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Rule-Based Prediction of Rare Extreme Values

  • Rita Ribeiro
  • Luís Torgo
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4265)

Abstract

This paper describes a rule learning method that obtains models biased towards a particular class of regression tasks. These tasks have as main distinguishing feature the fact that the main goal is to be accurate at predicting rare extreme values of the continuous target variable. Many real-world applications from scientific areas like ecology, meteorology, finance,etc., share this objective. Most existing approaches to regression problems search for the model parameters that optimize a given average error estimator (e.g. mean squared error). This means that they are biased towards achieving a good performance on the most common cases. The motivation for our work is the claim that being accurate at a small set of rare cases requires different error metrics. Moreover, given the nature and relevance of this type of applications an interpretable model is usually of key importance to domain experts, as predicting these rare events is normally associated with costly decisions. Our proposed system (R-PREV) obtains a set of interpretable regression rules derived from a set of bagged regression trees using evaluation metrics that bias the resulting models to predict accurately rare extreme values. We provide an experimental evaluation of our method confirming the advantages of our proposal in terms of accuracy in predicting rare extreme values.

Keywords

Regression Tree Domain Expert Target Variable Minority Class Interpretable Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Rita Ribeiro
    • 1
  • Luís Torgo
    • 2
  1. 1.LIACCUniversity of PortoPortoPortugal
  2. 2.FEP/LIACCUniversity of PortoPortoPortugal

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