Construction de variables à l'aide de classifieurs comme aide à la régression : une évaluation empirique
Abstract
This paper proposes a method for the automatic creation of variables (in the case of regression)
that complement the information contained in the initial input vector. The method
works as a pre-processing step in which the continuous values of the variable to be regressed
are discretized into a set of intervals which are then used to define value thresholds. Then
classifiers are trained to predict whether the value to be regressed is less than or equal to each
of these thresholds. The different outputs of the classifiers are then concatenated in the form
of an additional vector of variables that enriches the initial vector of the regression problem.
The implemented system can thus be considered as a generic pre-processing tool. We tested
the proposed enrichment method with 5 types of regressors and evaluated it in 33 regression
datasets. Our experimental results confirm the interest of the approach.