🤖 AI Summary
This work addresses the challenge that high-accuracy classifiers often lack reliable uncertainty quantification, while kernel-based methods offering frequentist confidence bounds suffer from prohibitive $O(n^3)$ computational complexity, limiting their applicability in large-scale or resource-constrained safety-critical settings. The authors propose a lightweight classification algorithm based on Nadaraya–Watson kernel regression that, for the first time, delivers frequentist uncertainty intervals with dramatically reduced inference complexity—down to $O(n)$ or even $O(\log n)$. Experiments on synthetic data and the MIT-BIH electrocardiogram database demonstrate over 96% accuracy while providing uncertainty bounds capable of flagging low-confidence predictions. The method thus achieves a compelling balance of high accuracy, statistical reliability, and real-time efficiency, making it well-suited for embedded medical monitoring applications.
📝 Abstract
While both classical and neural network classifiers can achieve high accuracy, they fall short on offering uncertainty bounds on their predictions, making them unfit for safety-critical applications. Existing kernel-based classifiers that provide such bounds scale with $\mathcal O (n^{\sim3})$ in time, making them computationally intractable for large datasets. To address this, we propose a novel, computationally efficient classification algorithm based on the Nadaraya-Watson estimator, for whose estimates we derive frequentist uncertainty intervals. We evaluate our classifier on synthetically generated data and on electrocardiographic heartbeat signals from the MIT-BIH Arrhythmia database. We show that the method achieves competitive accuracy $>$\SI{96}{\percent} at $\mathcal O(n)$ and $\mathcal O(\log n)$ operations, while providing actionable uncertainty bounds. These bounds can, e.g., aid in flagging low-confidence predictions, making them suitable for real-time settings with resource constraints, such as diagnostic monitoring or implantable devices.