Title
A comparison of subset selection and adaptive basis function construction for polynomial regression model building
Abstract
AbstractA comparison of subset selection and adaptive basis function construction for polynomial regression model buildingThe approach of subset selection in polynomial regression model building assumes that the chosen fixed full set of predefined basis functions contains a subset that is sufficient to describe the target relation sufficiently well. However, in most cases the necessary set of basis functions is not known and needs to be guessed - a potentially non-trivial and long trial and error process. In our previous research we considered an approach for polynomial regression model building which is different from the subset selection - letting the regression model building method itself construct the basis functions necessary for creating a model of arbitrary complexity without restricting oneself to the basis functions of a predefined full model. The approach is titled Adaptive Basis Function Construction ABFC. In the present paper we compare the two approaches for polynomial regression model building - subset selection and ABFC - both theoretically and empirically in terms of their underlying principles, computational complexity, and predictive performance. Additionally in empirical evaluations the ABFC is compared also to two other well-known regression modelling methods - Locally Weighted Polynomials and Multivariate Adaptive Regression Splines.
Year
DOI
Venue
2009
10.2478/v10143-009-0017-7
Periodicals
Keywords
Field
DocType
model building,polynomial regression
Data mining,Multivariate adaptive regression splines,Polynomial,Regression analysis,Computer science,Polynomial regression,Model building,Artificial intelligence,Basis function,Mathematical optimization,Regression,Machine learning,Computational complexity theory
Journal
Volume
Issue
ISSN
38
38
1407-7493
Citations 
PageRank 
References 
0
0.34
3
Authors
2
Name
Order
Citations
PageRank
Gints Jekabsons1112.16
Jurijs Lavendels213.33