An adaptive multiclass nearest neighbor classifier

Nikita Puchkin, Vladimir Spokoiny

We consider a problem of multiclass classification, where the training sample $S_n=\{(X_i,Y_i){\}}_{i=1}^n$ is generated from the model $\mathbb{P}(Y=m|X=x)={\eta }_m(x)$, $1 \le…