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Boosted coefficient models

机译:升压系数模型

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Regression methods typically construct a mapping from the covariates into the real numbers. Here, however, we consider regression problems where the task is to form a mapping from the covariates into a set of (univari-ate) real-valued functions. Examples are given by conditional density estimation, hazard regression and regression with a functional response. Our approach starts by modeling the function of interest using a sum of B-spline basis functions. To model dependence on the covariates, the coefficients of this expansion are each modeled as functions of the covariates. We propose to estimate these coefficient functions using boosted tree models. Algorithms are provided for the above three situations, and real data sets are used to investigate their performance. The results indicate that the proposed methodology performs well. In addition, it is both straightforward, and capable of handling a large number of covariates.
机译:回归方法通常会构造从协变量到实数的映射。但是,在这里,我们考虑了回归问题,其中的任务是形成从协变量到一组(单变量)实值函数的映射。通过条件密度估计,危害回归和功能响应回归给出示例。我们的方法首先使用B样条基函数之和对目标函数进行建模。为了建模对协变量的依赖性,每个扩展系数都被建模为协变量的函数。我们建议使用增强树模型来估计这些系数函数。针对以上三种情况提供了算法,并使用实际数据集来研究其性能。结果表明,所提出的方法效果良好。此外,它既简单明了,又能够处理大量协变量。

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