Nearest Neighbor Methods
k*-Nearest Neighbors: From Global to Local
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 remained unsettled. In this paper we offer a simple approach to locally weighted regression/classification, where we make the bias-variance tradeoff explicit. Our formulation enables us to phrase a notion of optimal weights, and to efficiently find these weights as well as the optimal number of neighbors efficiently and adaptively, for each data point whose value we wish to estimate. The applicability of our approach is demonstrated on several datasets, showing superior performance over standard locally weighted methods.
k*-Nearest Neighbors: From Global to Local
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 remained unsettled. In this paper we offer a simple approach to locally weighted regression/classification, where we make the bias-variance tradeoff explicit. Our formulation enables us to phrase a notion of optimal weights, and to efficiently find these weights as well as the optimal number of neighbors efficiently and adaptively, for each data point whose value we wish to estimate. The applicability of our approach is demonstrated on several datasets, showing superior performance over standard locally weighted methods.
Active Nearest-Neighbor Learning in Metric Spaces
Kontorovich, Aryeh, Sabato, Sivan, Urner, Ruth
We propose a pool-based non-parametric active learning algorithm for general metric spaces, called MArgin Regularized Metric Active Nearest Neighbor (MARMANN), which outputs a nearest-neighbor classifier. We give prediction error guarantees that depend on the noisy-margin properties of the input sample, and are competitive with those obtained by previously proposed passive learners. We prove that the label complexity of MARMANN is significantly lower than that of any passive learner with similar error guarantees. Our algorithm is based on a generalized sample compression scheme and a new label-efficient active model-selection procedure.
Finite-Sample Analysis of Fixed-k Nearest Neighbor Density Functional Estimators
Singh, Shashank, Poczos, Barnabas
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 k → ∞ as the sample size n → ∞) into the functional of interest, the estimators we consider fix k and perform a bias correction. This can be more efficient computationally, and, as we show, statistically, leading to faster convergence rates. Our framework unifies several previous estimators, for most of which ours are the first finite sample guarantees.
Robust Local Scaling using Conditional Quantiles of Graph Similarities
Thiagarajan, Jayaraman J., Sattigeri, Prasanna, Ramamurthy, Karthikeyan Natesan, Kailkhura, Bhavya
Spectral analysis of neighborhood graphs is one of the most widely used techniques for exploratory data analysis, with applications ranging from machine learning to social sciences. In such applications, it is typical to first encode relationships between the data samples using an appropriate similarity function. Popular neighborhood construction techniques such as k-nearest neighbor (k-NN) graphs are known to be very sensitive to the choice of parameters, and more importantly susceptible to noise and varying densities. In this paper, we propose the use of quantile analysis to obtain local scale estimates for neighborhood graph construction. To this end, we build an auto-encoding neural network approach for inferring conditional quantiles of a similarity function, which are subsequently used to obtain robust estimates of the local scales. In addition to being highly resilient to noise or outlying data, the proposed approach does not require extensive parameter tuning unlike several existing methods. Using applications in spectral clustering and single-example label propagation, we show that the proposed neighborhood graphs outperform existing locally scaled graph construction approaches.
Implementing your own k-nearest neighbour algorithm using Python
This method just brings together the previous functions and should be relatively self-explanatory. One potentially confusing point may be the very end of the script – instead of just calling main() to run the script, it is useful to instead first check if name "main" . This would make no difference at all if you only want to run this script as is from the command line or in an interactive shell – when reading the source code, the Python interpreter would set the special name variable to "main" and run everything. However, say that you wanted to just import the functions to another module (another .py
Graph-Based Manifold Frequency Analysis for Denoising
Deutsch, Shay, Ortega, Antonio, Medioni, Gerard
We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domain, an approach inspired by conventional wavelet-based signal denoising methods. We theoretically justify our approach, based on the fact that for smooth manifolds the coordinate information energy is localized in the low spectral graph wavelet sub-bands, while the noise affects all frequency bands in a similar way. Experimental results show that our proposed manifold frequency denoising (MFD) approach significantly outperforms the state of the art denoising meth- ods, and is robust to a wide range of parameter selections, e.g., the choice of k nearest neighbor connectivity of the graph.
k-nearest neighbor algorithm using Python
In machine learning, you may often wish to build predictors that allows to classify things into categories based on some set of associated values. For example, it is possible to provide a diagnosis to a patient based on data from previous patients. Many algorithms have been developed for automated classification, and common ones include random forests, support vector machines, Naïve Bayes classifiers, and many types of neural networks. To get a feel for how classification works, we take a simple example of a classification algorithm – k-Nearest Neighbours (kNN) – and build it from scratch in Python 2. You can use a mostly imperative style of coding, rather than a declarative/functional one with lambda functions and list comprehensions to keep things simple if you are starting with Python. Here, we will provide an introduction to the latter approach.
How To Implement Learning Vector Quantization From Scratch With Python - Machine Learning Mastery
The Learning Vector Quantization (LVQ) algorithm is a lot like k-Nearest Neighbors. Predictions are made by finding the best match among a library of patterns. The difference is that the library of patterns is learned from training data, rather than using the training patterns themselves. The library of patterns are called codebook vectors and each pattern is called a codebook. The codebook vectors are initialized to randomly selected values from the training dataset.
About Feature Scaling and Normalization
The result of standardization (or Z-score normalization) is that the features will be rescaled so that they'll have the properties of a standard normal distribution with Standardizing the features so that they are centered around 0 with a standard deviation of 1 is not only important if we are comparing measurements that have different units, but it is also a general requirement for many machine learning algorithms. Intuitively, we can think of gradient descent as a prominent example (an optimization algorithm often used in logistic regression, SVMs, perceptrons, neural networks etc.); with features being on different scales, certain weights may update faster than others since the feature values play a role in the weight updates Other intuitive examples include K-Nearest Neighbor algorithms and clustering algorithms that use, for example, Euclidean distance measures – in fact, tree-based classifier are probably the only classifiers where feature scaling doesn't make a difference. In fact, the only family of algorithms that I could think of being scale-invariant are tree-based methods. Let's take the general CART decision tree algorithm. Intuitively, we can see that it really doesn't matter on which scale this feature is (centimeters, Fahrenheit, a standardized scale – it really doesn't matter).