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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…

统计理论 · 数学 2021-12-28 Zhexiao Lin , Peng Ding , Fang Han

This study clarifies the relationship between Riesz regression [Chernozhukov et al., 2021] and density ratio estimation (DRE) in causal inference problems, such as average treatment effect estimation. We first show that the Riesz…

机器学习 · 统计学 2026-03-25 Masahiro Kato

Estimating the Riesz representer is central to debiased machine learning for causal and structural parameter estimation. We propose generalized Riesz regression, a unified framework for estimating the Riesz representer by fitting a…

计量经济学 · 经济学 2026-02-11 Masahiro Kato

A variety of interesting parameters may depend on high dimensional regressions. Machine learning can be used to estimate such parameters. However estimators based on machine learners can be severely biased by regularization and/or model…

We develop a direct debiased machine learning framework comprising Neyman targeted estimation and generalized Riesz regression. Our framework unifies Riesz regression for automatic debiased machine learning, covariate balancing, targeted…

计量经济学 · 经济学 2025-10-31 Masahiro Kato

We consider the setup of nonparametric {\em blind regression} for estimating the entries of a large $m \times n$ matrix, when provided with a small, random fraction of noisy measurements. We assume that all rows $u \in [m]$ and columns $i…

统计理论 · 数学 2019-11-04 Yihua Li , Devavrat Shah , Dogyoon Song , Christina Lee Yu

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…

统计理论 · 数学 2022-06-02 James Sharpnack

k Nearest Neighbor (kNN) method is a simple and popular statistical method for classification and regression. For both classification and regression problems, existing works have shown that, if the distribution of the feature vector has…

统计理论 · 数学 2019-10-24 Puning Zhao , Lifeng Lai

To denoise a reference patch, the Non-Local-Means denoising filter processes a set of neighbor patches. Few Nearest Neighbors (NN) are used to limit the computational burden of the algorithm. Here here we show analytically that the NN…

计算机视觉与模式识别 · 计算机科学 2017-11-22 Iuri Frosio , Jan Kautz

K-nearest neighbors (KNN) is one of the earliest and most established algorithms in machine learning. For regression tasks, KNN averages the targets within a neighborhood which poses a number of challenges: the neighborhood definition is…

机器学习 · 计算机科学 2022-05-18 Youssef Nader , Leon Sixt , Tim Landgraf

The weighted nearest neighbors (WNN) estimator has been popularly used as a flexible and easy-to-implement nonparametric tool for mean regression estimation. The bagging technique is an elegant way to form WNN estimators with weights…

机器学习 · 统计学 2022-07-19 Emre Demirkaya , Yingying Fan , Lan Gao , Jinchi Lv , Patrick Vossler , Jingbo Wang

Kernel Density Estimation (KDE) is a nonparametric method for estimating the shape of a density function, given a set of samples from the distribution. Recently, locality-sensitive hashing, originally proposed as a tool for nearest neighbor…

数据结构与算法 · 计算机科学 2022-03-02 Matti Karppa , Martin Aumüller , Rasmus Pagh

We introduce $k$-nearest-neighbor machine translation ($k$NN-MT), which predicts tokens with a nearest neighbor classifier over a large datastore of cached examples, using representations from a neural translation model for similarity…

计算与语言 · 计算机科学 2021-07-23 Urvashi Khandelwal , Angela Fan , Dan Jurafsky , Luke Zettlemoyer , Mike Lewis

$K$-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of $K$-NN, learning an appropriate distance metric…

机器学习 · 计算机科学 2019-11-26 Kun Song

Similarity search is a fundamental algorithmic primitive, widely used in many computer science disciplines. There are several variants of the similarity search problem, and one of the most relevant is the $r$-near neighbor ($r$-NN) problem:…

数据结构与算法 · 计算机科学 2020-06-16 Martin Aumüller , Rasmus Pagh , Francesco Silvestri

Data-driven neighborhood definitions and graph constructions are often used in machine learning and signal processing applications. k-nearest neighbor~(kNN) and $\epsilon$-neighborhood methods are among the most common methods used for…

机器学习 · 计算机科学 2023-04-18 Sarath Shekkizhar , Antonio Ortega

We propose ScoreMatchingRiesz, a family of Riesz representer estimators based on score matching. The Riesz representer is a key nuisance component in debiased machine learning, enabling $\sqrt{n}$-consistent and asymptotically efficient…

计量经济学 · 经济学 2026-02-02 Masahiro Kato

When data is of an extraordinarily large size or physically stored in different locations, the distributed nearest neighbor (NN) classifier is an attractive tool for classification. We propose a novel distributed adaptive NN classifier for…

机器学习 · 统计学 2023-06-06 Ruiqi Liu , Ganggang Xu , Zuofeng Shang

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

统计理论 · 数学 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

Similarity search is a fundamental algorithmic primitive, widely used in many computer science disciplines. Given a set of points $S$ and a radius parameter $r>0$, the $r$-near neighbor ($r$-NN) problem asks for a data structure that, given…

数据结构与算法 · 计算机科学 2021-01-27 Martin Aumüller , Sariel Har-Peled , Sepideh Mahabadi , Rasmus Pagh , Francesco Silvestri
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