Deep Similarity-Enhanced K Nearest Neighbors (original) (raw)

2018

Abstract

The k Nearest Neighbors (KNN) algorithm has been widely applied in various supervised learning tasks due to its simplicity and effectiveness. However, the quality of KNN decision making is directly affected by the quality of the neighborhoods in the modeling space. Efforts have been made to map data to a better feature space either implicitly with kernel functions, or explicitly through learning linear or nonlinear transformations. However, all these methods use pre-determined distance or similarity functions, which may limit their learning capacity. In this paper, we propose a novel deep learning architecture, which is called the Deep Similarity-Enhanced K Nearest Neighbors (DSE-KNN), to learn an optimized similarity function of the data directly towards the goal of optimizing the KNN decision making. In other words, the type of similarity function that is used in our method is not pre-determined but rather learned to map data to a high-dimensional feature space where the accuracy of the KNN decision making is maximized. Experimental results show that DSE-KNN outperforms other common machine learning methods on classifying different types of disease datasets and predicting daily price direction of different stock ETFs.

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