Discriminant Adaptive Nearest Neighbor Classification and Regression

Nearest neighbor classification expects the class conditional probabilities to be locally constant, and suffers from bias in high dimensions We propose a locally adaptive form of nearest neighbor classification to try to finesse this curse of dimensionality. We use a local linear discriminant analysis to estimate an effective metric for computing neighborhoods. We determine the local decision boundaries from centroid information, and then shrink neighborhoods in directions orthogonal to these local decision boundaries, and elongate them parallel to the boundaries. Thereafter, any neighborhood-based classifier can be employed, using the modified neighborhoods. We also propose a method for global dimension reduction, that combines local dimension information. We indicate how these techniques can be extended to the regression problem.