In this paper, we study classification and regression error bounds for inhomogenous data that are independent but not necessarily identically distributed. First, we consider classification of data in the presence of non-stationary noise and establish ergodic type sufficient conditions that guarantee the achievability of the Bayes error bound, using universal rules. We then perform a similar analysis for $k$-nearest neighbour regression and obtain optimal error bounds for the same. Finally, we illustrate applications of our results in the context of wireless networks.
翻译:暂无翻译