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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.

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306191121 · May 202619922001200920172026
48 results for nearest neighbor rule

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.

The nearest neighbor rule is proven consistent in a broad setting.

problem Proving consistency of the nearest neighbor rule in various settings.
method Proving online consistency for all measurable functions in doubling metric spaces under mild assumptions.
result The nearest neighbor rule is online consistent in all measurable functions in doubling metric spaces.

The condensed nearest neighbor (CNN) algorithm is a heuristic for reducing the number of prototypical points stored by a nearest neighbor classifier, while keeping the classification rule given by the reduced prototypical set consistent with the full set. I present an upper bound on the number of prototypical points ac…

2013-09-29abs ↗pdf ↗

Given an nn-sample of random vectors (Xi,Yi)1in(X_i,Y_i)_{1 \leq i \leq n} whose joint law is unknown, the long-standing problem of supervised classification aims to \textit{optimally} predict the label YY of a given a new observation XX. In this context, the nearest neighbor rule is a popular flexible and intuitive method …

2014-11-04abs ↗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 ↗

A new ensemble method improves kNN performance by extending the neighborhood rule.

problem Traditional kNN's limitations when test points are outside the spherical region and ensemble's high errors.
method Determines neighbors in k steps, using bootstrap samples and optimal models selection.
result The proposed ensemble method outperforms state-of-the-art methods on 17 benchmark datasets.

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.

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.

A new ensemble method using random projections for kNN classification.

problem Improving kNN classification accuracy through ensemble methods.
method Random projection of bootstrap samples into lower dimensions, using extended neighbourhood rule for base learners.
result Enhanced classification accuracy compared to traditional kNN and other ensembles.

For classifying time series, a nearest-neighbor approach is widely used in practice with performance often competitive with or better than more elaborate methods such as neural networks, decision trees, and support vector machines. We develop theoretical justification for the effectiveness of nearest-neighbor-like clas…

2013-02-14abs ↗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.

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.

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.

Study improves distributional regression evaluation with CRPS, finding optimal rates of convergence.

problem Improving probabilistic forecasts in meteorology using distributional regression.
method Extends theoretical properties of CRPS evaluation to include covariates and finite sample sizes, analyzing convergence rates for different methods.
result Optimal minimax rate of convergence for distributional regression methods is achieved by k-nearest neighbor and kernel methods.

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 ↗

We consider a problem of multiclass classification, where the training sample Sn={(Xi,Yi)}i=1nS_n = \{(X_i, Y_i)\}_{i=1}^n is generated from the model P(Y=mX=x)=ηm(x)\mathbb P(Y = m | X = x) = η_m(x), 1mM1 \leq m \leq M, and η1(x),,ηM(x)η_1(x), \dots, η_M(x) are unknown αα-Holder continuous functions.Given a test point XX, our goal is to predict its labe…

2018-04-08abs ↗pdf ↗

The paper tackles time series data by applying conformal prediction with nearest neighbors.

problem Time series data violates the exchangeability assumption required for conformal prediction.
method The approach uses the nearest neighbors method with fast parameter tuning and weighted nearest neighbors (FPTO-WNN) to construct reliable prediction intervals.
result Data analysis shows the effectiveness of the proposed approach.

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…

2013-01-27abs ↗pdf ↗

The paper studies empirical processes from nearest neighbors in regression.

problem Estimating conditional cumulative distribution functions and local linear regression.
method Uniform central limit theorem and non-asymptotic bound under local bracketing entropy and uniform entropy numbers.
result Gaussian limit of empirical process with simple covariance.

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.

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 ↗

We introduce a variant of the kk-nearest neighbor classifier in which kk is chosen adaptively for each query, rather than supplied as a parameter. The choice of kk depends on properties of each neighborhood, and therefore may significantly vary between different points. (For example, the algorithm will use larger $k…

2019-05-29abs ↗pdf ↗

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.

This thesis consists of two independent parts: random matrices, which form the first one-third of this thesis, and machine learning, which constitutes the remaining part. The main results of this thesis are as follows: a necessary and sufficient condition for the inverse moments of (m,n,β)(m,n,β)-Laguerre matrices and compo…

2018-07-25abs ↗pdf ↗

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…

2019-02-25abs ↗pdf ↗

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 …

2016-06-28abs ↗pdf ↗

Nearest neighbor is a popular class of classification methods with many desirable properties. For a large data set which cannot be loaded into the memory of a single machine due to computation, communication, privacy, or ownership limitations, we consider the divide and conquer scheme: the entire data set is divided in…

2019-09-03abs ↗pdf ↗

The stability of statistical analysis is an important indicator for reproducibility, which is one main principle of scientific method. It entails that similar statistical conclusions can be reached based on independent samples from the same underlying population. In this paper, we introduce a general measure of classif…

2014-05-26abs ↗pdf ↗

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…

2011-07-19abs ↗pdf ↗

Novel approach to universal online learning for bounded losses, closing open problems.

problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.