Gromov-Hausdorff stability of linkage-based hierarchical clustering methods

Abstract: A hierarchical clustering method is stable if small perturbations on the data set produce small perturbations in the result. These perturbations are measured using the Gromov-Hausdorff metric. We study the problem of stability on linkage-based hierarchical clustering methods. We obtain that, under some basic conditions, standard linkage-based methods are semi-stable. This means that they are stable if the input data is close enough to an ultrametric space. We prove that, apart from exotic examples, introducing any unchaining condition in the algorithm always produces unstable methods.