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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.

168,742 papers · 148 categories

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64129193257 · Jun 202019922001200920172026
48 results for adaptive k-NN

We derive high-probability finite-sample uniform rates of consistency for kk-NN regression that are optimal up to logarithmic factors under mild assumptions. We moreover show that kk-NN regression adapts to an unknown lower intrinsic dimension automatically. We then apply the kk-NN regression rates to establish new …

2017-07-19abs ↗pdf ↗

Improved convergence rate for kNN graph Laplacians with adaptive bandwidth.

problem Enhancing the efficiency of graph-based data analysis methods.
method Introducing a new class of kNN graph with adaptive bandwidth and proving operator convergence rate.
result Operator convergence rate of O(N2/(d+6))O(N^{-2/(d+6)}) for the kNN graph Laplacian, up to a log factor.

BaNk-UCB tackles batched nonparametric bandits with k-NN regression and UCB.

problem Sequential decision-making with limited online feedback in domains like medicine and marketing.
method Combines k-NN regression with UCB principle for fully nonparametric, adaptive, and simple implementation.
result Near-optimal regret guarantees under Lipschitz smoothness and margin assumptions, with minimax-optimal rates.

Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that k-NN regression is also adaptive to intrinsic dimension. …

2011-10-19abs ↗pdf ↗

This paper studies the large sample asymptotics of data analysis procedures based on the optimization of functionals defined on kk-NN graphs on point clouds. The paper is framed in the context of minimization of balanced cut functionals, but our techniques, ideas and results can be adapted to other functionals of rele…

2016-07-03abs ↗pdf ↗

In the kk-nearest neighborhood model (kk-NN), we are given a set of points PP, and we shall answer queries qq by returning the kk nearest neighbors of qq in PP according to some metric. This concept is crucial in many areas of data analysis and data processing, e.g., computer vision, document retrieval and machi…

2018-10-11abs ↗pdf ↗

Spectral clustering (SC) and graph-based semi-supervised learning (SSL) algorithms are sensitive to how graphs are constructed from data. In particular if the data has proximal and unbalanced clusters these algorithms can lead to poor performance on well-known graphs such as kk-NN, full-RBF, εε-graphs. This is becaus…

2013-02-20abs ↗pdf ↗

Graph construction is a crucial step in spectral clustering (SC) and graph-based semi-supervised learning (SSL). Spectral methods applied on standard graphs such as full-RBF, εε-graphs and kk-NN graphs can lead to poor performance in the presence of proximal and unbalanced data. This is because spectral methods based…

2012-05-07abs ↗pdf ↗

Study shows kk-NN classifier is not universally consistent on (0,1)(0,1) but consistent on discrete and specific measure spaces.

problem Consistency of kk-NN classifier under Wasserstein distance on measure spaces.
method Analysis of kk-NN classifier properties under Wasserstein distance, use of σσ-finite metric dimension, geodesic structures of Wasserstein spaces.
result Consistency of kk-NN classifier on specific measure spaces (discrete, Gaussian, wavelet series) but not on (0,1)(0,1).

In this paper we examine the effect of applying ensemble learning to the performance of collaborative filtering methods. We present several systematic approaches for generating an ensemble of collaborative filtering models based on a single collaborative filtering algorithm (single-model or homogeneous ensemble). We pr…

2012-11-13abs ↗pdf ↗

The kk-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct kk-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to const…

2013-07-30abs ↗pdf ↗

We propose a simple approach which, given distributed computing resources, can nearly achieve the accuracy of kk-NN prediction, while matching (or improving) the faster prediction time of 11-NN. The approach consists of aggregating denoised 11-NN predictors over a small number of distributed subsamples. We show, bot…

2017-12-06abs ↗pdf ↗

Algorithm identifies nearest mode in noisy data.

problem Identifying the point with the minimum k-th nearest neighbor distance in unknown multivariate probability density.
method Sequential learning algorithm using noisy oracle queries to adaptively decide which points to query.
result Upper bounds on query complexity show significant improvement over baselines.

This paper studies the relationship between the classification performed by deep neural networks (DNNs) and the decision of various classical classifiers, namely k-nearest neighbours (k-NN), support vector machines (SVM) and logistic regression (LR), at various layers of the network. This comparison provides us with ne…

2018-05-17abs ↗pdf ↗

Anomalies in time-series data give essential and often actionable information in many applications. In this paper we consider a model-free anomaly detection method for univariate time-series which adapts to non-stationarity in the data stream and provides probabilistic abnormality scores based on the conformal predicti…

2017-06-11abs ↗pdf ↗

LNUCB-TA improves MAB performance by dynamically adjusting exploration rates and recognizing spatiotemporal patterns.

problem Suboptimal performance in environments with rapidly changing reward structures and static exploration rates.
method Hybrid model combining linear and nonlinear estimation, with adaptive k-NN for temporal attention.
result Significantly outperforms state-of-the-art algorithms in cumulative and mean reward, convergence, and robustness.

Proposes LRR and LRLR for improving stock prediction accuracy.

problem Improving stock prediction accuracy through nonparametric classification.
method Local radial regression and logistic regression variant.
result LRLR outperforms LPoR and MS-kk-NN in real-world stock datasets.

Proposes an online metric learning method for multi-label classification.

problem Lack of consideration for label dependencies and theoretical analysis of loss functions in existing multi-label classification methods.
method Develops a novel online metric learning paradigm based on k-Nearest Neighbour (kNN) and large margin principle, adapted for online streaming data.
result The proposed OML algorithm outperforms state-of-the-art methods on benchmark multi-label datasets.

Prototype rules simplify multiclass classification in metric spaces, achieving consistency and reduced complexity.

problem Multiclass classification in metric spaces, focusing on universal consistency and convergence rates.
method Novel Proto-NN and hybrid rules for multiclass classification in metric spaces, analyzing convergence rates.
result Proto-NN is universally consistent and simpler to implement, with similar computational advantages.

Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…

2013-03-07abs ↗pdf ↗

Paper uses K-NN resampling to simulate and evaluate LOB markets.

problem Simulating and evaluating limit order book (LOB) markets.
method Applies KK-nearest neighbor (KK-NN) resampling to LOB simulation and evaluation.
result Demonstrates the effectiveness and efficiency of KK-NN resampling in LOB simulation and evaluation.

Study shows SNN graph Laplacians converge to k-NN graph Laplacians under large scale asymptotics.

problem Understanding the convergence of SNN graph Laplacians to k-NN graph Laplacians.
method Analyzing the asymptotic behavior of SNN and k-NN graph Laplacians.
result The graph Laplacians of SNN and k-NN graphs converge to the same limit under large scale asymptotics.

In this paper, we consider the problem of malware detection and classification based on image analysis. We convert executable files to images and apply image recognition using deep learning (DL) models. To train these models, we employ transfer learning based on existing DL models that have been pre-trained on massive …

2019-01-21abs ↗pdf ↗

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average KK-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…

2015-02-06abs ↗pdf ↗

We investigate nearest neighbor and generative models for transferring pose between persons. We take in a video of one person performing a sequence of actions and attempt to generate a video of another person performing the same actions. Our generative model (pix2pix) outperforms k-NN at both generating corresponding f…

2018-06-24abs ↗pdf ↗