首页|New Research on Intelligent Systems from Guangdong University of Finance and Eco nomics Summarized (An adaptive trimming approach to Bayesian additive regression trees)
New Research on Intelligent Systems from Guangdong University of Finance and Eco nomics Summarized (An adaptive trimming approach to Bayesian additive regression trees)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News-Research findings on intelligent syste ms are discussed in a new report. According to news originating from Guangdong U niversity of Finance and Economics by NewsRx correspondents, research stated, "A machine learning technique merging Bayesian method cAlled Bayesian Additive Reg ression Trees (BART) provides a nonparametric Bayesian approach that further nee ds improved forecasting accuracy in the presence of outliers, especiAlly when de aling with potential nonlinear relationships and complex interactions among the response and explanatory variables, which poses a major chAllenge in forecasting ." Our news reporters obtained a quote from the research from Guangdong University of Finance and Economics: "This study proposes an adaptive trimmed regression me thod using BART, dubbed BART(Atr) to improve forecasting accuracy by identifying suspected outliers effectively and removing these outliers in the analysis. Thr ough extensive simulations across various scenarios, the effectiveness of BART(A tr) is evaluated against three alternative methods: default BART, robust linear modeling with Huber's loss function, and data-driven robust regression with Hube r's loss function. The simulation results consistently show BART(Atr) outperform ing the other three methods. To demonstrate its practical application, BART(Atr) is applied to the well-known Boston Housing Price dataset, a standard regressio n analysis example."
Guangdong University of Finance and Econ omicsIntelligent SystemsMachine Learning
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