A Method for Measuring Distance From a Training Data Set
Ilmari Juutilainen, Juha Röning · Communication in Statistics- Theory and Methods · 2007
A new method is proposed for measuring the distance between a training data set and a single, new observation. The novel distance measure reflects the expected squared prediction error when a quantitative response variable is predicted on the basis of the training data set using the distance weighted k-nearest-neighbor method. The simulation presented here shows that the distance measure correlates well with the true expected squared prediction error in practice. The distance measure can be applied, for example, in assessing the uncertainty of prediction.