KD Tree

kd-trees allow to efficiently perform searches like "all points at distance lower than R from X" or "k nearest neighbors of X". 

Kd-trees allow to perform efficient search in low-dimensional spaces (from 1 to 5), but have lesser performance in high-dimensional spaces.

Reference :

 Nearest Neighbors

Demo of Nearest Neighbor Search, clemson.edu.

Geometric Search, cs.Princeton.edu