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首页> 外文期刊>International Journal of Statistics and Probability >Best Predictive Generalized Linear Mixed Model with Predictive Lasso for High-Speed Network Data Analysis
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Best Predictive Generalized Linear Mixed Model with Predictive Lasso for High-Speed Network Data Analysis

机译:具有预测套索的最佳预测广义线性混合模型,用于高速网络数据分析

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Optimizing network usage is important to maximize the network performance. When the network usage grows rapidly, it is important to build an accurate predictive model. We present a new predictive algorithm which can analyze the network performance in various network conditions and traffic patterns. Our approach is based on the best predictive generalized linear mixed model (GLMM). The parameters of the best predictive GLMM are estimated by minimizing the mean squared prediction error (MSPE). To expedite the parameter learning with the big data collected through the network, our algorithm introduced ?regularization, LASSO, and an innovative bootstrap. The merits of our new approach validated through data and simulation are that (1) the highest prediction accuracy even under a model misspecification; and (2) the least computation time compared to the Estimation-oriented GLMM with Lasso and Stepwise Selection GLMM. A major computational advantage of our method is that, unlike some of the current approaches, our method does not require the EM (Expectation-Maximization algorithm) procedure.
机译:优化网络使用率对于最大化网络性能非常重要。当网络使用迅速增长时,构建一个准确的预测模型很重要。我们提出了一种新的预测算法,可以在各种网络条件和流量模式下分析网络性能。我们的方法是基于最佳预测广义线性混合模型(GLMM)。通过最小化平均平方预测误差(MSPE)来估计最佳预测GLMM的参数。通过通过网络收集的大数据来加快参数学习,我们的算法推出了?正规化,套索和创新的引导。通过数据和模拟验证的新方法的优点是(1)即使在模型拼写条目下也是最高的预测准确性; (2)与带索索和逐步选择GLMM的估计导向GLMM相比,计算时间最小。我们方法的主要计算优势是,与一些当前方法不同,我们的方法不需要EM(期望最大化算法)程序。

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