1. A method for selecting a subset of training points near a query point from a set of training points, comprising the steps of: providing a set of training points X, a query point X q ; determining a subset of training points X N near the query point X q from a set of training points X according to 
 argrmax x⊂x G ( X ) =D T ( X ) +λe -H(x) , where the function argmax returns a value of X that maximizes the function G 
 D T ( X )=Σ Iεx exp(−∥χ−χ q ∥ p ) for p=1, 2 is a cumulative similarity from the query point to the subset of training points X n , e -H(x) evaluates an inverse range of a distribution induced by X, and y is a control parameter greater than zero, and H is a Shannon entropy, wherein the providing and determining are performed in a processor.