验证机器学习岭回归模型使用蒙特卡罗,bootstrap和交叉验证的变化

IF 2.1 Q3 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Journal of Intelligent Systems Pub Date : 2023-01-01 DOI:10.1515/jisys-2022-0224
Robbie T. Nakatsu
{"title":"验证机器学习岭回归模型使用蒙特卡罗,bootstrap和交叉验证的变化","authors":"Robbie T. Nakatsu","doi":"10.1515/jisys-2022-0224","DOIUrl":null,"url":null,"abstract":"Abstract In recent years, there have been several calls by practitioners of machine learning to provide more guidelines on how to use its methods and techniques. For example, the current literature on resampling methods is confusing and sometimes contradictory; worse, there are sometimes no practical guidelines offered at all. To address this shortcoming, a simulation study was conducted that evaluated ridge regression models fitted on five real-world datasets. The study compared the performance of four resampling methods, namely, Monte Carlo resampling, bootstrap, k-fold cross-validation, and repeated k-fold cross-validation. The goal was to find the best-fitting λ (regularization) parameter that would minimize mean squared error, by using nine variations of these resampling methods. For each of the nine resampling variations, 1,000 runs were performed to see how often a good fit, average fit, and poor fit λ value would be chosen. The resampling method that chose good fit values the greatest number of times was deemed the best method. Based on the results of the investigation, three general recommendations are made: (1) repeated k-fold cross-validation is the best method to select as a general-purpose resampling method; (2) k = 10 folds is a good choice in k-fold cross-validation; (3) Monte Carlo and bootstrap are underperformers, so they are not recommended as general-purpose resampling methods. At the same time, no resampling method was found to be uniformly better than the others.","PeriodicalId":46139,"journal":{"name":"Journal of Intelligent Systems","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Validation of machine learning ridge regression models using Monte Carlo, bootstrap, and variations in cross-validation\",\"authors\":\"Robbie T. Nakatsu\",\"doi\":\"10.1515/jisys-2022-0224\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In recent years, there have been several calls by practitioners of machine learning to provide more guidelines on how to use its methods and techniques. For example, the current literature on resampling methods is confusing and sometimes contradictory; worse, there are sometimes no practical guidelines offered at all. To address this shortcoming, a simulation study was conducted that evaluated ridge regression models fitted on five real-world datasets. The study compared the performance of four resampling methods, namely, Monte Carlo resampling, bootstrap, k-fold cross-validation, and repeated k-fold cross-validation. The goal was to find the best-fitting λ (regularization) parameter that would minimize mean squared error, by using nine variations of these resampling methods. For each of the nine resampling variations, 1,000 runs were performed to see how often a good fit, average fit, and poor fit λ value would be chosen. The resampling method that chose good fit values the greatest number of times was deemed the best method. Based on the results of the investigation, three general recommendations are made: (1) repeated k-fold cross-validation is the best method to select as a general-purpose resampling method; (2) k = 10 folds is a good choice in k-fold cross-validation; (3) Monte Carlo and bootstrap are underperformers, so they are not recommended as general-purpose resampling methods. At the same time, no resampling method was found to be uniformly better than the others.\",\"PeriodicalId\":46139,\"journal\":{\"name\":\"Journal of Intelligent Systems\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Intelligent Systems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/jisys-2022-0224\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Intelligent Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/jisys-2022-0224","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
引用次数: 0

摘要

近年来,机器学习从业者多次呼吁提供更多关于如何使用机器学习方法和技术的指导方针。例如,目前关于重采样方法的文献是混乱的,有时甚至是矛盾的;更糟糕的是,有时根本没有提供实用的指导方针。为了解决这一缺点,进行了一项模拟研究,评估了在五个真实数据集上拟合的脊回归模型。研究比较了蒙特卡罗重采样、自举、k-fold交叉验证和重复k-fold交叉验证四种重采样方法的性能。目标是通过使用这些重采样方法的九种变体,找到将均方误差最小化的最佳拟合λ(正则化)参数。对于9个重新采样变量中的每一个,执行1,000次运行,以查看选择良好拟合、平均拟合和差拟合λ值的频率。选择拟合值次数最多的重采样方法为最佳方法。根据调查结果,提出了三个一般性建议:(1)重复k-fold交叉验证是通用重采样方法的最佳选择;(2)在k-fold交叉验证中,k = 10是较好的选择;(3)蒙特卡罗和bootstrap表现不佳,因此不推荐它们作为通用重采样方法。同时,没有一种重采样方法的均匀性优于其他方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Validation of machine learning ridge regression models using Monte Carlo, bootstrap, and variations in cross-validation
Abstract In recent years, there have been several calls by practitioners of machine learning to provide more guidelines on how to use its methods and techniques. For example, the current literature on resampling methods is confusing and sometimes contradictory; worse, there are sometimes no practical guidelines offered at all. To address this shortcoming, a simulation study was conducted that evaluated ridge regression models fitted on five real-world datasets. The study compared the performance of four resampling methods, namely, Monte Carlo resampling, bootstrap, k-fold cross-validation, and repeated k-fold cross-validation. The goal was to find the best-fitting λ (regularization) parameter that would minimize mean squared error, by using nine variations of these resampling methods. For each of the nine resampling variations, 1,000 runs were performed to see how often a good fit, average fit, and poor fit λ value would be chosen. The resampling method that chose good fit values the greatest number of times was deemed the best method. Based on the results of the investigation, three general recommendations are made: (1) repeated k-fold cross-validation is the best method to select as a general-purpose resampling method; (2) k = 10 folds is a good choice in k-fold cross-validation; (3) Monte Carlo and bootstrap are underperformers, so they are not recommended as general-purpose resampling methods. At the same time, no resampling method was found to be uniformly better than the others.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Intelligent Systems
Journal of Intelligent Systems COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE-
CiteScore
5.90
自引率
3.30%
发文量
77
审稿时长
51 weeks
期刊介绍: The Journal of Intelligent Systems aims to provide research and review papers, as well as Brief Communications at an interdisciplinary level, with the field of intelligent systems providing the focal point. This field includes areas like artificial intelligence, models and computational theories of human cognition, perception and motivation; brain models, artificial neural nets and neural computing. It covers contributions from the social, human and computer sciences to the analysis and application of information technology.
期刊最新文献
Periodic analysis of scenic spot passenger flow based on combination neural network prediction model Research on the construction and reform path of online and offline mixed English teaching model in the internet era Online English writing teaching method that enhances teacher–student interaction Neural network big data fusion in remote sensing image processing technology Improved rapidly exploring random tree using salp swarm algorithm
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1