# Stochastic Separation Theorems

## TL;DR

This paper proves that in high-dimensional spaces, random sets of points are almost always linearly separable with high probability, enabling robust one-shot correction of AI mistakes using explicit linear functionals.

## Contribution

It introduces stochastic separation theorems showing high-probability linear separability of random sets in high dimensions, providing a new tool for machine learning correction methods.

## Key findings

- High-dimensional random sets are linearly separable with high probability.
- Explicit linear functionals can separate new data from large known sets.
- The probability of separability depends on the set size and distribution.

## Abstract

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples where the system works properly. We demonstrate that in (moderately) high dimension this separation could be achieved with probability close to one by linear discriminants. Surprisingly, separation of a new image from a very large set of known images is almost always possible even in moderately high dimensions by linear functionals, and coefficients of these functionals can be found explicitly. Based on fundamental properties of measure concentration, we show that for $M<a\exp(b{n})$ random $M$-element sets in $\mathbb{R}^n$ are linearly separable with probability $p$, $p>1-\vartheta$, where $1>\vartheta>0$ is a given small constant. Exact values of $a,b>0$ depend on the probability distribution that determines how the random $M$-element sets are drawn, and on the constant $\vartheta$. These {\em stochastic separation theorems} provide a new instrument for the development, analysis, and assessment of machine learning methods and algorithms in high dimension. Theoretical statements are illustrated with numerical examples.