Intrinsic Dimension Estimation of Data: An Approach Based on Grassberger–Procaccia's Algorithm

摘要

In this paper the problem of estimating the intrinsic dimension of a data set is investigated. An approach based on the Grassberger–Procaccia's algorithm has been studied. Since this algorithm does not yield accurate measures in high-dimensional data sets, an empirical procedure has been developed. Grassberger–Procaccia's algorithm was tested on two different benchmarks and was compared to a TRN-based method.