A Tree-Based Multiscale Regression Method

A tree-based method for regression is proposed. In a high dimensional feature space, the method has the ability to adapt to the lower intrinsic dimension of data if the data possess such a property so that reliable statistical estimates can be performed without being hindered by the “curse of dimens...

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Main Authors: Haiyan Cai, Qingtang Jiang
Format: Article
Language:English
Published: Frontiers Media S.A. 2018-12-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/article/10.3389/fams.2018.00063/full
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author Haiyan Cai
Qingtang Jiang
author_facet Haiyan Cai
Qingtang Jiang
author_sort Haiyan Cai
collection DOAJ
description A tree-based method for regression is proposed. In a high dimensional feature space, the method has the ability to adapt to the lower intrinsic dimension of data if the data possess such a property so that reliable statistical estimates can be performed without being hindered by the “curse of dimensionality.” The method is also capable of producing a smoother estimate for a regression function than those from standard tree methods in the region where the function is smooth and also being more sensitive to discontinuities of the function than smoothing splines or other kernel methods. The estimation process in this method consists of three components: a random projection procedure that generates partitions of the feature space, a wavelet-like orthogonal system defined on a tree that allows for a thresholding estimation of the regression function based on that tree and, finally, an averaging process that averages a number of estimates from independently generated random projection trees.
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spelling doaj.art-70700da6779f4b468ae6c6d5687e379c2022-12-21T19:06:10ZengFrontiers Media S.A.Frontiers in Applied Mathematics and Statistics2297-46872018-12-01410.3389/fams.2018.00063429494A Tree-Based Multiscale Regression MethodHaiyan CaiQingtang JiangA tree-based method for regression is proposed. In a high dimensional feature space, the method has the ability to adapt to the lower intrinsic dimension of data if the data possess such a property so that reliable statistical estimates can be performed without being hindered by the “curse of dimensionality.” The method is also capable of producing a smoother estimate for a regression function than those from standard tree methods in the region where the function is smooth and also being more sensitive to discontinuities of the function than smoothing splines or other kernel methods. The estimation process in this method consists of three components: a random projection procedure that generates partitions of the feature space, a wavelet-like orthogonal system defined on a tree that allows for a thresholding estimation of the regression function based on that tree and, finally, an averaging process that averages a number of estimates from independently generated random projection trees.https://www.frontiersin.org/article/10.3389/fams.2018.00063/fullregressionnon-linearhigh dimension datatree methodsmultiscale (MS) modelingmanifold learning
spellingShingle Haiyan Cai
Qingtang Jiang
A Tree-Based Multiscale Regression Method
Frontiers in Applied Mathematics and Statistics
regression
non-linear
high dimension data
tree methods
multiscale (MS) modeling
manifold learning
title A Tree-Based Multiscale Regression Method
title_full A Tree-Based Multiscale Regression Method
title_fullStr A Tree-Based Multiscale Regression Method
title_full_unstemmed A Tree-Based Multiscale Regression Method
title_short A Tree-Based Multiscale Regression Method
title_sort tree based multiscale regression method
topic regression
non-linear
high dimension data
tree methods
multiscale (MS) modeling
manifold learning
url https://www.frontiersin.org/article/10.3389/fams.2018.00063/full
work_keys_str_mv AT haiyancai atreebasedmultiscaleregressionmethod
AT qingtangjiang atreebasedmultiscaleregressionmethod
AT haiyancai treebasedmultiscaleregressionmethod
AT qingtangjiang treebasedmultiscaleregressionmethod