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Predictive Techniques and Methods for Decision Support in Situations with Poor Data Quality
University of Skövde, School of Humanities and Informatics. University of Skövde, The Informatics Research Centre.
2009 (English)Licentiate thesis, comprehensive summary (Other academic)
Abstract [en]

Today, decision support systems based on predictive modeling are becoming more common, since organizations often collect more data than decision makers can handle manually. Predictive models are used to find potentially valuable patterns in the data, or to predict the outcome of some event. There are numerous predictive techniques, ranging from simple techniques such as linear regression, to complex powerful ones like artificial neural networks. Complex models usually obtain better predictive performance, but are opaque and thus cannot be used to explain predictions or discovered patterns. The design choice of which predictive technique to use becomes even harder since no technique outperforms all others over a large set of problems. It is even difficult to find the best parameter values for a specific technique, since these settings also are problem dependent. One way to simplify this vital decision is to combine several models, possibly created with different settings and techniques, into an ensemble. Ensembles are known to be more robust and powerful than individual models, and ensemble diversity can be used to estimate the uncertainty associated with each prediction.

In real-world data mining projects, data is often imprecise, contain uncertainties or is missing important values, making it impossible to create models with sufficient performance for fully automated systems. In these cases, predictions need to be manually analyzed and adjusted. Here, opaque models like ensembles have a disadvantage, since the analysis requires understandable models. To overcome this deficiency of opaque models, researchers have developed rule extraction techniques that try to extract comprehensible rules from opaque models, while retaining sufficient accuracy.

This thesis suggests a straightforward but comprehensive method for predictive modeling in situations with poor data quality. First, ensembles are used for the actual modeling, since they are powerful, robust and require few design choices. Next, ensemble uncertainty estimations pinpoint predictions that need special attention from a decision maker. Finally, rule extraction is performed to support the analysis of uncertain predictions. Using this method, ensembles can be used for predictive modeling, in spite of their opacity and sometimes insufficient global performance, while the involvement of a decision maker is minimized.

The main contributions of this thesis are three novel techniques that enhance the performance of the purposed method. The first technique deals with ensemble uncertainty estimation and is based on a successful approach often used in weather forecasting. The other two are improvements of a rule extraction technique, resulting in increased comprehensibility and more accurate uncertainty estimations.

Place, publisher, year, edition, pages
Örebro University , 2009. , 112 p.
Series
Studies from the School of Science and Technology at Örebro University, 5
Keyword [en]
Rule Extraction, Genetic Programming, Uncertainty estimation, Machine Learning, Artificial Neural Networks, Data Mining, Information Fusion
National Category
Computer and Information Science
Research subject
Technology
Identifiers
URN: urn:nbn:se:his:diva-3208OAI: oai:DiVA.org:his-3208DiVA: diva2:225359
Presentation
(English)
Available from: 2009-06-26 Created: 2009-06-26 Last updated: 2013-04-16Bibliographically approved

Open Access in DiVA

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Other links

http://hdl.handle.net/2320/5134

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Citation style
  • apa
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More styles
Language
  • de-DE
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Output format
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