I woul like to stratify a multivariate dataset in different stratas in such a way that the elements of each strata are similar. My idea is to have different groups whith the element within a group close in term of distance. My idea is to divide a multivariate sample in a similar way that univariate date is separated into deciles, quintiles, quartiles, etc.
I've been thinking on using a k-means algorithm but this algorithm does not separate groups in similar size.
Do you know of a standard procedure to obtain my objective?
My dataset has nearly one milion rows, I have been not able to apply a hierarchical approach.