Minimax Rates for Estimating the Dimension of a Manifold

TL;DR

This paper establishes the statistical limits for estimating the intrinsic dimension of a manifold supporting data, providing bounds on the minimax rates for dimension testing and estimation in high-dimensional settings.

Contribution

It derives the first rigorous upper and lower bounds on the minimax rates for manifold dimension estimation, advancing understanding of the problem's statistical difficulty.

Findings

Upper bound on dimension testing probability: $O(n^{-(d_2/d_1 - 1 - \\epsilon)n})$

Lower bound on testing: $\\Omega(n^{-(2d_2 - 2d_1 + \\epsilon)n})$

Minimax rates for estimating manifold dimension: upper bound $O(n^{-(1/m-1 - \\epsilon)n})$, lower bound $\\Omega(n^{-(2+ \\epsilon)n})$

Abstract

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be estimated. We characterize the statistical difficulty of this problem by deriving upper and lower bounds on the minimax rate for estimating the dimension. First, we consider the problem of testing the hypothesis that the support of the data-generating probability distribution is a well-behaved manifold of intrinsic dimension $d_1$ versus the alternative that it is of dimension $d_2$, with $d_{1}<d_{2}$. With an i.i.d. sample of size $n$, we provide an upper bound on the probability of choosing the wrong dimension of $O\left( n^{-\left(d_{2}/d_{1}-1-\epsilon\right)n} \right)$, where $\epsilon$ is an arbitrarily small positive number. The proof is based on bounding the length of the traveling salesman path through the data points. We also demonstrate a lower bound of $\Omega \left( n^{-(2d_{2}-2d_{1}+\epsilon)n} \right)$, by applying Le Cam's lemma with a specific set of $d_{1}$-dimensional probability distributions. We then extend these results to get minimax rates for estimating the dimension of well-behaved manifolds. We obtain an upper bound of order $O \left( n^{-(\frac{1}{m-1}-\epsilon)n} \right)$ and a lower bound of order $\Omega \left( n^{-(2+\epsilon)n} \right)$, where $m$ is the embedding dimension.