On the Inequality of Cover and Hart in Nearest Neighbor Discrimination

  • Authors:
  • Luc Devroye

  • Affiliations:
  • School of Computer Science, McGill University, Montreal, P.Q., Canada.

  • Venue:
  • IEEE Transactions on Pattern Analysis and Machine Intelligence
  • Year:
  • 1981

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Abstract

When (X1, 驴1),..., (Xn, 驴n) are independent identically distributed random vectors from IRd X {0, 1} distributed as (X, 驴), and when 驴 is estimated by its nearest neighbor estimate 驴(1), then Cover and Hart have shown that P{驴(1) 驴 驴}n 驴 驴 驴 2E {驴 (X) (1 - 驴(X))} 驴 2R*(1 - R*) where R* is the Bayes probability of error and 驴(x) = P{驴 = 1 | X = x}. They have conditions on the distribution of (X, 驴). We give two proofs, one due to Stone and a short original one, of the same result for all distributions of (X, 驴). If ties are carefully taken care of, we also show that P{驴(1) 驴 驴|X1, 驴1, ..., Xn, 驴n} converges in probability to a constant for all distributions of (X, 驴), thereby strengthening results of Wagner and Fritz.