kNN Algorithm for Conditional Mean and Variance Estimation with Automated Uncertainty Quantification and Variable Selection.
Marcos MatabuenaJuan Carlos VidalOscar Hernan Madrid PadillaJukka-Pekka OnnelaPublished in: CoRR (2024)
Keyphrases
- variable selection
- knn algorithm
- selection criterion
- k nearest neighbor
- knn
- input variables
- cross validation
- high dimensional
- linear models
- model selection
- dimension reduction
- conditional probabilities
- k nearest neighbour
- text classification
- group lasso
- number of input variables
- nearest neighbor
- feature selection
- information gain
- high dimensional data
- learning algorithm
- machine learning
- evidence theory
- data mining
- neural network