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The point from the dataset that is closest to the query point.

Questions related to Nearest Neighbour Search (NNS) should have this tag. Questions on data structures (KD-trees for example) that aim to NNS should have this tag.

Given a set P in R^D, and a query point q, it's Nearest Neighbour (NN) is point p_0 in P, where:

dist(p_0, q) <= dist(p, q), for every p in P.

In the image below, the dots are the points of the dataset. q is the query point. The marked point (with a star) is the closest point to q, thus it's the NN.

enter image description here

For more: k-NN algorithm - wikipedia