To define the populations, let $x = (X_1, \ldots,
X_p)'$ be a multivariate uniformly distributed random
vector such that $X_j \sim U(a_j^{(k)}, b_j^{(k)})$
is an independently distributed uniform random variable
with $a_j^{(k)} < b_j^{(k)}$ for $j = 1, \ldots,
p$. For each population, we set the mean of the distribution
along one feature to $\Delta$, while the remaining
features have mean 0. The objective is to have unit
hypercubes with $p = K_0$ where the population
centroids separate from each other in orthogonal
directions as $\Delta$ increases, with no overlap for
$\Delta \ge 1$.
Hence, let $(a_k^{k}, b_k^{(k)}) = c(\Delta - 1/2,
\Delta + 1/2)$. For the remaining ordered pairs, let
$(a_j^{(k)}, b_j^{(k)}) = (-1/2, 1/2)$.
We generate $n_k$ observations from $k$th
population.
For $\Delta = 0$, the $K_0 = 5$ populations are
equal.
Notice that the support of each population is a unit
hypercube with $p = K_0$ features. Moreover, for
$\Delta \ge 1$, the populations are mutually
exclusive and entirely separated.