惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

F
Fortinet All Blogs
爱范儿
爱范儿
P
Proofpoint News Feed
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
T
Tailwind CSS Blog
J
Java Code Geeks
宝玉的分享
宝玉的分享
Jina AI
Jina AI
B
Blog
N
Netflix TechBlog - Medium
Recent Announcements
Recent Announcements
aimingoo的专栏
aimingoo的专栏
腾讯CDC
C
Check Point Blog
The Cloudflare Blog
阮一峰的网络日志
阮一峰的网络日志
博客园 - Franky
罗磊的独立博客
B
Blog RSS Feed
WordPress大学
WordPress大学
小众软件
小众软件
博客园 - 叶小钗
M
MIT News - Artificial intelligence
GbyAI
GbyAI

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Minimax Rates for Estimating the Dimension of a Manifold
Jisu Kim, Alessandro Rinaldo, Larry Wasserman · 2016-05-04 · via math.ST updates on arXiv.org

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be estimated. We characterize the statistical difficulty of this problem by deriving upper and lower bounds on the minimax rate for estimating the dimension. First, we consider the problem of testing the hypothesis that the support of the data-generating probability distribution is a well-behaved manifold of intrinsic dimension $d_1$ versus the alternative that it is of dimension $d_2$, with $d_{1}<d_{2}$. With an i.i.d. sample of size $n$, we provide an upper bound on the probability of choosing the wrong dimension of $O\left( n^{-\left(d_{2}/d_{1}-1-ε\right)n} \right)$, where $ε$ is an arbitrarily small positive number. The proof is based on bounding the length of the traveling salesman path through the data points. We also demonstrate a lower bound of $Ω\left( n^{-(2d_{2}-2d_{1}+ε)n} \right)$, by applying Le Cam's lemma with a specific set of $d_{1}$-dimensional probability distributions. We then extend these results to get minimax rates for estimating the dimension of well-behaved manifolds. We obtain an upper bound of order $O \left( n^{-(\frac{1}{m-1}-ε)n} \right)$ and a lower bound of order $Ω\left( n^{-(2+ε)n} \right)$, where $m$ is the embedding dimension.