Classification via local multi-resolution projections

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

Abstract: We focus on the supervised binary classification problem, which consists in guessing the label

Y

associated to a co-variate

X i n R^{d}

, given a set of

n

independent and identically distributed co-variates and associated labels

(X_{i}, Y_{i})

. We assume that the law of the random vector

(X, Y)

is unknown and the marginal law of

X

admits a density supported on a set

A

. In the particular case of plug-in classifiers, solving the classification problem boils down to the estimation of the regression function

e t a (X) = E x p [Y | X]

. Assuming first

A

to be known, we show how it is possible to construct an estimator of

e t a

by localized projections onto a multi-resolution analysis (MRA). In a second step, we show how this estimation procedure generalizes to the case where

A

is unknown. Interestingly, this novel estimation procedure presents similar theoretical performances as the celebrated local-polynomial estimator (LPE). In addition, it benefits from the lattice structure of the underlying MRA and thus outperforms the LPE from a computational standpoint, which turns out to be a crucial feature in many practical applications. Finally, we prove that the associated plug-in classifier can reach super-fast rates under a margin assumption.

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Uses Software

ElemStatLearn

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