Effective Automatic Method Selection for Nonlinear Regression Modeling

0541777 - ÚI 2022 RIV SG eng J - Článek v odborném periodiku
Kalina, Jan - Neoral, Aleš - Vidnerová, Petra
Effective Automatic Method Selection for Nonlinear Regression Modeling.
International Journal of Neural Systems. Roč. 31, č. 10 (2021), č. článku 2150020. ISSN 0129-0657. E-ISSN 1793-6462
Grant CEP: GA ČR(CZ) GA19-05704S; GA ČR(CZ) GA18-23827S
Institucionální podpora: RVO:67985807
Klíčová slova: metalearning * nonlinear regression * robust statistical estimation * feature selection * AutoML
Obor OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impakt faktor: 6.325, rok: 2021
Způsob publikování: Omezený přístup
http://dx.doi.org/10.1142/S0129065721500209

Metalearning, an important part of artificial intelligence, represents a promising approach for the task of automatic selection of appropriate methods or algorithms. This paper is interested in recommending a suitable estimator for nonlinear regression modeling, particularly in recommending either the standard nonlinear least squares estimator or one of such available alternative estimators, which is highly robust with respect to the presence of outliers in the data. The authors hold the opinion that theoretical considerations will never be able to formulate such recommendations for the nonlinear regression context. Instead, metalearning is explored here as an original approach suitable for this task. In this paper, four different approaches for automatic method selection for nonlinear regression are proposed and computations over a training database of 643 real publicly available datasets are performed. Particularly, while the metalearning results may be harmed by the imbalanced number of groups, an effective approach yields much improved results, performing a novel combination of supervised feature selection by random forest and oversampling by synthetic minority oversampling technique (SMOTE). As a by-product, the computations bring arguments in favor of the very recent nonlinear least weighted squares estimator, which turns out to outperform other (and much more renowned) estimators in a quite large percentage of datasets.
Trvalý link: http://hdl.handle.net/11104/0319314