Rotation Forest for multi-target regression

The prediction of multiple numeric outputs at the same time is called multi-target regression (MTR), and it has gained attention during the last decades. This task is a challenging research topic in supervised learning because it poses additional difficulties to traditional single-target regression...

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Bibliographic Details
Published in:International journal of machine learning and cybernetics 2022-02, Vol.13 (2), p.523-548
Main Authors: Rodríguez, Juan J., Juez-Gil, Mario, López-Nozal, Carlos, Arnaiz-González, Álvar
Format: Article
Language:English
Subjects:
Adaptation
Algorithms
Artificial Intelligence
Classification
Complex Systems
Computational Intelligence
Control
Datasets
Engineering
Mechatronics
Original Article
Pattern Recognition
Regression
Regularization methods
Robotics
Rotation
Statistical analysis
Statistical tests
Supervised learning
Systems Biology
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Summary:The prediction of multiple numeric outputs at the same time is called multi-target regression (MTR), and it has gained attention during the last decades. This task is a challenging research topic in supervised learning because it poses additional difficulties to traditional single-target regression (STR), and many real-world problems involve the prediction of multiple targets at once. One of the most successful approaches to deal with MTR, although not the only one, consists in transforming the problem in several STR problems, whose outputs will be combined building up the MTR output. In this paper, the Rotation Forest ensemble method, previously proposed for single-label classification and single-target regression, is adapted to MTR tasks and tested with several regressors and data sets. Our proposal rotates the input space in an efficient and novel fashion, avoiding extra rotations forced by MTR problem decomposition. Four approaches for MTR are used: single-target (ST), stacked-single target (SST), Ensembles of Regressor Chains (ERC), and Multi-target Regression via Quantization (MRQ). For assessing the benefits of the proposal, a thorough experimentation with 28 MTR data sets and statistical tests are used, concluding that Rotation Forest, adapted by means of these approaches, outperforms other popular ensembles, such as Bagging and Random Forest.
ISSN:1868-8071
1868-808X
DOI:10.1007/s13042-021-01329-1