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.
