Corpus ID: 195799083

Consistent Regression using Data-Dependent Coverings

@article{Margot2019ConsistentRU,
  title={Consistent Regression using Data-Dependent Coverings},
  author={Vincent Margot and Jean-Patrick Baudry and Fr'ed'eric Guilloux and Olivier Wintenberger},
  journal={arXiv: Statistics Theory},
  year={2019}
}
  • Vincent Margot, Jean-Patrick Baudry, +1 author Olivier Wintenberger
  • Published 2019
  • Mathematics
  • arXiv: Statistics Theory
  • In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a partition. The estimator predicts the empirical conditional expectation over the cells of the partitions generated from the coverings. Thus, such estimator has the same form as those issued from data-dependent partitioning algorithms. We give sufficient… CONTINUE READING

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