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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

The NN-Stacking: Feature weighted linear stacking through neural networks

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Coscrato, Victor [1, 2] ; de Almeida Inacio, Marco Henrique [1, 2, 3] ; Izbicki, Rafael [1]
Total Authors: 3
[1] Univ Fed Sao Carlos, Rodovia Washington Luis, Km 235, Sao Carlos, SP - Brazil
[2] Univ Sao Paulo, ICMC, Av Trabalhador Sao Carlene, 400 Ctr, Sao Carlos, SP - Brazil
[3] BME, TMIT, Muegyet Rkp 3, H-1111 Budapest - Hungary
Total Affiliations: 3
Document type: Journal article
Source: Neurocomputing; v. 399, p. 141-152, JUL 25 2020.
Web of Science Citations: 0

Stacking methods improve the prediction performance of regression models. A simple way to stack base regressions estimators is by combining them linearly, as done by Breiman {[}1]. Even though this approach is useful from an interpretative perspective, it often does not lead to high predictive power. We propose the NN-Stacking method (NNS), which generalizes Breiman's method by allowing the linear parameters to vary with input features. This improvement enables NNS to take advantage of the fact that distinct base models often perform better at different regions of the feature space. Our method uses neural networks to estimate the stacking coefficients. We show that while our approach keeps the interpretative features of Breiman's method at a local level, it leads to better predictive power, especially in datasets with large sample sizes. (C) 2020 Elsevier B.V. All rights reserved. (AU)

FAPESP's process: 19/11321-9 - Neural networks in statistical inference problems
Grantee:Rafael Izbicki
Support type: Regular Research Grants
FAPESP's process: 17/03363-8 - Interpretability and efficiency in hypothesis tests
Grantee:Rafael Izbicki
Support type: Regular Research Grants