Adaptivity to Local Smoothness and Dimension in Kernel Regression

نویسندگان

  • Samory Kpotufe
  • Vikas K. Garg
چکیده

We present the first result for kernel regression where the procedure adapts locally at a point x to both the unknown local dimension of the metric space X and the unknown Hölder-continuity of the regression function at x. The result holds with high probability simultaneously at all points x in a general metric space X of unknown structure.

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تاریخ انتشار 2013