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24 April 2024
 
  » arxiv » 1310.0425

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Testing the Manifold Hypothesis
Charles Fefferman ; Sanjoy Mitter ; Hariharan Narayanan ;
Date 1 Oct 2013
AbstractThe hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a manifold to an unknown probability distribution supported in a separable Hilbert space, only using i.i.d samples from that distribution. More precisely, our setting is the following. Suppose that data are drawn independently at random from a probability distribution $PP$ supported on the unit ball of a separable Hilbert space $H$. Let $G(d, V, au)$ be the set of submanifolds of the unit ball of $H$ whose volume is at most $V$ and reach (which is the supremum of all $r$ such that any point at a distance less than $r$ has a unique nearest point on the manifold) is at least $ au$. Let $L(M, P)$ denote mean-squared distance of a random point from the probability distribution $P$ to $M$.
We obtain an algorithm that tests the manifold hypothesis in the following sense.
The algorithm takes i.i.d random samples from $P$ as input, and determines which of the following two is true (at least one must be):
egin{enumerate}
item There exists $M in G(d, CV, frac{ au}{C})$ such that $L(M, P) leq C epsilon.$
item There exists no $M in G(d, V/C, C au)$ such that $L(M, P) leq frac{epsilon}{C}.$
end{enumerate} The answer is correct with probability at least $1-delta$.
Source arXiv, 1310.0425
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