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.

Consider an algorithm whose time to convergence is unknown (because of some random element in the algorithm, such as a random initial weight choice for neural network training). Consider the following strategy. Run the algorithm for a specific time T . If it has not converged by time T , cut the run short and rerun it from the start (repeat the same strategy for every run). This so-called restart mechanism has been proposed by Fahlman (1988) in the context of backpropagation training. It is advantageous in problems that are prone to local minima or when there is a large variability in convergence time from run to run, and may lead to a speed-up in such cases. In this article, we analyze theoretically the restart mechanism, and obtain conditions on the probability density of the convergence time for which restart will improve the expected convergence time. We also derive the optimal restart time. We apply the derived formulas to several cases, including steepest-descent algorithms.