🤖 AI Summary
This work addresses the theoretical and practical limitations of traditional clustering methods in handling dynamic, nonparametric data evolution by proposing a mean-field game–based evolutionary clustering control framework. The approach models clustering as a population dynamics system governed by coupled Hamilton-Jacobi-Bellman and Fokker-Planck equations, where cluster structures evolve continuously under a variational cost functional regularized by time-averaged log-likelihood. By introducing mean-field games to clustering for the first time, the method enables nonparametric cluster evolution without assuming predefined statistical shapes, recovers the trajectory of the EM algorithm under Gaussian mixture models, and enforces mass conservation. Numerical experiments demonstrate the stability of the proposed framework and establish a novel pathway for tackling nonparametric dynamic clustering tasks that are challenging for conventional approaches.
📝 Abstract
We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled Hamilton-Jacobi-Bellman and Fokker-Planck system. Driven by a variational cost functional rather than predefined statistical shapes, this continuous-time formulation provides a flexible basis for non-parametric cluster evolution. To validate the framework, we analyze the setting of time-dependent Gaussian mixtures, showing that the MFG dynamics recover the trajectories of the classical Expectation-Maximization (EM) algorithm while ensuring mass conservation. Furthermore, we introduce time-averaged log-likelihood functionals to regularize temporal fluctuations. Numerical experiments illustrate the stability of our approach and suggest a path toward more general non-parametric clustering applications where traditional EM methods may face limitations.