Thanks for doing this, I will be sure to try it in ML competitions. I really like that you used Armadillo, which is something I personally want to do for my own projects.
Just out of technical curiosity, have you come across any particular developments or empirical evidence on the use of (invertible) data transformations to enhance clustering results? I am currently researching a particular problem within signal processing related to signal distribution transforms and I am particularly interested in reading about potential applications. As an example, and since you mention JPM partial funding, how would copula transformation affect the results of clustering (assuming an inverse exists etc. and we apply the inverse transformation afterwards)?