Information theoretic clustering using minimal spanning trees

In this work we propose a new information-theoretic clustering algorithm that infers cluster memberships by direct optimization of a non-parametric mutual information estimate between data distribution and cluster assignment. Although the optimization objective has a solid theoretical foundation it is hard to optimize. We propose an approximate optimization formulation that leads to an efficient algorithm with low runtime complexity. The algorithm has a single free parameter, the number of clusters to find. We demonstrate superior performance on several synthetic and real datasets.