\documentclass[a4paper, 12pt]{article}
% a nice font
\usepackage{kpfonts}
% basic text stuff
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{colortbl} % to color rows or columns of matrices
\usepackage{tikz} % main tikz package
\usepackage{tikz-network} % provides graph / network utilities (Edge, Node, etc)
\usetikzlibrary{calc} % to do some computations on the coordinates
% for a nicer colorscheme
\input{colors.tex}
\begin{document}
\begin{tikzpicture}[>=stealth']
\coordinate (p0) at (0,0);
\coordinate (p1) at (0.2,0.5);
\coordinate (p2) at (-0.3,1.0);
\coordinate (p3) at (0.5,0);
\coordinate (p4) at (-0.8,-0.3);
\coordinate (p5) at (0.1,-0.3);
\coordinate (q1) at (2.2,0.5);
\coordinate (q2) at (2.6,0.3);
\coordinate (q3) at (2.5,0.9);
\coordinate (q4) at (2.8,0.9);
\coordinate (q5) at (3.1,1.0);
\coordinate (s0) at (0.3,2.5);
\coordinate (s1) at (0.5,2.8);
\coordinate (s2) at (0.7,2.5);
\coordinate (s3) at (0.9,2.6);
\coordinate (s4) at (0.8,3.2);
\coordinate (s5) at (1.1,3.2);
\coordinate (s6) at (0.9,2.2);
\fill[blue] (p0) circle (0.1);
\foreach \i in {1,...,5} {
\fill[blue!50] (p\i) circle (0.1);
\draw[->, blue, densely dashed, thin, shorten <=2.5pt, shorten >=2.5pt] (p0) -- (p\i);
}
\node[above=0.5cm] (c1) at (p4) {\textcolor{blue}{$\mathcal{C}_1$}};
\foreach \i in {1,...,5} {
\fill[green!50] (q\i) circle (0.1);
%\draw[->, thin, shorten <=2.5pt, shorten >=2.5pt] (p0) -- (q\i);
}
\node[right=0.5cm] (c2) at (q2) {\textcolor{green}{$\mathcal{C}_2$}};
\fill[red] (s6) circle (0.1);
\foreach \i in {1,...,5} {
\fill[red!50] (s\i) circle (0.1);
%\draw[->, thin, shorten <=2.5pt, shorten >=2.5pt] (p0) -- (q\i);
}
\node[right=0.5cm] (c3) at (s4) {\textcolor{red}{$\mathcal{C}_3$}};
\node[right, scale=0.7,below right=0.1cm and 0.4cm of p0, fill=blue!10] (a) {$\frac{1}{\left|\textcolor{blue}{\mathcal C_1}\right| - 1} \sum \left\|\begin{tikzpicture}[baseline={([yshift=-.5ex]current bounding box.center)}]
\draw[->, >=stealth, densely dashed, thick, blue] (0.0,0.0) -- (0.3,0.4);
\end{tikzpicture}\right\|$};
\node[right=0.1cm of s6, scale=0.7, fill=red!10] (min) {$\min \left(
\frac{1}{\left|\textcolor{blue}{\mathcal C_1}\right|}\sum
\left\|\begin{tikzpicture}[baseline={([yshift=-.5ex]current bounding box.center)}]
\draw[->, >=stealth, densely dashed, thick, red] (0.1,0.3) -- (-0.3,-0.1);
\end{tikzpicture}\right\|,
\frac{1}{\left|\textcolor{green}{\mathcal C_2}\right|} \sum \left\|
\begin{tikzpicture}[baseline={([yshift=-.5ex]current bounding box.center)}]
\draw[->, >=stealth, densely dotted, thick, red] (0,0.3) -- (0.3,-0.1);
\end{tikzpicture} \right\| \right)$};
%\node[below] (mean1) at (min.south east) {$\frac{1}{\left|\mathcal C_2\right|}\sum$};
\foreach \i in {1,...,5} {
\draw[->, shorten >=2.5pt, red, densely dotted] (s6.south east) to ($(s6.south east)!1.8cm!(q\i)$);
\draw[->, shorten >=2.5pt, red, densely dashed] (s6.south west) to ($(s6.south west)!1.5cm!(p\i)$);
}
\end{tikzpicture}
\end{document}