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MetaUtil: Meta Learning for Utility Maximization in Regression

Title
MetaUtil: Meta Learning for Utility Maximization in Regression
Type
Article in International Conference Proceedings Book
Year
2018
Authors
Branco, P
(Author)
Other
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Torgo, L
(Author)
FCUP
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Rita Ribeiro
(Author)
FCUP
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Conference proceedings International
Pages: 129-143
21st International Conference on Discovery Science, DS 2018
29 October 2018 through 31 October 2018
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Authenticus ID: P-00P-S0N
Abstract (EN): Several important real world problems of predictive analytics involve handling different costs of the predictions of the learned models. The research community has developed multiple techniques to deal with these tasks. The utility-based learning framework is a generalization of cost-sensitive tasks that takes into account both costs of errors and benefits of accurate predictions. This framework has important advantages such as allowing to represent more complex settings reflecting the domain knowledge in a more complete and precise way. Most existing work addresses classification tasks with only a few proposals tackling regression problems. In this paper we propose a new method, MetaUtil, for solving utility-based regression problems. The MetaUtil algorithm is versatile allowing the conversion of any out-of-the-box regression algorithm into a utility-based method. We show the advantage of our proposal in a large set of experiments on a diverse set of domains. © 2018, Springer Nature Switzerland AG.
Language: English
Type (Professor's evaluation): Scientific
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