation and distance calibration techniques on benchmark datasets, offering a promising solution to spectral clustering on incomplete data in various real-world applications.

Python notebooks producing the figures of this paper are available at https://github.com/ Let F be the joint distribution on RTD obtained by first assigning a random vector =( 1| | T) via F and then applying the map to each of the components t, and let F 1,..., F T denote the corresponding marginal distributions on RD. Given F and t F t, define the second moment matrices = E[ >] 2 RTD TD and t = E[ t >t ] 2 RD D, and let r = rank() and rt = rank( t). Let M 2 Rr TD be a matrix whose rows form a basis of supp(F), and similarly let Nt 2 Rrt D be a matrix whose rows form a basis of supp(F t). Let N = diag(N1,..., NT), and define the Writing V =( V1| | VT), where Vt 2 Rrt d has rank dr, we can then construct the singular value decompositions Vt = Ut tW>t, with Ut 2 O(rt dt), t 2 Rdt dt and Wt 2 O(d dt), where dt = rank(Vt).