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Improved Bound on Generalization Error of Compressed KNN Estimator
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, PMLR 206:7578-7593, 2023.
Abstract
This paper studies the generalization capability of the compressed $k$-nearest neighbor (KNN) estimator, where randomly-projected low-dimensional data are put into the KNN estimator rather than the high-dimensional raw data. Considering both regression and classification, we give improved bounds on its generalization errors, to put more specific, $\ell_2$ error for regression and mis-classification rate for classification. As a byproduct of our analysis, we prove that ordered distance is almost preserved with random projections, which we believe is for the first time. In addition, we provide numerical experiments on various public datasets to verify our theorems.