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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.

168,695 papers · 148 categories

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56111167222 · Jun 202019922001200920172026
48 results for k-NN regression

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 ↗

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.

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.

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 ↗

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 ↗

A new kk-NN algorithm using surprisal for robust and interpretable nonparametric learning.

problem Complex patterns and relationships in data without strong distribution assumptions.
method Surprisal-driven kk-NN framework for classification, regression, density estimation, and anomaly detection.
result State-of-the-art results in classification and anomaly detection, competitive regression results.

In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy observations, along with observations of auxiliary covariates, are available. We uti…

2019-04-26abs ↗pdf ↗

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 ↗

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 ↗

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).

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 ↗

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.

Algorithm recovers function samples from noisy modulo samples with high probability.

problem Recovering function samples from noisy modulo samples.
method Two-stage algorithm involving k-NN regression and SDP relaxation.
result Uniform error rate of O((lognn)1d+2)O((\frac{\log n}{n})^{\frac{1}{d+2}}) for function samples.

We propose a procedure for supervised classification that is based on potential functions. The potential of a class is defined as a kernel density estimate multiplied by the class's prior probability. The method transforms the data to a potential-potential (pot-pot) plot, where each data point is mapped to a vector of …

2016-08-09abs ↗pdf ↗

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.

Study develops ensemble machine learning framework for predicting groundwater heavy metal pollution.

problem Statistical complexity and spatial heterogeneity of heavy metal contamination in groundwater.
method Nested cross-validated ensemble machine learning with response transformations (raw, log, Gaussian copula).
result Copula-based models with DBSCAN clustering diagnostics provide the most reliable and interpretable assessments of groundwater contamination.

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 ↗

This paper introduces a class of k-nearest neighbor (kk-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and Rényi entropy. The density is assumed to be smooth, have bounded support, and be uniformly bounded from…

2010-12-19abs ↗pdf ↗