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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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4692137183 · Jun 202019922001200920172026
48 results for Nearest Neighbor Search

New method speeds up k-means clustering for large k by improving nearest-neighbor search.

problem Efficiently clustering large datasets with high-dimensional points.
method Seeded Approximate Nearest-Neighbor Search methods to improve Lloyd's algorithm.
result Significantly faster k-means clustering for large k values.

New methods use vector search and nearest-neighbor matching for policy learning in causal inference.

problem Learning optimal policies in causal inference with limited data.
method RAG-based policy learning with vector search and nearest-neighbor matching.
result The methods bound the within-candidate choice regret and evaluate the one-step method directly as a policy.

Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which …

2012-06-27abs ↗pdf ↗

The paper explains how nearest neighbor methods succeed in prediction.

problem Explaining the success of nearest neighbor methods in prediction.
method The paper covers both theoretical and practical aspects of nearest neighbor methods, including statistical guarantees and practical algorithms.
result The paper provides nonasymptotic statistical guarantees and practical algorithms for nearest neighbor methods.

The paper analyzes how much data points can be altered to change their rank in nearest neighbor searches.

problem Vulnerability of nearest neighbor search in high-dimensional data.
method Statistical analysis of perturbation needed to change neighbor rank.
result Derived statistical distribution of perturbation needed to modify neighbor rank.

Efficiently selects nearest neighbors for labeling to speed up active learning.

problem Intractable active learning and search for large-scale unlabeled data.
method Restricts candidate pool to nearest neighbors of labeled set.
result Achieved similar performance to global approach but reduced computational cost by up to 3 orders of magnitude.

Recently similarity graphs became the leading paradigm for efficient nearest neighbor search, outperforming traditional tree-based and LSH-based methods. Similarity graphs perform the search via greedy routing: a query traverses the graph and in each vertex moves to the adjacent vertex that is the closest to this query…

2019-05-27abs ↗pdf ↗

We present the first sublinear memory sketch that can be queried to find the nearest neighbors in a dataset. Our online sketching algorithm compresses an N element dataset to a sketch of size O(Nblog3N)O(N^b \log^3 N) in O(N(b+1)log3N)O(N^{(b+1)} \log^3 N) time, where b<1b < 1. This sketch can correctly report the nearest neighbors of any …

2019-02-18abs ↗pdf ↗

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

This paper introduces scikit-hubness, a Python package for efficient nearest neighbor search in high-dimensional spaces. Hubness is an aspect of the curse of dimensionality, and is known to impair various learning tasks, including classification, clustering, and visualization. scikit-hubness provides algorithms for hub…

2019-12-02abs ↗pdf ↗

The nearest neighbor problem is defined as follows: Given a set PP of nn points in some metric space (X,D)(X,D), build a data structure that, given any point qq, returns a point in PP that is closest to qq (its "nearest neighbor" in PP). The data structure stores additional information about the set PP, which is th…

2018-06-26abs ↗pdf ↗

This paper proposes a new hashing-based KNN technique for faster nearest neighbor selection.

problem Slowness of KNN in big datasets due to searching entire dataset.
method Divide data space into subcells, use hashing to map data points, and select nearest neighbors layer by layer.
result The proposed technique offers competitive performance with KNN and KDtree while significantly improving time efficiency.

Algorithm finds adversarial examples for k-NN classifiers using Voronoi diagrams.

problem Ensuring robustness of k-NN classifiers against adversarial attacks.
method Geometric approach expanding outwards from input points to find minimum-norm adversarial examples.
result Our method outperforms existing approaches on various datasets.

This article presents fast lower and upper estimates for a large class of options: the class of constrained multiple exercise American options. Typical options in this class are swing options with volume and timing constraints, and passport options with multiple lookback rights. The lower estimate algorithm uses the ar…

2020-02-26abs ↗pdf ↗

A novel distributed adaptive NN classifier for large data sets.

problem Handling large and distributed data for efficient classification.
method Distributed adaptive nearest neighbor classifier with stochastic tuning parameter selection and early stopping rule.
result Achieves nearly optimal convergence rate under large sub-sample sizes.

We consider machine learning in a comparison-based setting where we are given a set of points in a metric space, but we have no access to the actual distances between the points. Instead, we can only ask an oracle whether the distance between two points ii and jj is smaller than the distance between the points ii an…

2017-04-05abs ↗pdf ↗

Space partitions of Rd\mathbb{R}^d underlie a vast and important class of fast nearest neighbor search (NNS) algorithms. Inspired by recent theoretical work on NNS for general metric spaces [Andoni, Naor, Nikolov, Razenshteyn, Waingarten STOC 2018, FOCS 2018], we develop a new framework for building space partitions re…

2019-01-24abs ↗pdf ↗

The paper investigates learning conditional distributions on multi-dimensional spaces using clustering and neural networks.

problem Learning conditional distributions on multi-dimensional spaces with varying dimensions.
method The approach involves clustering data near varying query points in the feature space to create empirical measures in the target space using two clustering schemes: fixed-radius ball and nearest neighbors. The convergence rates of both methods are analyzed, and the nearest neighbors method is incorporated into neural network training.
result The empirical analysis shows that the nearest neighbors method has better performance in practice and can adapt to a suitable level of Lipschitz continuity locally.

Exemplar VAEs link generative models with nearest neighbor retrieval and data augmentation.

problem Improving generative model performance and data augmentation effectiveness.
method Exemplar VAEs with Parzen window prior, retrieval augmented training, exemplar leave-one-out, and subsampling.
result Generative data augmentation reduces classification error on MNIST and Fashion MNIST.

K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-based methodology, we propose random projection forests (rpForests), for kNN search. rpForests finds …

2018-12-31abs ↗pdf ↗

In this paper, we consider the problem of classification of MM high dimensional queries y1,,yMBSy^1,\cdots,y^M\in B^S to NN high dimensional classes x1,,xNASx^1,\cdots,x^N\in A^S where AA and BB are discrete alphabets and the probabilistic model that relates data to the classes P(x,y)P(x,y) is known. This problem has applications …

2019-05-11abs ↗pdf ↗

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…

2012-02-14abs ↗pdf ↗

Hashing has been widely used for large-scale approximate nearest neighbor search because of its storage and search efficiency. Recent work has found that deep supervised hashing can significantly outperform non-deep supervised hashing in many applications. However, most existing deep supervised hashing methods adopt a …

2017-07-26abs ↗pdf ↗

Study nearest-neighbor radii under dependent sampling, finding they remain informative.

problem Analyzing nearest-neighbor radii under dependent sampling.
method Consider strong mixing dependent observations, establish distribution-free almost sure convergence and sharp non-asymptotic moment bounds.
result Nearest-neighbor geometry remains informative under dependence sampling.

Characterizes Lebesgue points using nearest neighbor methods.

problem Consistency of classification algorithms based on nearest neighbors.
method Characterization of Lebesgue points via 1-Nearest Neighbor regression.
result Proves convergence of 1-Nearest Neighbor classification algorithms in metric spaces.

AWNN improves matrix completion by adaptively weighting nearest neighbors.

problem Matrix completion with optimal nearest neighbor weights and radii selection.
method Adaptively weighted nearest neighbor method for matrix completion.
result Theoretical guarantees and synthetic experiments support the effectiveness of AWNN.

New method constructs graphs from data efficiently, suitable for large datasets.

problem Memory and runtime limitations of traditional TMFG for large datasets.
method Uses k-Nearest Neighbors Graphs and memory management for scalable graph construction.
result Provides a parsimonious way to construct graphs for learning tasks.

kNN-MTS improves MTS forecasting by using nearest neighbor retrieval over a large dataset.

problem Limited ability of current MTS forecasting methods to identify similar patterns and handle sparsely distributed correlations.
method kNN-MTS framework using nearest neighbor retrieval over a large datastore of cached series, with representations from MTS model for similarity search.
result Significant improvement in forecasting performance on real-world datasets.

Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor classification has not fully reflected these subtle properties. We analyze the b…

2014-06-30abs ↗pdf ↗

The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal kk-nearest neighbor method to estimate the optimal treatment regime. The method roots in the framework of causal inference, and estimates the causal treatment effects within the nearest neig…

2017-11-22abs ↗pdf ↗

CwA optimizes search performance by jointly learning a balanced database partition and a neural probing function.

problem Suboptimal search performance due to mismatched database and query distributions.
method CwA jointly learns a balanced database partition and a neural probing function to optimize search performance directly for the query distribution.
result CwA achieves up to 4.7x throughput over state-of-the-art methods at equal recall.

A fast method for finding counterfactual explanations for decision forests.

problem Finding counterfactual explanations for decision forests efficiently.
method Constrain optimization to data-populated regions, reducing to nearest-neighbor search.
result Very fast and realistic counterfactual explanations for decision forests.

Proposes a new resampling method for off-policy evaluation in stochastic control.

problem Estimating policy performance from data generated under a different policy.
method K-nearest neighbor resampling procedure for off-policy evaluation.
result Statistical consistency results for the proposed method under weak conditions.

The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation algorithms have been proposed to improve its scalability, these algorithms are eit…

2018-12-05abs ↗pdf ↗

Nearest neighbors is a successful and long-standing technique for anomaly detection. Significant progress has been recently achieved by self-supervised deep methods (e.g. RotNet). Self-supervised features however typically under-perform Imagenet pre-trained features. In this work, we investigate whether the recent prog…

2020-02-24abs ↗pdf ↗