Double-weighted kNN: a simple and efficient variant with embedded feature selection

Calviño Martínez, AídaMoreno-Ribera, AlmudenaKrishen, Anjala S.Petrescu, Maria2024-04-102024-04-102024Moreno-Ribera, A., Calviño, A. Double-weighted kNN: a simple and efficient variant with embedded feature selection. J Market Anal (2024). https://doi.org/10.1057/s41270-024-00302-510.1057/s41270-024-00302-5https://hdl.handle.net/20.500.14352/102967Predictive modeling aims at providing estimates of an unknown variable, the target, from a set of known ones, the input. The k Nearest Neighbors (kNN) is one of the best-known predictive algorithms due to its simplicity and well behavior. However, this class of models has some drawbacks, such as the non-robustness to the existence of irrelevant input features or the need to transform qualitative variables into dummies, with the corresponding loss of information for ordinal ones. In this work, a kNN regression variant, easily adaptable for classification purposes, is suggested. The proposal allows dealing with all types of input variables while embedding feature selection in a simple and efficient manner, reducing the tuning phase. More precisely, making use of the weighted Gower distance, we develop a powerful tool to cope with these inconveniences. Finally, to boost the tool predictive power, a second weighting scheme is added to the neighbors. The proposed method is applied to a collection of 20 data sets, different in size, data type, and distribution of the target variable. Moreover, the results are compared with the previously proposed kNN variants, showing its supremacy, particularly when the weighting scheme is based on non-linear association measures.engAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/Double-weighted kNN: a simple and efficient variant with embedded feature selectionjournal articlehttps://doi.org/10.1057/s41270-024-00302-5https://link.springer.com/article/10.1057/s41270-024-00302-5metadata only access519.233.5519.237519.2519.862.6519.8Gower distanceOrdinal variablesMachine learningRegressionWeighting schemeAnálisis MultivarianteEconometría (Estadística)Estadística matemática (Estadística)Investigación operativa (Estadística)1209.04 Teoría y Proceso de decisión1209.09 Análisis Multivariante1209.04 Teoría y Proceso de decisión1209.14 Técnicas de Predicción Estadística