Fast $k$-means clustering in Riemannian manifolds via Fréchet maps: Applications to large-dimensional SPD matrices

Abstract: We introduce a novel, efficient framework for clustering data on high-dimensional, non-Euclidean manifolds that overcomes the computational challenges associated with standard intrinsic methods. The key innovation is the use of the $p$-Fréchet map $F^p : \mathcal{M} \to \mathbb{R}^\ell$ -- defined on a generic metric space $\mathcal{M}$ -- which embeds the manifold data into a lower-dimensional Euclidean space $\mathbb{R}^\ell$ using a set of reference points ${r_i}_{i=1}^\ell$, $r_i \in \mathcal{M}$. Once embedded, we can efficiently and accurately apply standard Euclidean clustering techniques such as k-means. We rigorously analyze the mathematical properties of $F^p$ in the Euclidean space and the challenging manifold of $n \times n$ symmetric positive definite matrices $\mathit{SPD}(n)$. Extensive numerical experiments using synthetic and real $\mathit{SPD}(n)$ data demonstrate significant performance gains: our method reduces runtime by up to two orders of magnitude compared to intrinsic manifold-based approaches, all while maintaining high clustering accuracy, including scenarios where existing alternative methods struggle or fail.