## Section: New Results

### High-dimensional learning and complex data

Participant : Gérard Biau.

We describe four (not so related) contributions on the theme of high-dimensional learning and complex data.

In [17] we address the problem of supervised classification of Cox process trajectories, whose random intensity is driven by some exogenous random covariable. The classification task is achieved through a regularized convex empirical risk minimization procedure, and a nonasymptotic oracle inequality is derived. The results are obtained by taking advantage of martingale and stochastic calculus arguments, which are natural in this context and fully exploit the functional nature of the problem.

The cellular tree classifier model addresses a fundamental problem in the design of classifiers for a parallel or distributed computing world: Given a data set, is it sufficient to apply a majority rule for classification, or shall one split the data into two or more parts and send each part to a potentially different computer (or cell) for further processing? At first sight, it seems impossible to define with this paradigm a consistent classifier as no cell knows the “original data size”, $n$. However, we show in [18] that this is not so by exhibiting two different consistent classifiers.

A new method for combining several initial estimators of the regression function is introduced. Instead of building a linear or convex optimized combination over a collection of basic estimators ${r}_{1},\cdots ,{r}_{M}$, [19] uses them as a collective indicator of the proximity between the training data and a test observation. This local distance approach is model-free and very fast. More specifically, the resulting collective estimator is shown to perform asymptotically at least as well in the ${L}^{2}$ sense as the best basic estimator in the collective. A companion R package called COBRA (standing for COmBined Regression Alternative) is presented (downloadable on http://cran.r-project.org/web/packages/COBRA/index.html ). Substantial numerical evidence is provided on both synthetic and real data sets to assess the excellent performance and velocity of the method in a large variety of prediction problems.

The impact of letting the dimension $d$
go to infinity on the ${L}^{p}$-norm of a random vector with i.i.d. components
has surprising consequences, which may dramatically affect high-dimensional
data processing. This effect is usually referred to as the *distance concentration phenomenon*
in the computational learning literature. Despite a growing interest in this important question, previous work
has essentially characterized the problem in terms of numerical experiments and incomplete mathematical statements.
In the paper [20] , we solidify some of the arguments which previously appeared in the literature and
offer new insights into the phenomenon.