Testing the manifold hypothesis

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Abstract: The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a manifold to an unknown probability distribution supported in a separable Hilbert space, only using i.i.d samples from that distribution. More precisely, our setting is the following. Suppose that data are drawn independently at random from a probability distribution P supported on the unit ball of a separable Hilbert space H. Let G(d,V,au) be the set of submanifolds of the unit ball of H whose volume is at most V and reach (which is the supremum of all r such that any point at a distance less than r has a unique nearest point on the manifold) is at least au. Let L(M,P) denote mean-squared distance of a random point from the probability distribution P to M. We obtain an algorithm that tests the manifold hypothesis in the following sense. The algorithm takes i.i.d random samples from P as input, and determines which of the following two is true (at least one must be): (a) There exists MinG(d,CV,fracauC) such that L(M,P)leqCepsilon. (b) There exists no MinG(d,V/C,Cau) such that L(M,P)leqfracepsilonC. The answer is correct with probability at least 1delta.



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