Two-level quantile regression forests for bias correction in range prediction

Verfasser / Beitragende:
[Thanh-Tung Nguyen, Joshua Huang, Thuy Nguyen]
Ort, Verlag, Jahr:
2015
Enthalten in:
Machine Learning, 101/1-3(2015-10-01), 325-343
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10994-014-5452-1  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10994-014-5452-1 
245 0 0 |a Two-level quantile regression forests for bias correction in range prediction  |h [Elektronische Daten]  |c [Thanh-Tung Nguyen, Joshua Huang, Thuy Nguyen] 
520 3 |a Quantile regression forests (QRF), a tree-based ensemble method for estimation of conditional quantiles, has been proven to perform well in terms of prediction accuracy, especially for range prediction. However, the model may have bias and suffer from working with high dimensional data (thousands of features). In this paper, we propose a new bias correction method, called bcQRF that uses bias correction in QRF for range prediction. In bcQRF, a new feature weighting subspace sampling method is used to build the first level QRF model. The residual term of the first level QRF model is then used as the response feature to train the second level QRF model for bias correction. The two-level models are used to compute bias-corrected predictions. Extensive experiments on both synthetic and real world data sets have demonstrated that the bcQRF method significantly reduced prediction errors and outperformed most existing regression random forests. The new method performed especially well on high dimensional data. 
540 |a The Author(s), 2014 
690 7 |a Bias correction  |2 nationallicence 
690 7 |a Random forests  |2 nationallicence 
690 7 |a Quantile regression forests  |2 nationallicence 
690 7 |a High dimensional data  |2 nationallicence 
690 7 |a Data mining  |2 nationallicence 
700 1 |a Nguyen  |D Thanh-Tung  |u Shenzhen Key Laboratory of High Performance Data Mining, Shenzhen Institutes of Advanced Technology, Chinese Academy of Sciences, 518055, Shenzhen, China  |4 aut 
700 1 |a Huang  |D Joshua  |u Shenzhen Key Laboratory of High Performance Data Mining, Shenzhen Institutes of Advanced Technology, Chinese Academy of Sciences, 518055, Shenzhen, China  |4 aut 
700 1 |a Nguyen  |D Thuy  |u Faculty of Information Technology, Vietnam National University of Agriculture, Hanoi, Vietnam  |4 aut 
773 0 |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 101/1-3(2015-10-01), 325-343  |x 0885-6125  |q 101:1-3<325  |1 2015  |2 101  |o 10994 
856 4 0 |u https://doi.org/10.1007/s10994-014-5452-1  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10994-014-5452-1  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Nguyen  |D Thanh-Tung  |u Shenzhen Key Laboratory of High Performance Data Mining, Shenzhen Institutes of Advanced Technology, Chinese Academy of Sciences, 518055, Shenzhen, China  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Huang  |D Joshua  |u Shenzhen Key Laboratory of High Performance Data Mining, Shenzhen Institutes of Advanced Technology, Chinese Academy of Sciences, 518055, Shenzhen, China  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Nguyen  |D Thuy  |u Faculty of Information Technology, Vietnam National University of Agriculture, Hanoi, Vietnam  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 101/1-3(2015-10-01), 325-343  |x 0885-6125  |q 101:1-3<325  |1 2015  |2 101  |o 10994