# SYNTHETIC REDUCED NEAREST NEIGHBOR MODEL
## FOR REGRESSION

Anonymous authors
Paper under double-blind review

ABSTRACT

Nearest neighbor models are among the most established and accurate approaches
to machine learning. In this paper, we investigate Synthetic Reduced Nearest
Neighbor (SRNN) as a novel approach to regression tasks. Existing prototype
nearest neighbor models are initialized by training a k-means model over each
class. However, such initialization is only applicable to classification tasks. In this
work, we propose a novel initialization and expectation maximization approach
for enabling the application of SRNN to regression. The proposed initialization
approach is based on applying the k-means algorithm on the target responses of
samples to create various clusters of targets. This is proceeded by learning several
centroids in the input space for each cluster found over the targets. Essentially, the
initialization consists of finding target clusters and running k-means in the space
of feature vectors for the corresponding target cluster. The optimization procedure
consists of applying an expectation maximization approach similar to the k-means
algorithm that optimizes the centroids in the input space. This algorithm is comprised of two steps: (1) The assignment step, where assignments of the samples to
each centroid is found and the target response (i.e., prediction) of each centroid is
determined; and (2) the update/centroid step, where each centroid is updated such
that the loss function of the entire model is minimized. We will show that the centroid step operates over all samples via solving a weighted binary classification.
However, the centroid step is NP-hard and no surrogate objective function exists
for solving this problem. Therefore, a new surrogate is proposed to approximate
the solution for the centroid step. Furthermore, we consider the consistency of
the model, and show that the model is consistent under mild assumptions. The
bias-variance relationship in this model is also discussed. We report the empirical evaluation of the proposed SRNN regression model in comparison to several
state-of-the-art techniques.

1 INTRODUCTION

One of the main topics of research in Machine Learning is the relation between the features and output responses Hastie et al. (2009); Santosa & Symes (1986); Tibshirani (1996); Criminisi & Shotton
(2013). Synthetic Reduced Nearest Neighbor (SRNN) models are shown to be an effective tool in
determining the relationships between features of the inputs and the sub-clusters of each class in
supervised learning tasks Tavallali et al. (2020b). However, existing prototype nearest neighbor
models such as SRNN are constrained to classification problems, and to the best of our knowledge,
there remains a gap in extending these algorithms towards regression tasks. Such regression reduced
nearest neighbor models may find extensive applications in epidemiological studies Tavallali et al.
(2020a); Cisneros et al. (2021), medical studies Criminisi & Shotton (2013); Graf et al. (2011b;a),
and other applied regression tasks in general Tibshirani (1996). To address this gap in the state of
the art, we propose a novel algorithm for the optimization and construction of Regression Synthetic
Reduced Nearest Neighbor (Reg-SRNN) models.

The proposed Reg-SRNN is capable of discovering various modalities of the input data, and relates
those to the modalities of the output responses. The Reg-SRNN algorithm is designed to handle both
single-response and multi-response regression. The multi-response regression consists of learning
the relation between input samples and several ground-truth output responses. Reg-SRNN partitions
the input space into piecewise constant regions, where each region is represented by a centroid and


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its output response. From this perspective, Reg-SRNN is similar to other piecewise constant models,
such as Li & Martin (2017); Begon et al. (2017); Bertsimas & Dunn (2017); Tavallali et al. (2019;
2020c). Reg-SRNN is capable of learning an accurate relation between each cluster of the data and
its corresponding output responses. Therefore, Reg-SRNN can also provide enhanced interpretablity
by reducing the information content of clusters into a compressed representation manifested in their
centroids.

The technical contributions of this paper include the proposal of a novel initialization that by itself is
competitive to other existing regression models. This is proceeded by an expectation maximization
algorithm for directly minimizing the least squares error of the mode. The proposed optimization
algorithm is provably convergent, and it is shown that it monotonically decreases the loss function.
Therefore, the algorithm has a convergence guarantee on minimizing the loss function and achieving a local optimum.It is also worth mentioning that the algorithm does not cycle. The proposed
optimization algorithm consists of two steps and is inspired by K-means algorithm Lloyd (1982).
One step is the assignment step and is composed of finding samples assignments and proper output
response of the centroid. Second step is the update step where the centroid is optimized such that
the loss function is decreased. The centroid step is affected by all the samples and we will show
that this update step is a kind of NP-hard weighted binary classification problem. The update step
is computed through a surrogate objective function that is similar to SVM. We establish that the
algorithm is efficient because of its linear computational complexity. Finally, the model is evaluated
on various datasets with various sizes and dimensionalities, the results of which demonstrate that
Reg-SRNN is capable of competing and even over-matching similar regression models.

Accordingly, the main contributions of this paper are as follows:

-  We propose a novel algorithm for initialization of SRNN models to extend their application
to regression tasks.

-  We develop an optimization algorithm for regression SRNN models with guarantees on
convergence.

-  Through experimental evaluation, we demonstrated the feasibility of our proposed regression SRNN model in filling the gap between more complex models (such as random forests)
and basic and interpretable models such as linear regression and decision trees.

2 RELATED WORK

A regression task consists of learning the relation between samples of the input space and a numerical output space. More specifically, regression is a supervised learning task of mapping inputs
(independent variable X) to the output Y, which is a continuous vector (Y ∈ R[d]). If the dimensionality of the output d ≥ 2, the task is known as multi-response regression. Regression has been
the workhorse of numerous fields Tai (2021), and various regression models have been developed
and expanded fundamentally over the recent decades Hastie et al. (2009). This expansion has been
so rampant such that listing all such models and their relationships is a difficult task and is out of
the scope of this work. However, a brief review of the recent models is presented in this paper. A
common objective function for regression is to minimize the least squares error:

||Y[ˆ] − Y ||[2] (1)

Where Y[ˆ] is the prediction. According to the Gauss-Markov theorem Gauss (1823), the least squares
error can be an unbiased linear model of minimum variance of the data under certain assumptions.
Ordinary least squares may fail to properly predict outcomes if it is applied to settings where the
Gauss-Markov assumptions are not held. Therefore, it is important to understand the assumptions and occasionally apply the proper changes to the objective function of equation 1 to modify the model Tai (2021). Manifestations of such changes include imposing regulations or constraints over the objective function. The literature on ordinary least squares estimation has extensively dealt with some of the well-known concerns that might violate the assumptions, such as
Ridge Hoerl & Kennard (1970a;b), Lasso Tibshirani (1996), Elastic Net Zou & Hastie (2005), trees
Quinlan (2014), forest Breiman (2001), boosting B¨uhlmann & Yu (2003) and others.

Common regression models include bagging, boosting, random forest Criminisi & Shotton (2013),
oblique trees Murthy et al. (1994); Norouzi et al. (2015); Heath et al. (1993), and regression SVM


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Drucker et al. (1997). In the context of regression trees, various approaches of inducing a tree are
presented in the literature. Most decision tree induction methods are concentrated on the splitting
criterion used at the growing phase of the tree Ikonomovska et al. (2011); Levati´c et al. (2014). Application of decision tree algorithms to multi-response regression has been previously considered in
the literature Breiman et al. (1984); De’Ath (2002). In Breiman et al. (1984); Quinlan (1986), authors consider training a decision tree for each individual output response. However, such approach
constructs a large model specially if the number of output responses are high. Another approach proposed in De’Ath (2002) consists of constructing a single decision tree for all the output responses. In
other words, the model predicts all the output values simultaneously through a single decision tree.
However, a model for all the outputs might not be sufficient Kocev et al. (2009) because they train
model for single response rather than the true problem which is a multi-response regression. Authors in Kocev et al. (2009) have explored two approaches to the multi-response regression problem
by comparing learning a model for each output separately (i.e., multiple regression trees), and learning one model for all outputs simultaneously (i.e., a single multi-target regression tree). In order
to improve predictive performance, Kocev et al. (2013) has also considered two ensemble learning techniques, namely, bagging Breiman (1996); Liang et al. (2011) and random forests Breiman
(2001) for regression trees and multi-target regression trees. The results showed that multi-target
regression trees created more accurate and compact models.

A related topic to the problem of this paper is nearest neighbor regression. Nearest neighbor regression and local estimators are well-established methods in the literature of ordinary univariate
location estimators (Benedetti (1977); Stone (1974); Tukey et al. (1977). However, as per our extensive search, there remains a gap in prototype nearest neighbor approaches to regression. The
only work that considered a similar model and optimization to SRNN was Huang (2017). However,
the proposed algorithm does not have guarantee of convergence or achieving some sort of optimum
solution.

3 PROPOSED METHOD

3.1 PRELIMINARIES

Assume a dataset consisting of tuples (xi, yi) where x, y and i represent input features, output
responses and index number. Each tuple represent a data xi and its corresponding output response
yi. Here, xi ∈ R[D] and yi ∈ R[d]. The Regression Synthetic Reduced Nearest Neighbor (Reg.
SRNN) consists of K tuples of synthetically produced centroids/prototypes (cj, ˆyj) where c, ˆyj and
j represent the centroid’s point in the input space, output prediction and index. At the inference
time, the Reg. SRNN operates like a nearest neighbor model where the centroids are used as the
samples. The problem of training Reg. SRNN is as follows:

N

{(cjmin, ˆyj)}[K]1 Xi=1 ||yi − yˆji[∗] [||][2] (2)

s.t ji[∗] [=][ argmin] d(xi − cj)
{j}[K]1


where d(.) is a distance metric. Through this paper we use the l-2 norm as the distance metric:


||xi − cj||[2] (3)


d(xi − cj) =


Essentially the prediction of the model consists of the output prediction of closest centroid to the
input sample. Officially, we define Reg. SRNN as follows:


NN (x) =


yjI(x ∈ Rj) (4)

Xj=1


Where, NN (.) represents a nearest neighbor function of the K centroids. I(.) is an indicator function that produces 1 if the input x is in the region of Rj. Rj represents the region where the closest
centroid to the points in that region is cj.


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3.2 INITIALIZATION

Numerical optimization algorithms require initialization (cite num opt). In this paper, we propose a
novel initialization for the regression SRNN. Previous work on the initialization of SRNN models
consisted of learning a K-means model for each class of the data. For example, in case of M classes
and K centroids, M[K] [centroids are learned for each class as initialization of the SRNN Kusner et al.]

(2014); Wang et al. (2016); Zhong et al. (2017); Tavallali et al. (2020b). However, such approach is
not applicable to the regression. This initialization also have close ties with naive Bayes and density
estimation Silverman (2018). Here, we expand this initialization to the case of Reg. SRNN.

Intuitively, the output responses can consist of several modalities. In other words, it is possible
that the output responses are generated from several distributions. The clusters of such distributions
can be approximated by running a K-means over the output space (M centroids). Assume that Sm
represents the set of samples assigned to each output cluster. Next step consists of learning |[KN]Sm|

centroids over the input features of the Sm for all M clusters. In other words, we learn centroids
over the input features of each output cluster relative to the population of that cluster. The found
centroids at the second step are used as initialization for the Reg. SRNN. At this step, ˆyj is found
using the following formula:

yˆj = mean(yi ∈ Sj) (5)

where Sj represents the set of samples that are assigned to j[th] centroid. Sj essentially consists of
samples where j[th] centroid is the closest centroid to them. mean(.) represents the average of its
input set. Note that Sj ∈ Rj.

3.3 CONSISTENCY

Here we discuss the consistency of the Reg. SRNN. We show that Reg. SRNN is a nonparametric
and consistent under mild assumptions for continuous features. Assume an independent identically
distributed (iid) dataset where it is being generated from f (x). f (x) represents the true function
for relation between the inputs and outputs. Also assume that f (x) is a piecewise constant function.
Over a set of N observations, consistency of a nonparametric estimator f[ˆ]N (x) (such as Reg. SRNN)
is shown using the following formula Parzen (1962):


( f[ˆ]N (x) − f (x))[2]dx = 0) = 1 (6)


Pr( lim
N →∞


The proof of consistency of Reg. SRNN is similar to proof of consistency for regression trees
Breiman et al. (1984) and density estimators in Ram & Gray (2011).

Theorem 1 (Consistency of Reg. SRNN). The estimator defined in equation 4 satisfies equation
equation 6.

Proof. Assume B and d1 denote the collection of all sets t ⊂ X and a fixed positive integer, respectively. Assume that B describes the sets that are the solution to a system of d1 inequalities b[T] x ≤ c
where b ∈ R[d] and c ∈ R. Every region in the Reg. SRNN in formula equation 4 can be seen as a
solution of a system of d1 inequalities of the form b[T] x ≤ c where b is a hot-one-vector (only one
element of b is 1 and the rest are 0). Therefore, Reg.SRNN ⊂ B.

Assume a random point Xn from function f on X, (n ≥ 1). F[ˆ]N represents the empirical function
learned by Reg. SRNN over Xn For N ≥ 1, 1 ≤ n ≤ N, and defined on a set t ⊂ X by


FˆN (t) = [1]


nX=1 ynI(Xn ∈ t) = mean(yn ∈ Rt) =


fˆN (x)dx (7)


where yn = f (xn) and f[ˆ](x) is the estimator presented in equation 4. Using a general version of
Glivenko-Cantelli theorem Vapnik & Chervonenkis (2015)


Pr( lim |F[ˆ]N (t) −
N →∞[sup]t∈B


f (x)dx| = 0) = 1 (8)


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By replacing equation equation 7 in equation 8, we have


Pr( lim |
N →∞[sup]t∈B Z

Pr( lim
N →∞[sup]t∈B


fˆN (x)dx −


f (x)dx| = 0) = 1 (9)


then:


|f[ˆ]N (x) − f (x)|dx ≥ 0) = 1 (10)


Further, by assuming that the region of t leans toward 0 as N →∞ (Pr(N lim→∞ t [dx][ = 0) = 1][).]
R

Rest of the steps will follow similar to theorem 1 in Ram & Gray (2011) and we get


( f[ˆ]N (x) − f (x))[2]dx = 0) = 1 (11)


Pr( lim
N →∞


Please note that the steps are similarly done in Ram & Gray (2011) except the step of equation 7
which is different.

The consistency shows that as the number of samples go to infinity and as |SKj| [→] [0][, then the Reg.]

SRNN is consistent. This is provable thanks to the assumption that the true function that relates the
inputs to the outputs is a piecewise constant function. This essentially means that the SRNN itself is
consistent also for classification tasks.

3.4 THE EXPECTATION MAXIMIZATION OF REG. SRNN

The problem equation 2 represents the training problem of Reg. SRNN. SRNN generally is known
as prototype nearest neighbor in other papers of literature and centroids are also called prototypes.
Problem equation 2 resembles K-means Lloyd (1982) problem except that the loss function is ||xi −
cj||. The expectation maximization in this paper follows same approach as to K-means algorithm
and the approach in Tavallali et al. (2020b). The optimization consists of two steps, assignment step
and the update step.

3.4.1 ASSIGNMENT STEP

The assignment step consists of calculating the assignment of the samples to each centroid and
finding the optimum output prediction of each centroid. The problem of this step is as follows:

N

min ||yi − yˆj ∗||2.
{ ˆyj}[K]1 Xi=1 (12)

s.t ji[∗] [=][ argmin] d(xi − cj).
{j}[K]1


Note that problem equation 12 only tends to optimize over ˆyj for j = 1...K. Using sets Sj, problem
equation 12 can be simplified to:


{i|(xiX,yi)∈Sj} ||yi − yˆj||[2]. (13)


min
{ ˆyj}[K]1


j=1


The problem equation 13 can be separated over each centroid and its corresponding set. This can be
done since the regions are distinct and samples can not be shared among the regions. The prediction
for each region is the label of j[th] centroid ˆyj (the centroid that represents the region). As a result,
the problem of optimizing label for each region is


{i|(xiX,yi)∈Sj } ||yi − yˆj||[2]. (14)


min
yˆj


whose minimum is presented in formula equation 5. In other words, the optimum of ˆyj is the mean
of response of samples in the Rj.

As a result, in the assignment step, the Sj and ˆyj have to be calculated for all the samples.


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3.4.2 UPDATE STEP

The update step consists of updating the position of centroids such that the objective function in
equation 2 is minimized Lloyd (1982). At this step the output prediction of the centroids are kept
constant. The update step is affected by all the samples in the dataset because by changing the
position of centroid, the assignments of the samples can get changed and as a result the prediction
for each train sample gets changed. Further it will be shown that finding optimum of the problem
in this step is NP-hard. Therefore, the centroid problem is approximated through a novel surrogate
objective function.

Each centroid is optimized individually Tavallali et al. (2020b). The optimization problem for k[th]
centroid consists of moving the k[th] centroid such that the samples’ assignment are changed in favor
of decreasing the objective function equation 2. The centroid problem is

N

min ||yi − yˆj ∗||2.
ck

Xi=1 (15)

s.t ji[∗] [=][ argmin] d(xi − cj).
{j}[K]1


Note that the optimization is only over ck. We rewrite the problem equation 15 over the assignment
of a sample to k[th] centroid or to the rest of centroids. For simplicity we introduce the notation
rij = d(xi − cj). The problem is

N

mincj ||yi − yˆk||[2]U (riji[∗] [−] [r][ik][) +][ ||][y][i][ −] y[ˆ]ji[∗] [||][2][U] [(][r][ik][ −] [r][ij]i[∗] [)][.]

Xi=1 (16)

s.t ji[∗] [=][ argmin] d(xi − cj).
{j}[K]1 [,j][̸][=][k]


In problem equation 16, U (.) is a step function where it outputs 1 if the input is larger than 0 and
otherwise it will produce 0. Note that the input arguments of the step functions are negative of each
other. This means a sample has to either get assigned to the k[th] centroid or the rest of centroids. The
sample can not get assigned to both terms of equation 16. The assignment of i[th] sample to each term
will produce a continuous error. This essentially means that the problem equation 16 is a weighted
binary classification problem. The problem equation 16 encourages the sample to get assigned to the
side that produces lower error. For simplicity we introduce the sets Sc and Sc[′]k [. The][ S][c][k][ represents]
the set of samples that produce lower error if assigned to the ck centroid and Sc[′]k [represents the set]
of other samples. let ti = abs(||yi − yˆk||[2] −||yi − yˆji[∗] [||][2][)][ where][ abs][(][.][)][ returns the absolute value]
of its input. The problem of equation 16 is equivalent to


min
cj


(xi,yXi)∈Sc tiU (riji[∗] [−] [r][ik][) +]


tiU (rik − riji[∗] [)] (17)


(xi,yi)∈Sc′


The problem equation 17 is a NP-hard problem Nguyen & Sanner (2013). Therefore, inspired by the
SVM, we approximate the solution to problem equation 17 using the following surrogate objective
function


c[∗]k[(][µ][) =][ argmin]
ck


xXi∈Sc tirik +


tirelu(µrij∗ − rik) (18)


xi∈Sc′


where µ is a penalty coefficient. Intuitively, the surrogate objective function encourages the k[th]
centroid to stay close to samples of Sc while staying away from samples of Sc[′]k [.][ µ][ is increased from]
0 to 1 and along this path, the c[∗]k[(][µ][)][ that produces the smallest error for equation 17 is selected.]
This surrogate is a modified version of surrogate objective function in Tavallali et al. (2020b). The
µ acts similar to slack variables in a SVM problem. The objective function of problem equation 18
is a continuous function; thus, a local optimum of the problem can be found using gradient-based
algorithms.

3.5 RELATION TO EM ALGORITHM

The proposed algorithm is originally inspired by the EM algorithm used for K-means. The assignment step consists of finding the samples assigned to each centroid and finding the optimal output


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prediction of each centroid. The assignment of samples is the same as calculating the prior probabilities in an EM algorithm. Finding optimum output prediction of each centroid can also be considered
as a part of maximization step.

In the update step, the centroids have to be updated. At this step, the outcome of assigning each
sample to each centroid is evaluated (||yi − yj||[2][K]j=1[∀][i][ = 1][,][ 2][, ..., N] [). This evaluation is equivalent]
to calculating the posterior probabilities. Then the centroid problem is approximated using these
outcomes which is the maximization step.

3.6 RELATION OF SURROGATE TO SVM

The problem of finding the best centroid that is closer to samples of Sc than any other centroid can
be cast as a feasibility problem.

find ck


(19)


s.t rik < riji[∗] ∀(xi, yi) ∈ Sc
rik > riji[∗] ∀(xi, yi) ∈ Sc[′]


However, this feasibility problem is NP-hard since the the second set of constraints are concave
Sahni (1974). These constraints make the problem different from similar SVM problems where the
constraints are convex and global solution can be found in efficient time.

3.7 PROPERTIES OF THE ALGORITHM

computational complexity Optimizing the centroid problem takes O(ND) since it uses a gradient based algorithm for solving the surrogate objective. All the K centroids have to optimized at
each iteration. Therefore, the computational complexity of the algorithm is O(αNDK) where α is
the number of iterations.

Convergence The convergence to a local optimum is similar to that of the K-means algorithm
Lloyd (1982); Tavallali et al. (2020b). At each iteration, the error decreases and the objective function is bounded by 0 from bellow. Further, the different combination of assignment of the samples
to the centroids is finite. Therefore, the algorithm stops after a finite number of iterations.

4 EXPERIMENTAL RESULTS

In this section, the experimental results are presented to demonstrate the merits of proposed proposed algorithm. Various datasets are downloaded and used for evaluation from UCI repository
Dheeru & Karra Taniskidou (2017). We partitioned the datasets using the following setups: 1- if
the dataset contained a separate test set, the dataset was used as provided in the repository. In case
cross-validation was needed (for specific models) and validation set was not provided then the we
partitioned the trainset to 80% train and 20% validation sets. 2- if the test set was not provided we
partitioned the dataset to 80% train and 20% test set. For models that needed validationset, we divided the trainset to 80% train and 20% validation set. 3- if all sets were provided by the repository,
then the sets were used as provided. The setup for Reg. SRNN is as follows: at the initialization
phase, we used K = 4 for the output clusters for slice localization data and for the rest of datasets
K = 2 was used for the output clusters. The number of input centroids used for each output cluster
were proportional to the population of each cluster. The centroid problem was optimized using batch
stochastic gradient descent. We used various setups for each dataset to achieve the smallest possible
train error.

Various models are used for comparison with Reg. SRNN. The basis of comparison is based on
the number of base models used in each model. All the models comparable to the Reg. SRNN
can be seen as a kind of ensemble model that consists of several base models. In case of forest
and boosting, each tree is a base model. For prototype models such as Reg. SRNN and K-means,
each centroid is a base model. For Radial Basis Function (RBF) models, each RBF is considered
as a base model. We also compared our model with linear regression and Ridge regression. The
two models are presented with straight lines. Figures 1, and 2 present performance of each model


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100 **slice localization data** 100 **CPU** 35 **Airfoil** 0.02 **mg**

0.019

80 80 30 0.018

60 60 25 0.017

MSE MSE MSE MSE 0.016

40 40 20 0.015

20 15 0.014

20 0.013

0 100 200 300 400 500 10 20 30 40 50 60 10 10 20 30 40 50 60 0.012 10 20 30 40 50 60

#base models #base models #base models #base models


**slice localization data**


100

80

60

40

20

|Col1|SRNN SRNN0 RF K-means regboost|
|---|---|
|bagging RBF+lin-reg lin-reg ridgeCV|bagging RBF+lin-reg lin-reg ridgeCV|


SRNN
SRNN0
RF
K-means
regboost
bagging
RBF+lin-reg
lin-reg
ridgeCV


100 **CPU** 35 **Airfoil** 0.02 **mg**

0.019

80 30 0.018

60 25 0.017

MSE MSE MSE 0.016

40 20 0.015

15 0.014

20 0.013

10 20 30 40 50 60 10 10 20 30 40 50 60 0.012 10 20 30 40 50 60
#base models #base models #base models

Figure 1: Horizontal axis represents the number of base models(e.g., centroids, RBFs, trees and
etc.). The vertical axis represents the mean squared error. The first and second row curves show the
train errors and test errors, respectively. Reg. SRNN is compared with similar models.


over various datasets based on mean squared error versus number of base models. Reg. SRNN was
compared with Random Forest (RF), K-means, Regression Boosting (regboost), bagging, Radial
Basis Function+ linear regression (RBF+lin-reg), linear regression (lin-reg), and ridge regression
(ridgeCV). For the RF, each tree was trained using 70% of the trainset and 0.7 of features were
randomly selected and used at the split nodes. For the K-means, a K-means model with desired
number of centroids were trained over trainset and the assignment step of Reg. SRNN was applied
to the model. For the regboost, we used trees of depth 3. For bagging, similar setup to RF was used
except that no feature randomization is applied. RBF+lin-reg consists of first training RBFs (same
number of RBFs as the centroids in other models) and the training linear regression over the outputs
of RBFs. The width of RBFs were selected by cross-validation. The penalty coefficient of ridgeCV
was selected by cross-validation.

As can be observed from figures 1, and 2, the SRNN-Reg was able to achieve better or comparable
train and test errors to other models.

5 LIMITATIONS:


The model presented in this paper is new in the sense that it has never been proposed previously.
However, since its nature is a nearest neighbor model we expect that the model presents some limitations similar to those of a nearest neighbor model. Similar to nearest neighbor for regression that
might have high test error in high dimensional datasets Hastie et al. (2009). Therefore, we suspect
that the performance of Reg-SRNN might deteriorate with higher dimensional dataset. However,
in our experiments, we noticed that the Reg-SRNN performed very well in slice localization data
which is a high dimensional dataset (384 features).

6 CONCLUSION


In this paper, as per our search, we have proposed the first regression synthetic reduced nearest
neighbor. The consistency of the algorithm was proved and its properties were explored. We showed
that the algorithm is computationally efficient and can converge to a local optimum in the sense than
no move can improve the model any further. The approach is essentially the same type of EM
algorithm used for K-means and it is extended for the case of regression synthetic reduced nearest
neighbor. The update step was an NP-hard weighted binary classification problem. The optimum of
such problems are typically approximated using a surrogate objective function, such as hinge loss in
SVM for 0-1 binary classification problem. Therefore, we approximated the solution to the update
step through a novel surrogate objective function. Further, we analyzed the relation of the update


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train error test error

**eunite** **eunite**

1000 1000

900

800

800

MSE 600 MSE 700600

400 500

400

200

300

10 20 30 40 50 60 10 20 30 40 50 60
#base models #base models


Figure 2: Horizontal axis represents the number of base models(e.g., centroids, RBFs, trees and
etc.). The vertical axis represents the mean squared error. Reg. SRNN is compared with similar
models.

step with SVM. Experimentally, we showed that the Reg. SRNN performs better or competitive to
other similar models in the literature such as ensembles and centroid based models.

7 REPRODUCIBILITY

The experiment codes (currently attached as supplementary materials) will be published on a Github
repository to facilitate reproduction and extension of our results. Furthermore, the datasets used in
our experiments are publicly available via the UCI repository.

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