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AD-AISB 3S5 EXPONENTIAL BOUND FOR ERROR PROBABILITY IN NN-OISCRININATION(U) PITTSBURGH UNIV PA CENTER FOR A'S 2ULTIYRRIATE ANALYSIS Z-0 SRI APR 85 TR-B5-15 7UN CLSSIFIECD OSR-TR--823 F4962 - 85-C-6BF/O12/ NL I~~~ oEE I flffl...lflfl ll

flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

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Page 1: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

AD-AISB 3S5 EXPONENTIAL BOUND FOR ERROR PROBABILITY INNN-OISCRININATION(U) PITTSBURGH UNIV PA CENTER FOR

A'S 2ULTIYRRIATE ANALYSIS Z-0 SRI APR 85 TR-B5-15

7UN CLSSIFIECD OSR-TR--823 F4962 - 85-C-6BF/O12/ NL

I~~~ oEEEEEEEI flffl...lflfl ll

Page 2: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

C.w

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nl

*' li125114,1.

,- .-..... ,.. , ... .... ' . . ., -. .,. ...--.-.- .. - .- .... , ,...-.--. .. ,f.-.. .. ...l- .. ... .rni ,.

f 61il* I"." II*i d llIltl i . " It

u li-- Iill i i -% " % i . % 1-"tlil% lI".It•% l 1 i i i I

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",,'C ' ,;2 2_,._ ,.. ;..','' -' .'> : ;. ;;.;, :.;. . .,-, .: '.:.:,.....-'......;...---.-.:.-

Page 3: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

0

0

EXPONENTIAL BOUND FOR ERROR PROBABILITY~~~IN NN-DISCRIMINATION* .o'

Z.D. Bai

CENTER FOR MULTIVARIATE ANALYSIS

UNIVERSITY OF PITTSBURGH

Center for Multivarlate Analysis

University of PittsburghDTIC

C.. ECTE

810 11 040

Page 4: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

EXPONENTIAL BOUND FOR ERROR PROBABILITY

IN NN-DISCRIMINATION*

Z.D. Bai

CENTER FOR MULTIVARIATE ANALYSIS

UNIVERSITY OF PITTSBURGH

April 1985 iD rICTechnical Report #85-15 ELECTEf

OCT11 85

B

Center for Multivariate AnalysisThackeray Hall

University of PittsburghPittsburgh, PA 15260

'* *This work was partially supported by the Air Force Office ofScientific Research under Contract F49620-85-C-0008. TheUnited States Government is authorized to reproduce and distributereprints for governmental purposes not withstanding any copyrightnotation herein.

DLSTMIU77ON STATEMENTA

App.-d iIn a b.. , " -. -, ,

..... etibtk Unhiof, ;. ?. MA ... i ..) zo

Ch e ec '

Page 5: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

ABSTRACT

Let (861 1 *...(8n ,X n) be ni simple samples drawn

from the population (e,X) which is a (1,2,...,s) x Rd-valued

random vector. Suppose that X is known. Let X' be the

nearest one among Xl"*#n from X, in the sense of

Euclidean norm or I.-norm, and let 6' be the 6-value pairedniwith XA. The posterior error probability is defined by

Ln - P(e 6 (q(e19XQj*..(eGrxn)). It is well known that

ELn P(8'1#8) has always a limit R. In this paper it is

shown that for any e > 0, there exist constants c < and

b > 0 such that P(ILn-Rlae) 5 ce'- under the only assumption

that the marginal distribution of X is nonatomic.

7 k

*.A TV ij

Page 6: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

1i. IN RODUCTION /t (,X) be a (1,2, s x R4 -valued ran om vectorand 3 x*- R' w in

and ( ),..., _) be ii . samples drawn rom (k,X).

The so-called discrimination pr blem is to fi d a function

of X, usually depending upon i e n,), which is

used to predict the value of o.ne of the most frequently

used approaches is the nearest neighbour jNlgodlscrimination

rule, which is defined as follows: Let II" II be a norm in

Rdi Usually we take this norm being the Euclidean one or

L.-nbrm. When X - x is given, we rearrange Xl ,.. .,x n

according to the increasing order of the distances

lix i - xlj, namely,

IIXR -Xl S IIx - xli 1 °" . SIXR - XII,

ties are broken by comparing indices, for instance, if

SIIX - x l - 1iXj - xli and i < j, then Xi is rearranged

before X . In view of the rearrangement of X's, 81,.,n

are rearranged as R1, e Let k n be a positive

integer. Then O(k), called k-NN discrimination, is definedn

to be the value which has the biggest frequency among

•.. .. If such value is not unique, then we randomly

* take one such value with equal probability.

The probability of misdiscrimination and the posterior

one are defined to be

m.A 2

Page 7: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

3.

(k) (k)R n = (1.1)

*" and

which are simply called error probability or posterior

error probability, respectively. For k - 1, X 8(l)" XRIiR ( ) a d -(1) 1 ' R a n L

and Ln are simply denoted by Xn', I', and Ln

respectively. For reviews of the literature on this topic,

the reader is referred to Cover and Hart (1967), Wagner (1971),

Fritz (1975), Cover (1968), Devroye (1981), Bai (1984).

It was shown that whatever the distribution of (e,X)

is, there is always a constant R , depending upon k, such

that lira % R , and the constant R satisfiesnn

R* : Rk S R j R S R*(2 .S_ *), where R* is the error

probability in Bayesian discrimination. Let

Pilx) - P(eilX-x), i - 1,2,...,s. (1.3)

Then it can be shown that

S 2R Z EP. X). (1.4)

i=l1

In Chen and Kong (1983), it was proved that when

S - 2,Ln 9 C for some constant C if and only if2

(P(e-l ,x-x) - P(e-2,x-2)) P(6-1,x-x) P(B-2,X-x) -0, (1.5)

and C - R. This implies that if the marginal distribution

,o °,-' ' d- 4 °o'.. 'o'' , .

. ." " ,''.'''* * ''o ' .'.I.- '% % '°.' ' '. . . . . . , ' ' '. .° ' °,' ' '

Page 8: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

r4.

F of X has no atoms, then Ln R. But according toHewitt-Savage zero-one law we know that P(L n*R) - 0 or 1,

if F has no atoms. The problem is under what conditions

P(Ln*R) - 1 is true. To make it clear, let us introduce

the following notations.

Suppose XI .. .,Xn are given. Split Rd into n sets

Vnl,.. ,Vnn, such that x e V if and only if X. is the

nearest neighbor of x. Note that V j A - l,2,...,n, are

random sets. By the definition of Ln, it is not difficult

to compute out that

a sLn i - r i(e -i) P (x)F(dX). (1.6)j-l i-l J fV

It is easy to see that when XI ,.. .,xn are given, the terms

under the first summation in (1.6) is a sum of conditionally

independent and bounded random variables, and the coefficients

have expectations not exceeding . Thus there is a strongn

reason to believe that there should be an exponential bound

for P(ILn-RIz). But up to now, as the author knows, the

best result is due to Fritz (1975). It was shown that

P(ILn-RIze) ce - b (1.7)

under the assumptions that F has no atoms and that Pi(x),

i = 1,2,...,s, are a.e.x.F. continuous. There are some

extra examples to support the conjecture that V/E in (1.7)

Page 9: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

5.

could be improved as to n. Also, there is much evidence

to suggest that the assumption of continuity of Pi(x)'s

could be abandoned (see Z. D. Bai, X. R. Chen and G. J.

Chen (1984)). The main purpose of this paper is to solve

these two problems. In §2, we shall show some lemmas and

the proof of main result will be given in §3. In a

further paper, we will give the necessary and sufficient

conditions for Ln o R a.s.

2. SOME LEMMAS

In the sequel, we shall need the following lemmas:

Some of them are known, we will quote them below without

proof. We shall only give the proof for new ones.

Lemma 1. Let 4 be a random variable with distribution

F(x) (for convenience we assume that F(x) is left continuous),

and let n be a random variable uniformly distributed over

the interval (0,1) and being independent of . Then

Z ! F(&) + EF(&+0) - Fl&)In

is uniformly distributed over (0,1).

The proof is not very difficult and is omitted here.

Lemma 2. Let F be a nonatomic probability measure

defined on Rd and A be a measureable set in Rd . Then

for any C e [O,F(A)), there is a measurable set B c A such

that F(B) - C.

"I

,5

-. ': *.. 4 ~ * -:-;-;**%* -

Page 10: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

* ' - - * - -. - . .. -, .i .-- . • -k

6.

The proof of this lemma can be found in Fritz (1975)

or Loeve (1977) p.101.

For the need in the sequel,. we introduce the concept

dof w-cone. Let 0 be a point in R and A be a measurable

Rdset in R . Then A is called aD w-cone with vertex 0 if

for any x, y e A, lix-ylJ <max(II0-xii, II0-ylI).

Lemma 3. For each d, there is a positive integer

m - m(d), depending only upon d, such that Rd can be split

into m disjoint w-cones with a common preassigned vertex.

The proof refers to Fritz (1975).

Let F be a nonatomic probability measure on Rd and

dA a R be a measurable subset of positive F-measure. Then,

by lemma 3, we can split Rd into m w-cones with a commonpreassigned vertex. Write the intersections of A and each

9M,: mw-cone as K1 .. K , with U Kt - A. If F(Kt) - 0,-cneasK I . , m, tul

t = 1,2,...,, and F(Kt) > 0, t - Z + 1,...,m, by lemma 2,we can split K +1 into I + 1 subsets with equal F-measure.

Drop the original K1,... ,K,+I and write the new Z + 1 subsets

as K1,...,K + I. Note that the new KI ,...,K,+1 are also w-cones

with the same vertex. Hence we obtain the following lemma.

Lemma 4. Let F be nonatomic, A be of positive F-measure

and 0 be a point in Rd. Then there are m disjoint w-cones

K 1,*.*,Km , having the same vertex 0 and satisfying

."°..

Page 11: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

A ,,+ : A ", • h. • '• + - -=. . - - --. -'+ , + r + i , , +

7.

mUKt cA

t-1

mr F(K) - F(A)

t-1

F(Kt) > 0, t l,2,...,m.

In the last section, we defined the partition Vn of

Rd , for random points X ,...,x . We point out that for1 n

any given points X1 ,... ,Xn , even they are not random, we can

similarly define V n, j 1 l,2,...,n. Also, if 1 s j : k s n,

we always have Vni C Vkj

dLemma 5, Let X1,...,*X be k points in R and F be a

nonatomic probability measure defined on Rd . Suppose that

F(Vkj) = q. > 0, j - 1,2,...,k and that Xk+l**'''Xn are iid.

random points with distribution F. Write U - F(Vn ). Thennj nj

there are mk random variables jL, J - l,2,...,k -m,

satisfying the following conditions,

m1) P(U nS E 1j£) = 1, j = 1,2,...,k. (2.1),El) =1

j2) 0 s,2,...,k, 2£ = 1,2,...,m (2.2)

3) P(tjzwj£, j = l,2,...,k, X = 1,2,...,m)

k m n-k( E )j 1 , for 0 < wj, qjZ, (2.3)

j- -1

where qj,, j - 1,2,...,k, 4 = 1,2,...,m, are positive constants,

independent of Xk+I'"-"'Xn (may depend upon Xl,... ,Xk and F),

m k m kand satisfy-E qj qj(of course, E Z q. Z q j 1).

j=1 Z• 1 ...

Page 12: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

Proof. According to Lemma 4, split Vkj into m w-cones

of positive F measure, denoted by Kjj 1,2,.*..k,

= 1,2,...,m. Write qj- F(K jq) > 0, j l12,...,k,

2. = 1,2,...,m. It is evident that E q q, j =l1,2...k.

Define

D = IIx -xII, j -= ,2,... k,

DJ t = I IXJ - X t j - 1,2,...,k, t k + 1,....,n,

I j = {t: k+l : t < n, Xt K j£},

nj£ M *(Ij } = the number of elements of Ij£j2.z

min DjL if Ij ,Hj tCIj2.

otherwise.

By the definition of w-cone, X e Vnj n K and X t C Kj

imply that Djo < Djt hence Djo < j. Therefore

. r. p(X ,1jXtjXk+),...,Xn)

Z=1

'" m

z qj n K y ... E)m

S qj z 2 P(XEV <HI 'X.EK2. x Ik+l.. X)

' °

S -q min Fj (Djt), (2.4)..-i J t(Ijz

* . .

*. S . . . . . . . . .*.**%* . . . ... *

Page 13: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

9.

where FJ I(u) I P(Djo<UIXE Kj L) and the minimum in (2. 4) is

one if IjZ I

. Construct n-k iid. random variables nk+1'***' " ' which

-. are uniformly distributed over the interval (0il) and are

independent of Xk+i'" 'Xn" Define for each t - k + 1.... ,n,

Gt = Fjz(Dit) + [F j(Dit+0)-Fjz(Djt)lnt, if teIjx. (2.5)

Note that when Ij,, j - 1,2,...,k, I = 1,2,...,m, are given

and XteK.&, D has the same conditional distribution as D.

when XeKj, given. Thus, by lemma 1, Gt is uniformly distributed

over (0,1). Also, when Ij., 1 # l,2,...,k, L - J1,2,...,m, are

given, Gt depends only upon Xt and nt , hence Gt, t k+l,...,n,

are conditionally independent. Define

mm min Gt if I

t Iiz (2.6)

Lqj otherwise,

Evidently, (2.2) follows from (2.6). Also, (2.1) follows

from (2.4) - (2.6). Finally, we have for 0 : wj, I qjL,

j 1,2,...,k, ...

P( j awjA, j=l,2,...,k, 9.-1,2,...,m)

k m n.

kjm1j=1 =1

n p( n n, ¢ % I- z ,I 2, I I }

jn (n- fn 11q

(.. .. . * .*.* e~2' j.o,,..k -=,,0'm

t jL ' '' ' ' ' ' jx

Page 14: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

10.

r(n-k)! ik m n. k mW n i" n a 11 ( 1-

k m nn'-k£i 3 k j

E 1 - J m j ) (2.7)

j=l L1 l

where the summation unspecified in (2.7) runs over allk m

possibilities that Z Z n - n - k, n a 0, integers.-j-1 2.-'1

The proof of lemma 5 is completed.

Lemma 6. Let 0 be an a.e. positive function defined on

the line and

J H(ql, ,Jk ) M(I. .1. kwl...dwk.

Then we have

sup H(ql...qk ) - H(q,...,q),ql + ' ' ' =q k = kq (2.8)

ql - Op...qk ? 0

here q > 0 be a given number.

Proof. Note that D - (ql, .... = kg,

q a 0,...,qk - 0} is a bounded and closed set and that

H(q....,qk ) is continuous on D. Hence there exists a point

q 0re.,q0 eDsuch that

Sup H(q,...q) H ... .D

., .*' a-' .'- a..- .- "-" - a--;'2 - -. . - . -... *.- "-. .-- -.- , . %-.v . .- .---- . -. - .. ..

Page 15: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

To prove (2.8), we only need to prove

0 0 0 0 0q 1 q . - q k By symmetry in ql' we only

f. need to prove that ql 1 q2 Letq.

W(x) - o ... q *(x+w 3+...+wk)dw 3 ' .dwk'

Then00" 00 0 0 0 -lql2Q(q0 'q2) H(ql'q2''.'qk) 4/ 1 )(x+y)dxdy.

0

1~ 2(u)min(u,q 0 + e q -u u~

q 0+q~ 0~q

S ld2 d (u) -n (

" 1 2JO

ql+q2 ql+q2 qOq O - O ~O

J - Q --- . (2.9)

00

The quality of (2.9) holds if and only if q 1 2 2

because *(u) is positive. The proof of lemma 6 is completed.

Lemma 7 (Bennett, 1962, see Hoeffding (1963)). Let

2 2Ul,...,U n be independent and let EUi - 0, ai EU ,

a2 E a Suppose that IUil : b, i - 1,2,...,n. Thenn-1

for any e > 0,

1n 2 2P(>. I z Uilze) s 2 exp{-ne /2(a +be)}.n-1

Page 16: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

12.

Lemma 8 (Hoeffding, 1963). Let " B(n,p), the binomial

distributlion with parameter n and p. Then for any e > 0,

P(j-Ij-plze)s2expf-nc /(2p+e) }.

3. THE MAIN RESULT

Theorem 3.1. If F, the marginal distribution of X,

has no atoms, then for any e > 0, there exist constants c

and b, depending upon e and the distribution of (e,X), such

that~-bn

P(ILn-RIac) s ce . (3.1)

Proof. Define

Tn = P(en~eIx 1,...,xn) - E(LnIXl,.. ,Xn). (3.2)

Using the notations defined in §1 and §2, we have

n Sn =1 - z z I(a 23i) Pi(x)F(dx) (3.3)

= i-1 fVnj

andn s

* Tn- 1- E r P (X ) I P (x)F(dx) (3.4)n.. j=1 iil VnJ

.%j

.49Hence

.. "- p(jLn-Tn a2se, )

8 ni-5 P( (1Z( l -P (XJ) Pi(x)F(dx)1>2£') (3.5)i-1 j=1 dv

o , :.' .: , .: ' . " .. . . . . , , .. , . . . .. . .. . - .. . . .. . . .. . . .. . . . . ., , .. , . . .. .. .

Page 17: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

13.

Define

Oi) V., Pi(x)F(dx) s - j F(dx). (3.6)

-{j 1jsfl1U SA/l}1 $0 - lZ..cl (3.7)

and

k - [6n] (3.8)

where A and 6 are positive constants to be specified later,

and [x] denotes the largest integer less than or equal to

x. By lemma 5 and lemma 6, we have

k k mP( E U .jkeIxl10... 0'Xk) s P( Z act

j-1. jul 1 1 jL

k m n-k-mkk m!. l Jkm ID(I- I Z w..) II I1 dwono-- f. jl j_1 3 j-l Lj.

1 1(l-k)! W W i]) n-k-ink k d

(n-k-z)'f ... ID ( 1 z w. z ) j n dw.i

(n-k-mk)! 1jmkk

k mnwhere D = {wijOj-l,2,...,k,X-l,2,...,Im, Z Z w . '} and

ID is the indicator of the set D.

Let

kE { max r U . z¢e} (3.10)

nJi<... <j.kn i-I i

... 'VV% %\y:;I-..p... * %<.4 % %

Page 18: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

14.

We have from (3.9)

kP(En ) n P( Z Uk k:)Jis l~<.O.<jk :n i-ini

n. k n kjak - M, Z Unj ,- (k- )EP Z x ...jXk". -i i -i "":

n (n-k)! 1 mk

1Sk) (n-k-ink) ( k) exp{-e'(n-k-mk)}. (3.11)

Applying Stirling's formula and recalling k = [6n], we have

P(E n! exp{-()(1-6(re+l))nln) f k! '. (n-ink-k) .

"S [a (S mW)m (1-(M1el)6) - (1 - (M+ 1)6 1 ]exp{-E' (l-(m+1) 8)n}

Sexp{-bn}, (3.12)

where b ,e'(-(m+1)6) and 6 (O, min(e',)1 being such

that

log6 (m6) (1-(m+1)) e(l-(m+1)6). (3.13)

Here the reason that such 6 can be chosen is based upon the

fact that when 6 + 0, the left hand side of the above inequality

tends to zero and the right hand side to ' > 0.

If we choose A > then #(Oc} s k, hence we haven

Page 19: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

15.

je n

Hence

POI E mIe -i)-P (x)) P. (x)JF(dx) Iz2e')j m lii i J~

e-b + PCI r (I(e wi) - P(X.))Q.I)

- -bn + EP(I E mIe -i) - P.XJ)Qn Z.JX10r (3.'

n

Note that when X1 ,...,X are given, I(e~~.

are conditionally independent and P (X j), Q n and 0 n depend

only upon X 1,P..,X n Hence applying lemma 7, we have

PCO z Cme.=i) - P(X.))Q .I z c' ,F.

n*~ ~ ). njn*1nn

2 (1 CIp-n (e n /2- z L an* je n * e nn

s 2 +x(e/(~ I) max Q .)}

s 2 exp{-(c'/2(+e')An2en (a3.Q6)

z"i

Page 20: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

16.

where n, = #{$n}, and b is a positive constant independent

of n, but in its different appearance, it may take different

value, e.g. this b is different from that b in (3.13).

From (3.5), (3.15) and (3.16), it follows that

P(ILn-TnI 2sC') 5 4s exp{-bn}. (3.17)oI

Finally, we shall establish the similar bound for

P(ITn-RIk3se'). According to Lusin's Theorem, for each i,

i - l,2,...,s, there exists a continuous function Pi(x)

satisfying the following two conditions

a) 0 5 P (x) s sup P (x) 5 1, (3.18)x

b) F(A) < 6/2, A - {xcR , P (x) ( PlxI}, (3.19)

where 6 'is the constant determined by inequality (3.13).

Define

= {j~n, X cA}.n

Then we have

n nP(I r P.(X.)Qnj - Z P.(X.)Q n Ij')

j=l J nj j=1 j nj

: P( E Q ja') < P( z U 'nj nj0JCTn Je'Fn

"- P(#( } 6~n) + P(En). (3.20)n n

*.1

1%

Page 21: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

17.

By Hoeffding's inequality (see Hoeffding (1963)), we have

2P(#{ z 6n) s 2 exp(-n(6 - F(A)) /(2F(A) + (6 - F(A))))n

s 2 exp{-(l.)nl - 2 exp{-bnl. (3.21)

(3.21), together with (3.14), yields

n n -P(I Z Pi(Xj)Qnj - jl Pi (X.)Q n j c') 1 3 exp{-bn}. (3.22)

Define

H. P (x)P i (x)F(dx) (3.23)i Rd

and

Hi f RdPi 2 (x)F(dx). (3.24)

It is obvious that

-I i - Hil : F(A) < 6/2 < ('. (3.25)

On the other hand, using the same approach as in Fritz (1975),

we can prove that

n S 6 -bnP(I E Pi(X H I a F) e (3.26)j=l1 i

From (3.22), (3.25) and (3.26), it follows that

n 6P(I Z P (X )Q - Hil 3c') 5 (3 + --)e-bn. (3.27)ij Qnj 72)

-Recalling that R 1 1 - Z H. we obtain thati-I.1

Page 22: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

18.

P(tTn-Rj 2 38E') S SO + 6 -bn (3.28)

(3.17) and (3.28) yield

P(Ln-RjSSe') S S(7 +6 )e-bn, (3.29)

which, together with taking e' = e/5S, completes the proof

of Theorem 3.1.

REFERENCES

Ill Bai, Z.D. (1984). The Strong Consistency of Error

Probability Estimates in NN Discrimination. CMA.,

Univ. of Pitt., Tech. Report 84-43.

[2] Chen, G.J. and Kong, F.C. (1983). Sufficient and

Necessary Condition for Convergence of Conditional

Error Probability in NN Discrimination. Submitted

by Journal of Mathematical Research and Exposition.

[3) Bai, Z.D., Chen, X.R. and Chen, G.J. Some Results on

Nearest Neighbor Discrimination by Treating Ties

Randomly. Submitted by Journal of Mathematical

Research and Exposition.

[4) Cover, T.M. (1968). Estimation by the Nearest

Neighbor Rule. IEEE Trans. Inform. Theory 14, 50-55.

[5 Cover, T.M. and Hart, P.E. (1967). Nearest Neighbor

d Pattern Classification. IEEE Trans. Inform. Theory

13, 21-27.

[63 Devroye, L. (1981). On the Asymptotic Probability of

Error in Nonparametric Discrimination. Ann. of Statistics,

Vol. 9, No. 6, 1320-1327.

*.Cb -~

,' .- . . * % , >. ". .',%, * " ' ."" "- , -'- ' . ' ... .~* * ', " .- ".. ' .- .'."- -' - • : " " ". o, . -

Page 23: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

19.

[7) Fritz, J. (1975). Distribution-Free Exponential

Error Bound for Nearest Neighbor Pattern Classification.

IEEE Trans. Inform. Theory, 21, 552-557.

[8) Hoeffding, W. (1963). Probability Inequalities for

Sums of Bounded Random Variables. J. Amer. Statist.

Assoc. 58, 13-30.

[9 Wagner, T.J. (1971). Convergence of Nearest Neighbor

Rule. IEEE Trans. Inform. Theory, 17, 566-571.

'.

-o Z?~~.y~*.*.5r .

Page 24: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

LkHt LIIAINO "%P%. We JdREPORT DOCUMEN4TATION PAGE READ INSTRUCTIONS

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* .Exponential Bound for Error Probability in Technical - April 1985NN-Discrimination S. PERFORMING ORO. REPORT NUMBER

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April 198513. NUMBER2 OF PAGES

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Approved f or public release; distribution unlimited

17I. O4STRI64I5TiON STATEMENT (*I thle aboaree derod ini 2leA ~.It d1ieent o terRpe

%~ ISI. SUPPLEMENTARY NOTES

* 19 KEY WOROS (Co~nwu rover&* sided 1noteaegry aundity by 6JOloth ae)

* ZO AVST MAC T (Candiunhe an reverse side It #10..a6y a"d identify by block nmsker)

Let (62 X,.,8 ,X ) be n simple samples drawn from the population (O.X)

dwhich is a { ,,.,}x R -valued random vector. Suppose that X is knownLet XI be the nearest one among ... ,**X~ fro-m X, in the sense of Euclideann X

norm or Z -norm, and let 8' be the 8-value paired with V'. The posterior

001JN7 1473 UnclassifiedSEURITY CLASSIFICATION OF TIS PAGE (IWhan Doe Enited)

Page 25: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

* SgC#A#Tv CASUPICATIO Of Twl PAGU O ll e Smeum)

error probability is defined by L - P(6- , I(81*X.),...,(e X it is

well known that EL - P(e',e) has always a limit R. In this paper it is

shown that for any e > 0, there exist constants c. <- and b > 0 such that

. P( L- ) -R > t , under the only assumption that the marginal

distribution of I is nonatomic.

A

o'p

UnclassifiedIRCURI?? CLASIVICATIO@ OF T"eS PAG1tnhw DMS SAS..edi

.... . . . . ..5. ."q . * - .-

Page 26: flffllflfl I~~~ oEEEEEEE I - DTICr 4. F of X has no atoms, then Ln R. But according to Hewitt-Savage zero-one law we know that P(L n*R) -0 or 1,if F has no atoms. The problem is under

FILMED

11-85

DTlC