mentally challenged stalker behavior

Hi: I am not sure what to do or if i need to do anything. I have a mentally challenged individual that stalks me every time i see him. we live in the same neighborhood. i don't see him often but when i do i try to avoid him. the other day however i could not ignore him. He walked right up to me and started asking personal questions like where i lived and where i work and if I was married and would not let me go. I was polite but walked away when he was still talking because he does not understand social clues.

another time he showed randomly up at a pilates class i was taking. he tried to talk to me but i ignored him. I waited until I no longer saw him before i got in my car. after about 20 minutes I went to my car. I saw him in my rear view mirror at a stop sign.

I try to be kind to people and this is the thanks i get. it is always these type of disturbed people who are attracted to me. I knew him from a job i had almost 6 ya. anyone have a similar situation or know what to do to get the guy to just leave me alone?