Non-Asymptotic Uniform Rates of Consistency for k-NN Regression

No. 1: AAAI-19, IAAI-19, EAAI-20

Volume

Proceedings of the AAAI Conference on Artificial Intelligence, 33

AAAI Technical Track: Machine Learning

We derive high-probability finite-sample uniform rates of consistency for k-NN regression that are optimal up to logarithmic factors under mild assumptions. We moreover show that k-NN regression adapts to an unknown lower intrinsic dimension automatically in the sup-norm. We then apply the k-NN regression rates to establish new results about estimating the level sets and global maxima of a function from noisy observations.

10.1609/aaai.v33i01.33013999