کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145208 1489654 2016 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
COBRA: A combined regression strategy
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
COBRA: A combined regression strategy
چکیده انگلیسی

A new method for combining several initial estimators of the regression function is introduced. Instead of building a linear or convex optimized combination over a collection of basic estimators r1,…,rMr1,…,rM, we use them as a collective indicator of the proximity between the training data and a test observation. This local distance approach is model-free and very fast. More specifically, the resulting nonparametric/nonlinear combined estimator is shown to perform asymptotically at least as well in the L2L2 sense as the best combination of the basic estimators in the collective. A companion R package called COBRA (standing for COmBined Regression Alternative) is presented (downloadable on http://cran.r-project.org/web/packages/COBRA/index.html). Substantial numerical evidence is provided on both synthetic and real data sets to assess the excellent performance and velocity of our method in a large variety of prediction problems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 146, April 2016, Pages 18–28
نویسندگان
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