Hierarchical Clustering With Confidence

Fuente: arXiv
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Main Authors: Wu, Di, Bien, Jacob, Panigrahi, Snigdha
Format: Preprint
Published: 2025
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author Wu, Di
Bien, Jacob
Panigrahi, Snigdha
author_facet Wu, Di
Bien, Jacob
Panigrahi, Snigdha
contents Agglomerative hierarchical clustering is one of the most widely used approaches for exploring how observations in a dataset relate to each other. However, its greedy nature makes it highly sensitive to small perturbations in the data, often producing different clustering results and making it difficult to separate genuine structure from spurious patterns. In this paper, we show how randomizing hierarchical clustering can be useful not just for measuring stability but also for designing valid hypothesis testing procedures based on the clustering results. We propose a simple randomization scheme together with a method for constructing a valid p-value at each node of the hierarchical clustering dendrogram that quantifies evidence against performing the greedy merge. Our test controls the Type I error rate, works with any hierarchical linkage without case-specific derivations, and simulations show it is substantially more powerful than existing selective inference approaches. To demonstrate the practical utility of our p-values, we develop an adaptive $α$-spending procedure that estimates the number of clusters, with a probabilistic guarantee on overestimation. Experiments on simulated and real data show that this estimate yields powerful clustering and can be used, for example, to assess clustering stability across multiple runs of the randomized algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2512_06522
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Hierarchical Clustering With Confidence
Wu, Di
Bien, Jacob
Panigrahi, Snigdha
Methodology
Statistics Theory
Machine Learning
Agglomerative hierarchical clustering is one of the most widely used approaches for exploring how observations in a dataset relate to each other. However, its greedy nature makes it highly sensitive to small perturbations in the data, often producing different clustering results and making it difficult to separate genuine structure from spurious patterns. In this paper, we show how randomizing hierarchical clustering can be useful not just for measuring stability but also for designing valid hypothesis testing procedures based on the clustering results. We propose a simple randomization scheme together with a method for constructing a valid p-value at each node of the hierarchical clustering dendrogram that quantifies evidence against performing the greedy merge. Our test controls the Type I error rate, works with any hierarchical linkage without case-specific derivations, and simulations show it is substantially more powerful than existing selective inference approaches. To demonstrate the practical utility of our p-values, we develop an adaptive $α$-spending procedure that estimates the number of clusters, with a probabilistic guarantee on overestimation. Experiments on simulated and real data show that this estimate yields powerful clustering and can be used, for example, to assess clustering stability across multiple runs of the randomized algorithm.
title Hierarchical Clustering With Confidence
topic Methodology
Statistics Theory
Machine Learning
url https://arxiv.org/abs/2512.06522