摘要翻译:
本文提出了一种新的非线性回归
机器学习(ML)模型Boosted平滑过渡回归树(BooST),它是boosting算法与平滑过渡回归树的结合。BooST模型的主要优点是可以估计非常一般的非线性模型的导数(部分效应)。因此,该模型比其他基于树的模型(如随机森林)更能解释协变量与因变量之间的映射关系。我们给出了几个模拟和实际数据的例子。
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英文标题:
《BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear
Regressions》
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作者:
Yuri Fonseca, Marcelo Medeiros, Gabriel Vasconcelos, Alvaro Veiga
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最新提交年份:
2020
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分类信息:
一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
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一级分类:Computer Science 计算机科学
二级分类:Machine Learning 机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
In this paper, we introduce a new machine learning (ML) model for nonlinear regression called the Boosted Smooth Transition Regression Trees (BooST), which is a combination of boosting algorithms with smooth transition regression trees. The main advantage of the BooST model is the estimation of the derivatives (partial effects) of very general nonlinear models. Therefore, the model can provide more interpretation about the mapping between the covariates and the dependent variable than other tree-based models, such as Random Forests. We present several examples with both simulated and real data.
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PDF链接:
https://arxiv.org/pdf/1808.03698