The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal -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…
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.
Trend · papers per month
Algorithms often carry out equally many computations for "easy" and "hard" problem instances. In particular, algorithms for finding nearest neighbors typically have the same running time regardless of the particular problem instance. In this paper, we consider the approximate k-nearest-neighbor problem, which is the pr…
A new approach to -consistent estimation of a general density functional using -nearest neighbor distances is proposed, where the functional under consideration is in the form of the expectation of some function of the densities at each point. The estimator is designed to be asymptotically unbiased, using t…
We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual -nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for target value estimates and the framework to select the hyperparameters. It is show…
K-Nearest neighbor classifier (k-NNC) is simple to use and has little design time like finding k values in k-nearest neighbor classifier, hence these are suitable to work with dynamically varying data-sets. There exists some fundamental improvements over the basic k-NNC, like weighted k-nearest neighbors classifier (wh…
We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a consistent density estimate (which requires as the sample size $n \to \in…
Deep neural networks (DNNs) enable innovative applications of machine learning like image recognition, machine translation, or malware detection. However, deep learning is often criticized for its lack of robustness in adversarial settings (e.g., vulnerability to adversarial inputs) and general inability to rationalize…
Study shows -NN regressor consistency in complex survey designs.
We present a machine learning based method for noise classification using a low-power and inexpensive IoT unit. We use Mel-frequency cepstral coefficients for audio feature extraction and supervised classification algorithms (that is, support vector machine and k-nearest neighbors) for noise classification. We evaluate…
The weighted k-nearest neighbors algorithm is one of the most fundamental non-parametric methods in pattern recognition and machine learning. The question of setting the optimal number of neighbors as well as the optimal weights has received much attention throughout the years, nevertheless this problem seems to have r…
In many scientific disciplines structures in high-dimensional data have to be found, e.g., in stellar spectra, in genome data, or in face recognition tasks. In this work we present a novel approach to non-linear dimensionality reduction. It is based on fitting K-nearest neighbor regression to the unsupervised regressio…
When using the K-nearest neighbors method, one often ignores uncertainty in the choice of K. To account for such uncertainty, Holmes and Adams (2002) proposed a Bayesian framework for K-nearest neighbors (KNN). Their Bayesian KNN (BKNN) approach uses a pseudo-likelihood function, and standard Markov chain Monte Carlo (…
Estimating mutual information from i.i.d. samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is one proposed by Kraskov and Stögbauer and Grassberger (KSG) in 2004, and is nonparametric and based on the distan…
We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.
Java implementation improves nearest neighbor algorithm complexity.
Estimating entropy and mutual information consistently is important for many machine learning applications. The Kozachenko-Leonenko (KL) estimator (Kozachenko & Leonenko, 1987) is a widely used nonparametric estimator for the entropy of multivariate continuous random variables, as well as the basis of the mutual inform…
If we pick random points uniformly in and connect each point to its nearest neighbors, then it is well known that there exists a giant connected component with high probability. We prove that in it suffices to connect every point to points chosen randomly among its $…
k-Nearest Neighbors is one of the most fundamental but effective classification models. In this paper, we propose two families of models built on a sequence to sequence model and a memory network model to mimic the k-Nearest Neighbors model, which generate a sequence of labels, a sequence of out-of-sample feature vecto…
We study clustering algorithms based on neighborhood graphs on a random sample of data points. The question we ask is how such a graph should be constructed in order to obtain optimal clustering results. Which type of neighborhood graph should one choose, mutual k-nearest neighbor or symmetric k-nearest neighbor? What …
Paper proposes a k-NN classifier for detecting spike-and-wave seizures in EEG.
Despite a large amount of attention on adversarial examples, very few works have demonstrated an effective defense against this threat. We examine Deep k-Nearest Neighbor (DkNN), a proposed defense that combines k-Nearest Neighbor (kNN) and deep learning to improve the model's robustness to adversarial examples. It is …
We consider a problem of multiclass classification, where the training sample is generated from the model , , and are unknown -Holder continuous functions.Given a test point , our goal is to predict its labe…
In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing error even when the training error is close to zero. One possible explanation is that for many modern machine learning algorithms, over-fit…
Paper improves -NN predictive performance with efficient variable selection.
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a …
The paper optimizes k-NN for distributed learning with minimax optimal performance.
Two methods forecast functional time series, offering competitive results.
Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges …
New method constructs graphs from data efficiently, suitable for large datasets.
Among the extensions of twin support vector machine (TSVM), some scholars have utilized K-nearest neighbor (KNN) graph to enhance TSVM's classification accuracy. However, these KNN-based TSVM classifiers have two major issues such as high computational cost and overfitting. In order to address these issues, this paper …
Algorithm finds adversarial examples for k-NN classifiers using Voronoi diagrams.
Improved multiclass classification with class-weighted nearest neighbors.
BaNk-UCB tackles batched nonparametric bandits with k-NN regression and UCB.
We consider the problem of embedding unweighted, directed k-nearest neighbor graphs in low-dimensional Euclidean space. The k-nearest neighbors of each vertex provides ordinal information on the distances between points, but not the distances themselves. We use this ordinal information along with the low-dimensionality…
A new framework for causal inference in networked settings.
Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors algorithm is based on averaging the target values of the spatial neighbors. The selecti…
New method quantifies feature interactions in machine learning models.
Proposes a new resampling method for off-policy evaluation in stochastic control.
DW-KNN improves KNN by integrating distance and neighbor reliability for better prediction accuracy.
This study evaluates machine learning models for precise temperature estimation in PMSMs.
Paper analyzes kNN estimator for KL divergence, proving its optimality.
This paper introduces a class of k-nearest neighbor (-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…
A new method for covariate shift adaptation using nearest neighbors.
Paper introduces LR to generate synthetic data with privacy protection.
A new ensemble method improves kNN performance by extending the neighborhood rule.
Techniques such as clusterization, neural networks and decision making usually rely on algorithms that are not well suited to deal with missing values. However, real world data frequently contains such cases. The simplest solution is to either substitute them by a best guess value or completely disregard the missing va…
Under-bagging -NN improves performance on imbalanced classification.
Study shows SNN graph Laplacians converge to k-NN graph Laplacians under large scale asymptotics.