Structured Machine Learning for Soft Classification with Smoothing Spline ANOVA and Stacked Tuning, Testing, and Evaluation

نویسندگان

  • Grace Wahba
  • Yuedong Wang
  • Chong Gu
  • Ronald Klein
  • Barbara E. Klein
چکیده

We describe the use of smoothing spline analysis of variance (SSANOVA) in the penalized log likelihood context, for learning (estimating) the probability p of a '1' outcome, given a training set with attribute vectors and outcomes. p is of the form pet) = eJ(t) /(1 + eJ(t)), where, if t is a vector of attributes, f is learned as a sum of smooth functions of one attribute plus a sum of smooth functions of two attributes, etc. The smoothing parameters governing f are obtained by an iterative unbiased risk or iterative GCV method. Confidence intervals for these estimates are available.

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تاریخ انتشار 1993