The fuzzy k-nearest neighbor (FKNN) algorithm, one of the most well-known and effective supervised learning techniques, has often been used in data classification problems but rarely in regression settings. This paper introduces a new, more general fuzzy k-nearest neighbor regression model. Generalization is based on the usage of the Minkowski distance instead of the usual Euclidean distance. The Euclidean distance is often not the optimal choice for practical problems, and better results can be obtained by generalizing this. Using the Minkowski distance allows the proposed method to obtain more reasonable nearest neighbors to the target sample. Another key advantage of this method is that the nearest neighbors are weighted by fuzzy weights based on their similarity to the target sample, leading to the most accurate prediction through a weighted average. The performance of the proposed method is tested with eight real-world datasets from different fields and benchmarked to the k-nearest neighbor and three other state-of-the-art regression methods. The Manhattan distance- and Euclidean distance-based FKNNreg methods are also implemented, and the results are compared. The empirical results show that the proposed Minkowski distance-based fuzzy regression (Md-FKNNreg) method outperforms the benchmarks and can be a good algorithm for regression problems. In particular, the Md-FKNNreg model gave the significantly lowest overall average root mean square error (0.0769) of all other regression methods used. As a special case of the Minkowski distance, the Manhattan distance yielded the optimal conditions for Md-FKNNreg and achieved the best performance for most of the datasets.
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