Opened 8 years ago

Last modified 17 months ago

#1636 new enhancement

Weighted evaluation of data analysis models

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 4.x Backlog
Component: Problems.DataAnalysis Version: 3.3.5
Keywords: Cc:

Description (last modified by gkronber)

It should be possible to indicate weights for observations. Benefits:

  • More important data points can be weighted more strongly
  • Outliers can be remove by setting the weight to zero
  • If we know the variance for observations we can consider non-equal variances for observations
  • We could more easily aggregate multiple observations and put a higher weight on it (the average has less variance).

Change History (3)

comment:1 Changed 6 years ago by gkronber

  • Priority changed from medium to low

comment:2 Changed 18 months ago by gkronber

  • Description modified (diff)
  • Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 4.x Backlog
  • Priority changed from low to medium
  • Summary changed from Functionality for conditional evaluation of data analysis models to Weighted evaluation of data analysis models

This could also be implemented via weights for rows in the dataset.

Weights allow more fine grained control over evaluation. There is seemingly no other ticket for implementation of weighted evaluation of regression models. Therefore, I'm re-purposing this ticket.

comment:3 Changed 17 months ago by abeham

I think this would be useful in surrogate assisted optimization when you want to consider better solutions with higher weight than worse solutions.

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