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To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
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…
K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…
This article introduces subbagging (subsample aggregating) estimation approaches for big data analysis with memory constraints of computers. Specifically, for the whole dataset with size $N$, $m_N$ subsamples are randomly drawn, and each…
We introduce a variant of the $k$-nearest neighbor classifier in which $k$ is chosen adaptively for each query, rather than supplied as a parameter. The choice of $k$ depends on properties of each neighborhood, and therefore may…
We consider a problem of multiclass classification, where the training sample $S_n = \{(X_i, Y_i)\}_{i=1}^n$ is generated from the model $\mathbb P(Y = m | X = x) = \eta_m(x)$, $1 \leq m \leq M$, and $\eta_1(x), \dots, \eta_M(x)$ are…
Nearest neighbor is a popular nonparametric method for classification and regression with many appealing properties. In the big data era, the sheer volume and spatial/temporal disparity of big data may prohibit centrally processing and…
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…
Nearest neighbor (NN) matching as a tool to align data sampled from different groups is both conceptually natural and practically well-used. In a landmark paper, Abadie and Imbens (2006) provided the first large-sample analysis of NN…
Large margin nearest neighbor (LMNN) is a metric learner which optimizes the performance of the popular $k$NN classifier. However, its resulting metric relies on pre-selected target neighbors. In this paper, we address the feasibility of…
We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…
Class imbalance problem is commonly faced while developing machine learning models for real-life issues. Due to this problem, the fitted model tends to be biased towards the majority class data, which leads to lower precision, recall, AUC,…
Linear regression analysis focuses on predicting a numeric regressand value based on certain regressor values. In this context, k-Nearest Neighbors (k-NN) is a common non-parametric regression algorithm, which achieves efficient performance…
The k-nearest neighbors (k-NN) classification rule has proven extremely successful in countless many computer vision applications. For example, image categorization often relies on uniform voting among the nearest prototypes in the space of…
In this technical note, we introduce and analyze AWNN: an adaptively weighted nearest neighbor method for performing matrix completion. Nearest neighbor (NN) methods are widely used in missing data problems across multiple disciplines such…
We consider the paradigm of unsupervised anomaly detection, which involves the identification of anomalies within a dataset in the absence of labeled examples. Though distance-based methods are top-performing for unsupervised anomaly…
The k-nearest-neighbor method performs classification tasks for a query sample based on the information contained in its neighborhood. Previous studies into the k-nearest-neighbor algorithm usually achieved the decision value for a class by…
Biased sampling and missing data complicates statistical problems ranging from causal inference to reinforcement learning. We often correct for biased sampling of summary statistics with matching methods and importance weighting. In this…
$k$-nearest neighbour ($k$-NN) is one of the simplest and most widely-used methods for supervised classification, that predicts a query's label by taking weighted ratio of observed labels of $k$ objects nearest to the query. The weights and…
Determining the optimal sample complexity of PAC learning in the realizable setting was a central open problem in learning theory for decades. Finally, the seminal work by Hanneke (2016) gave an algorithm with a provably optimal sample…