1. A method for selecting a subset of training points near a query point from a set of training points for local learning, comprising the steps of: providing a set of training points χ, 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 χ according to 
 argmax X⊂χ G ( X )= D T ( X )+λ e −H(X) , where the function argmax returns a value of X that maximizes the function G 
 D T ( X )=Σ x∈X exp(−∥ x−x 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 distribution induced by X and γ is a control parameter greater than zero, and H is a Shannon entropy, wherein the providing and determining are performed in a processor.