KNN which stand for K Nearest Neighbor is a Supervised Machine Learning algorithm that classifies a new data point into the target class, depending on the features of its neighboring data points.
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A new Classification folder can be added to the FSharp.Stats.ML namespace. There you can create a KNN.fs source file and add the implementation according to its analogs in R or python.
Of course you can start developing in notebooks/scripts and afterwards we try to incorporate into the library.
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