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  Visualizable and interpretable regression models with good prediction power
 
 
Titel: Visualizable and interpretable regression models with good prediction power
Auteur: Kim, Hyunjoong
Loh, Wei-Yin
Shih, Yu-Shan
Chaudhuri, Probal
Verschenen in: IIE transactions
Paginering: Jaargang 39 (2007) nr. 6 pagina's 565-579
Jaar: 2007-06
Inhoud: Many methods can fit models with a higher prediction accuracy, on average, than the least squares linear regression technique. But the models, including linear regression, are typically impossible to interpret or visualize. We describe a tree-structured method that fits a simple but nontrivial model to each partition of the variable space. This ensures that each piece of the fitted regression function can be visualized with a graph or a contour plot. For maximum interpretability, our models are constructed with negligible variable selection bias and the tree structures are much more compact than piecewise-constant regression trees. We demonstrate, by means of a large empirical study involving 27 methods, that the average prediction accuracy of our models is almost as high as that of the most accurate “black-box” methods from the statistics and machine learning literature.
Uitgever: Taylor & Francis
Bronbestand: Elektronische Wetenschappelijke Tijdschriften
 
 

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