  Archetypal analysis is an unsupervised learning method that uses a convex
polytope to summarize multivariate data. For fixed $k$, the method finds a
convex polytope with $k$ vertices, called archetype points, such that the
polytope is contained in the convex hull of the data and the mean squared
distance between the data and the polytope is minimal. In this paper, we prove
a consistency result that shows if the data is independently sampled from a
probability measure with bounded support, then the archetype points converge to
a solution of the continuum version of the problem, of which we identify and
establish several properties. We also obtain the convergence rate of the
optimal objective values under appropriate assumptions on the distribution. If
the data is independently sampled from a distribution with unbounded support,
we also prove a consistency result for a modified method that penalizes the
dispersion of the archetype points. Our analysis is supported by detailed
computational experiments of the archetype points for data sampled from the
uniform distribution in a disk, the normal distribution, an annular
distribution, and a Gaussian mixture model.
