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Improving the Predictive Performances of k Nearest Neighbors Learning by Efficient Variable Selection

2022/11/04 by Pei, Eddie, Fokoue, Ernest
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · doi:10.48550/arxiv.2211.02600

Abstract

This paper computationally demonstrates a sharp improvement in predictive performance for k nearest neighbors thanks to an efficient forward selection of the predictor variables. We show both simulated and real-world data that this novel repeatedly approaches outperformance regression models under stepwise selection

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