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Eddie Pei

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

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Nov 04, 2022
Eddie Pei, Ernest Fokoue

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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

* 11 pages, 7 figures 
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