  How to measure the complexity of a finite set of vectors embedded in a
multidimensional space? This is a non-trivial question which can be approached
in many different ways. Here we suggest a set of data complexity measures using
universal approximators, principal cubic complexes. Principal cubic complexes
generalise the notion of principal manifolds for datasets with non-trivial
topologies. The type of the principal cubic complex is determined by its
dimension and a grammar of elementary graph transformations. The simplest
grammar produces principal trees.
  We introduce three natural types of data complexity: 1) geometric (deviation
of the data's approximator from some "idealized" configuration, such as
deviation from harmonicity); 2) structural (how many elements of a principal
graph are needed to approximate the data), and 3) construction complexity (how
many applications of elementary graph transformations are needed to construct
the principal object starting from the simplest one).
  We compute these measures for several simulated and real-life data
distributions and show them in the "accuracy-complexity" plots, helping to
optimize the accuracy/complexity ratio. We discuss various issues connected
with measuring data complexity. Software for computing data complexity measures
from principal cubic complexes is provided as well.
