PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Manifold-Adaptive Dimension Estimation
Amir massoud Farahmand, Csaba Szepesvari and Jean-Yves Audibert
In: ICML 2007, 20-24 Jun 2007, USA.


Intuitively, learning should be easier when the data points lie on a low-dimensional submanifold of the input space. Recently there has been a growing interest in algorithms that aim to exploit such geometrical properties of the data. Oftentimes these algorithms require estimating the dimension of the manifold first. In this paper we propose an algorithm for dimension estimation and study its finite-sample behaviour. The algorithm estimates the dimension locally around the data points using nearest neighbor techniques and then combines these local estimates. We show that the rate of convergence of the resulting estimate is independent of the dimension of the input space and hence the algorithm is "manifold-adaptive". Thus, when the manifold supporting the data is low dimensional, the algorithm can be exponentially more efficient than its counterparts that are not exploiting this property. Our computer experiments confirm the obtained theoretical results.

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:3154
Deposited By:Jean-Yves Audibert
Deposited On:29 December 2007