Nonparametric Supervised Learning by Linear Interpolation with Maximum Entropy

  • Authors:
  • Maya R. Gupta;Robert M. Gray;Richard A. Olshen

  • Affiliations:
  • -;-;IEEE

  • Venue:
  • IEEE Transactions on Pattern Analysis and Machine Intelligence
  • Year:
  • 2006

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Abstract

Nonparametric neighborhood methods for learning entail estimation of class conditional probabilities based on relative frequencies of samples that are "near-neighbors” of a test point. We propose and explore the behavior of a learning algorithm that uses linear interpolation and the principle of maximum entropy (LIME). We consider some theoretical properties of the LIME algorithm: LIME weights have exponential form; the estimates are consistent; and the estimates are robust to additive noise. In relation to bias reduction, we show that near-neighbors contain a test point in their convex hull asymptotically. The common linear interpolation solution used for regression on grids or look-up-tables is shown to solve a related maximum entropy problem. LIME simulation results support use of the method, and performance on a pipeline integrity classification problem demonstrates that the proposed algorithm has practical value.