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 $k \to \infty$ as the sample size $n \to \infty$) into the functional of interest, the estimators we consider fix k and perform a bias correction. This is more efficient computationally, and, as we show in certain cases, statistically, leading to faster convergence rates. Our framework unifies several previous estimators, for most of which ours are the first finite sample guarantees.

$k$ Nearest Neighbors ($k$NN) is one of the most widely used supervised learning algorithms to classify Gaussian distributed data, but it does not achieve good results when it is applied to nonlinear manifold distributed data, especially when a very limited amount of labeled samples are available. In this paper, we propose a new graph-based $k$NN algorithm which can effectively handle both Gaussian distributed data and nonlinear manifold distributed data. To achieve this goal, we first propose a constrained Tired Random Walk (TRW) by constructing an $R$-level nearest-neighbor strengthened tree over the graph, and then compute a TRW matrix for similarity measurement purposes. After this, the nearest neighbors are identified according to the TRW matrix and the class label of a query point is determined by the sum of all the TRW weights of its nearest neighbors. To deal with online situations, we also propose a new algorithm to handle sequential samples based a local neighborhood reconstruction. Comparison experiments are conducted on both synthetic data sets and real-world data sets to demonstrate the validity of the proposed new $k$NN algorithm and its improvements to other version of $k$NN algorithms. Given the widespread appearance of manifold structures in real-world problems and the popularity of the traditional $k$NN algorithm, the proposed manifold version $k$NN shows promising potential for classifying manifold-distributed data.

We'll also discuss a case study which describes the step by step process of implementing kNN in building models. This algorithm is a supervised learning algorithm, where the destination is known, but the path to the destination is not. Understanding nearest neighbors forms the quintessence of machine learning. Just like Regression, this algorithm is also easy to learn and apply. Let's assume we have several groups of labeled samples.

K Nearest Neighbor (Knn) is a classification algorithm. It falls under the category of supervised machine learning. It is supervised machine learning because the data set we are using to "train" with contains results (outcomes). It is easier to show you what I mean. This data set contains 42 student test score (Score) and whether or not they were accepted (Accepted) in a college program.

Identification of patients with overt cardiorespiratory insufficiency or at high risk of impending cardiorespiratory insufficiency is often difficult outside the venue of directly observed patients in highly staffed areas of the hospital, such as the operating room, intensive care unit (ICU) or emergency department. And even in these care locations, identification of cardiorespiratory insufficiency early or predicting its development beforehand is often challenging. The clinical literature has historically prized early recognition of cardiorespiratory insufficiency and its prompt correction as being valuable at minimizing patient morbidity and mortality while simultaneously reducing healthcare costs. Recent data support the statement that integrated monitoring systems that create derived fused parameters of stability or instability using machine learning algorithms, accurately identify cardiorespiratory insufficiency and can predict their occurrence. In this overview, we describe integrated monitoring systems based on established machine learning analysis using various established tools, including artificial neural networks, k?nearest neighbor, support vector machine, random forest classifier and others on routinely acquired non?invasive and invasive hemodynamic measures to identify cardiorespiratory insufficiency and display them in real?time with a high degree of precision.

The hospitality industry has not always been at the forefront of high-tech innovation or implementation. Until recently, most of the bookings, transactions and administrative tasks at a hotel were handled manually. Revenue management – the process by which a revenue manager determines the best room rate at a given time in order to maximise bookings and revenue – was a particularly difficult task. Revenue managers had to manually collect, review and analyse numerous data sets each time the rate needed to be updated, and then calculate the ideal room rate based on those variables. Even before the internet, this was a very time-consuming task, which meant that revenue managers could not update rates as often as necessary (to ensure a property's continued financial success).

The rise of free-to-play and other service-based business models in the online gaming market brought to game publishers problems usually associated to markets like mobile telecommunications and credit cards, especially customer churn. Predictive models have long been used to address this issue in these markets, where companies have a considerable amount of demographic, economic, and behavioral data about their customers, while online game publishers often only have behavioral data. Simple time series' feature representation schemes like RFM can provide reasonable predictive models solely based on online game players' login records, but maybe without fully exploring the predictive potential of these data. We propose a frequency analysis approach for feature representation from login records for churn prediction modeling. These entries (from real data) were converted into fixed-length data arrays using four different methods, and then these were used as input for training probabilistic classifiers with the k-nearest neighbors machine learning algorithm.

The k-Nearest Neighbors algorithm (or kNN for short) is an easy algorithm to understand and to implement, and a powerful tool to have at your disposal. In this tutorial you will implement the k-Nearest Neighbors algorithm from scratch in Python (2.7). The implementation will be specific for classification problems and will be demonstrated using the Iris flowers classification problem. This tutorial is for you if you are a Python programmer, or a programmer who can pick-up python quickly, and you are interested in how to implement the k-Nearest Neighbors algorithm from scratch. The model for kNN is the entire training dataset.

My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods as a data pre-processing step in the quest to mine financial data for profitable patterns. I looked at various methods to identify predictive features including Maximal Information Coefficient (MIC), Recursive Feature Elimination (RFE), algorithms with built-in feature selection, selection via exhaustive search of possible generalized linear models, and the Boruta feature selection algorithm. I personally found the Boruta algorithm to be the most intuitive and elegant approach, but regardless of the method chosen, the same features seemed to keep on turning up in the results. In this post, I will take this analysis further and use these features to build predictive models that could form the basis of autonomous trading systems. Firstly, I'll provide an overview of the algorithms that I have found to generally perform well on this type of machine learning problem as well as those algorithms recommended by David Aronson (2013) in Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments (SSML). I'll also discuss a framework for measuring the performance of various models to facilitate robust comparison and model selection.