Adaptive Linear Models for Regression: improving prediction when population has changed - Archive ouverte HAL
Journal Articles Pattern Recognition Letters Year : 2010

Adaptive Linear Models for Regression: improving prediction when population has changed

Abstract

The general setting of regression analysis is to identify a relationship between a response variable Y and one or several explanatory variables X by using a learning sample. In a prediction framework, the main assumption for predicting Y on a new sample of observations is that the regression model Y=f(X)+e is still valid. Unfortunately, this assumption is not always true in practice and the model could have changed. We therefore propose to adapt the original regression model to the new sample by estimating a transformation between the original regression function f(X) and the new one f*(X). The main interest of the proposed adaptive models is to allow the build of a regression model for the new population with only a small number of observations using the knowledge on the reference population. The efficiency of this strategy is illustrated by applications on artificial and real datasets, including the modeling of the housing market in different U.S. cities. A package for the R software dedicated to the adaptive linear models is available on the author's web page.
Fichier principal
Vignette du fichier
PATREC-D-09-00746-Bouveyron-Jacques.pdf (271.33 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-00305987 , version 1 (25-07-2008)
hal-00305987 , version 2 (15-12-2008)
hal-00305987 , version 3 (30-03-2010)

Identifiers

  • HAL Id : hal-00305987 , version 3

Cite

Charles Bouveyron, Julien Jacques. Adaptive Linear Models for Regression: improving prediction when population has changed. Pattern Recognition Letters, 2010, 31 (14), pp.2237-2247. ⟨hal-00305987v3⟩
243 View
2012 Download

Share

More