We have seen Nearest Neighbor (NN) error rate as the number of samples approaches infinity is $ P=\int(1-\sum_{i=1}^c P^2(w_i|\vec{x}))p(\vec{x})d\vec{x} $
We would like to be able to answer two questions:
1) How good is that in terms of error rate?
2) How does it compare to Bayes, the best error rate we can achieve?
Recall error rate is $ P(e)=\int P(e|\vec{x})p(\vec{x})d\vec{x} $. For all x, Bayes rule yields minimum possible $ P(e|\vec{x})=:P^*(e|\vec{x}) $
Thus, we get the minimum $ P(e)=:P^*=\int P^*(e|\vec{x})p(\vec{x})d\vec{x} $
Claim 1: If $ P^* $ is low, then $ P\approx 2P^* $ (Assumes $ \infty $ number of samples.)