Lazy Lasso for local regression

Locally weighted regression is a technique that predicts the response for new data items from their neighbors in the training data set, where closer data items are assigned higher weights in the prediction. However, the original method may suffer from overfitting and fail to select the relevant variables. In this paper we propose combining a regularization approach with locally weighted regression to achieve sparse models. Specifically, the lasso is a shrinkage and selection method for linear regression. We present an algorithm that embeds lasso in an iterative procedure that alternatively computes weights and performs lasso-wise regression. The algorithm is tested on three synthetic scenarios and two real data sets. Results show that the proposed method outperforms linear and local models for several kinds of scenarios

System failure prediction through rare-events elastic-net logistic regression

Predicting failures in a distributed system based on previous events through logistic regression is a standard approach in literature. This technique is not reliable, though, in two situations: in the prediction of rare events, which do not appear in enough proportion for the algorithm to capture, and in environments where there are too many variables, as logistic regression tends to overfit on this situations; while manually selecting a subset of variables to create the model is error- prone. On this paper, we solve an industrial research case that presented this situation with a combination of elastic net logistic regression, a method that allows us to automatically select useful variables, a process of cross-validation on top of it and the application of a rare events prediction technique to reduce computation time. This process provides two layers of cross- validation that automatically obtain the optimal model complexity and the optimal mode l parameters values, while ensuring even rare events will be correctly predicted with a low amount of training instances. We tested this method against real industrial data, obtaining a total of 60 out of 80 possible models with a 90% average model accuracy.

Polynomial regression using a perceptron with axo-axonic connections

Social behavior is mainly based on swarm colonies, in which each individual shares its knowledge about the environment with other individuals to get optimal solutions. Such co-operative model differs from competitive models in the way that individuals die and are born by combining information of alive ones. This paper presents the particle swarm optimization with differential evolution algorithm in order to train a neural network instead the classic back propagation algorithm. The performance of a neural network for particular problems is critically dependant on the choice of the processing elements, the net architecture and the learning algorithm. This work is focused in the development of methods for the evolutionary design of artificial neural networks. This paper focuses in optimizing the topology and structure of connectivity for these networks

A survey on multi-output regression

In recent years, a plethora of approaches have been proposed to deal with the increasingly challenging task of multi-output regression. This paper provides a survey on state-of-the-art multi-output regression methods, that are categorized as problem transformation and algorithm adaptation methods. In addition, we present the mostly used performance evaluation measures, publicly available data sets for multi-output regression real-world problems, as well as open-source software frameworks.