(Neural Computation. 2005;17:731-740.)
© 2005 The MIT Press
Estimating the Posterior Probabilities Using the K-Nearest Neighbor Rule
Amir F. Atiya
amir{at}alumni.caltech.edu, Department of Computer Engineering, Cairo University, Giza, Egypt
In many pattern classification problems, an estimate of the posterior probabilities (rather than only a classification) is required. This is usually the case when some confidence measure in the classification is needed. In this article, we propose a new posterior probability estimator. The proposed estimator considers the K-nearest neighbors. It attaches a weight to each neighbor that contributes in an additive fashion to the posterior probability estimate. The weights corresponding to the K-nearest-neighbors (which add to 1) are estimated from the data using a maximum likelihood approach. Simulation studies confirm the effectiveness of the proposed estimator.
Copyright © 2005 by The MIT Press.