.png){kind=icon}
Return
Predictive machine learning for prescriptive applications: A coupled training-validating approach
.png){kind=icon}
OA
AI
DOI：10.1016/j.knosys.2022.109080.png)
.png){kind=icon}
.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
In this research we propose a new method for training predictive machine learning models for prescriptive applications. This approach, which we refer to as coupled validation, is based on tweaking the validation step in the standard training-validating-testing scheme. Specifically, the coupled method considers the prescription loss as the objective for hyper-parameter calibration. This method allows for intelligent introduction of bias in the prediction stage to improve decision making at the prescriptive stage, and is generally applicable to most machine learning methods, including recently proposed hybrid prediction-stochastic-optimization techniques, and can be easily implemented without modelspecific mathematical modeling. Several experiments with synthetic and real data demonstrate promising results in reducing the prescription costs in both deterministic and stochastic models. (c) 2022 Elsevier B.V. All rights reserved.
Keywords:
Predictive modeling
Deterministic optimization
Machine learning
Stochastic optimization
Knowledge discovery
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
K
IF:
7.6
Papers:
1.2W
Citations:
4.5W
Organization
Cited Papers
.png){kind=icon}
ShareSaveShareSaveShareSaveShareSaveShareSaveShareSaveShareSave
View more