1. A signal classification apparatus, comprising: an acquisition unit configured to acquire feature vectors (the number is N) of targets for identification from an input signal; a first selection unit configured to select first neighbor features (the number is k (1≦k≦N)) of each feature vector in order of higher similarity from the feature vectors; a second selection unit configured to generate a plurality of groups from the feature vectors, each group including feature vectors of which similarity is above a first threshold, and to select second neighbor features (the number is u (1≦k+u≦N−2)) of each feature vector in order of higher similarity from the plurality of groups, each of the second neighbor features being differently included in a group; a determination unit configured to calculate a density of each feature vector by using a second threshold, the first neighbor features and the second neighbor features, and to select feature vectors to be classified into the same class as each feature vector from the first neighbor features and the second neighbor features, by using the density and a third threshold; a classification unit configured to classify the selected feature vectors of targets into a plurality of classes by using a selection result of the determination unit; and a control unit configured to control the second threshold and the third threshold.