Scale-adaptive and robust intrinsic dimension estimation via optimal neighbourhood identification

The Intrinsic Dimension (ID) is a key concept in unsupervised learning and feature selection, as it is a lower bound to the number of variables which are necessary to describe a system. However, in almost any real-world dataset the ID depends on the scale at which the data are analysed. Quite typically at a small scale, the ID is very large, as the data are affected by measurement errors. At la…