Mastering Python for Finance - Second Edition

KNN classifier

The k-nearest neighbors (k-NN) classifier is a simple algorithm that conducts a simple majority vote of the nearest neighbors of each point, and that point is assigned to a class that has the most representatives within the nearest neighbors of the point. While there is not a need to train a model for generalization, the predicting phase is slower and costlier in terms of time and memory.

The KNeighborsClassifier class of the sklearn.neighbors module implements the KNN classifier.