Improving the Predictive Performances of $k$ Nearest Neighbors Learning by Efficient Variable Selection
Eddie Pei, Ernest Fokoué · arXiv (Cornell University) · 2022
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