在两阶段研究中,对非参数变量重要性进行有效和有效的推断
Guorong Dai1, Raymond J Carroll2, Jinbo Chen3
1Department of Statistics and Data Science, School of Management, Fudan University, Shanghai 200433, China.
在预测中,确定昂贵的共变量 (Z) 的值至关重要. 这项研究引入了一个非参数变量重要性度量,以评估Z的预测贡献,即使有不完整的数据.
科学领域:
- 统计 统计 统计 统计
- 机器学习 机器学习
- 数据科学数据科学数据科学
背景情况:
- 非参数回归通常涉及容易获得的共变量 (X) 和昂贵的共变量 (Z).
- 决定是否将昂贵的共变量 (Z) 纳入预测模型需要评估它们对数据收集成本的重要性.
研究的目的:
- 为昂贵的共变量 (Z) 开发一个非参数变量重要性指标.
- 推断Z在Y预测中的重要性,考虑到易于获得的共变量 (X) 的存在.
- 为了应对在两阶段研究中缺少Z数据的挑战.
主要方法:
- 为Z提出了一个非参数变量重要性测量,汇总最大潜在贡献.
- 开发了一种新的推理方法,用于缺少Z值的两相数据.
- 使用了 (Y,X) 的函数来计算缺少Z的个体对预测损失的贡献.
主要成果:
- 拟议的方法为Z的重要性提供了统一和有效的推断,无论其实际贡献如何.
- 通过模拟和真实世界的数据分析证明了卓越的性能.
- 建立了半监督推理和双相非参数估计的新理论结果.
结论:
- 开发的变量重要性测量有效地评估了在预测中昂贵的共同变量的实用性.
- 这种新的推断方法对缺失的数据具有强大性,在两阶段研究中提供了实际优势.
- 这项研究有助于在处理可变数据收集成本时建立高效的模型.
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