In this paper, we propose a randomly projected convex clustering model for
clustering a collection of n high dimensional data points in Rd
with K hidden clusters. Compared to the convex clustering model for
clustering original data with dimension d, we prove that, under some mild
conditions, the perfect recovery of the cluster membership assignments of the
convex clustering model, if exists, can be preserved by the randomly projected
convex clustering model with embedding dimension m=O(ϵ−2log(n)),
where 0<ϵ<1 is some given parameter. We further prove that the
embedding dimension can be improved to be O(ϵ−2log(K)), which is
independent of the number of data points. Extensive numerical experiment
results will be presented in this paper to demonstrate the robustness and
superior performance of the randomly projected convex clustering model. The
numerical results presented in this paper also demonstrate that the randomly
projected convex clustering model can outperform the randomly projected K-means
model in practice