κ-NN regression adapts to local intrinsic dimension

Samory Kpotufe

Research output: Chapter in Book/Report/Conference proceedingConference contribution

36 Scopus citations

Abstract

Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that κ-NN regression is also adaptive to intrinsic dimension. In particular our rates are local to a query x and depend only on the way masses of balls centered at x vary with radius. Furthermore, we show a simple way to choose κ = κ(x) locally at any x so as to nearly achieve the minimax rate at x in terms of the unknown intrinsic dimension in the vicinity of x. We also establish that the minimax rate does not depend on a particular choice of metric space or distribution, but rather that this minimax rate holds for any metric space and doubling measure.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 24
Subtitle of host publication25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
StatePublished - Dec 1 2011
Event25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 - Granada, Spain
Duration: Dec 12 2011Dec 14 2011

Publication series

NameAdvances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011

Other

Other25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
CountrySpain
CityGranada
Period12/12/1112/14/11

All Science Journal Classification (ASJC) codes

  • Information Systems

Cite this

Kpotufe, S. (2011). κ-NN regression adapts to local intrinsic dimension. In Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 (Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011).