Functional classification in Hilbert spaces

  • Authors:
  • G. Biau;F. Bunea;M. H. Wegkamp

  • Affiliations:
  • Inst. de Math., Univ. Montpellier II, France;-;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2005

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Abstract

Let X be a random variable taking values in a separable Hilbert space X, with label Y∈{0,1}. We establish universal weak consistency of a nearest neighbor-type classifier based on n independent copies (Xi,Yi) of the pair (X,Y), extending the classical result of Stone to infinite-dimensional Hilbert spaces. Under a mild condition on the distribution of X, we also prove strong consistency. We reduce the infinite dimension of X by considering only the first d coefficients of a Fourier series expansion of each Xi, and then we perform k-nearest neighbor classification in Rd. Both the dimension and the number of neighbors are automatically selected from the data using a simple data-splitting device. An application of this technique to a signal discrimination problem involving speech recordings is presented.