期刊
DATA & KNOWLEDGE ENGINEERING
卷 67, 期 3, 页码 504-516出版社
ELSEVIER
DOI: 10.1016/j.datak.2008.08.001
关键词
Reliability estimate; Regression; Sensitivity analysis; Prediction accuracy; Prediction error
The paper compares different approaches to estimate the reliability of individual predictions in regression. We compare the sensitivity-based reliability estimates developed in our previous work with four approaches found in the literature: variance of bagged models, local cross-validation, density estimation, and local modeling. By combining pairs of individual estimates, we compose a combined estimate that performs better than the individual estimates. We tested the estimates by running data from 28 domains through eight regression models: regression trees, linear regression, neural networks. bagging, support vector machines, locally weighted regression, random forests, and generalized additive model. The results demonstrate the potential of a sensitivity-based estimate, as well as the local modeling of prediction error with regression trees. Among the tested approaches, the best average performance was achieved by estimation using the bagging variance approach, which achieved the best performance with neural networks, bagging and locally weighted regression. (c) 2008 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据