RT Report
T1 A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach
A1 Pérez Amaral, Teodosio
A1 Gallo, Giampiero
A1 White, Halbert
AB A new method, called relevant transformation of the inputs network approach (RETINA) is proposed as a tool for model building and selection. It is designed to improve some of the shortcomings of neural networks.It has the flexibility of neural network models, the concavity of the likelihood in the weights of the usual likelihood models, and the ability to identify a parsimonious set of attributes that are likely to be relevant for predicting out of sample outcomes.RETINA expands the range of models by considering transformations of the original inputs; splits the sample in three disjoint subsamples, sorts the candidate regressors by a saliency feature, chooses the models in subsample 1, uses subsample 2 for parameter estimation and subsample 3 for cross-validation. It is modular, can be used as a data exploratory tool and is computationally feasible in personal computers.In tests on simulated data, it achieves high rates of successes when the sample size or the R2 are large enough. As our experiments show, it is superior to alternative procedures such as the non negative garrote and forward and backward stepwise regression.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
YR 2002
FD 2002
LK https://hdl.handle.net/20.500.14352/64491
UL https://hdl.handle.net/20.500.14352/64491
LA eng
DS Docta Complutense
RD 12 abr 2025