All the analysis were done using the PAMM implementation available at . com/cosmo-epfl/pamm. The KDE was computed on a sparse grid counting 2000 points. The kernel bandwidth and local scale factors were determined automatically as discussed in Ref. 30. The automatically determined bandwidth was scaled by a factor of 0.7, while we used for the quick-shift distance the automatic choice. Furthermore, to estimate the overlap between clusters and determine whether or not clusters should be merged, we performed a bootstrapping analysis resampling the training data 71 times. This was used to generate a cluster adjacency matrix from which we built the tree-like plot illustrating the results of a hierarchical clustering procedure performed on the micro-clusters in Figure . The connected clusters are those that are likely to be merged in the bootstrap samples.