Opened 17 months ago

Last modified 6 months ago

#2892 reviewing enhancement

Prediction intervals for linear regression models

Reported by: gkronber Owned by: mkommend
Priority: medium Milestone: HeuristicLab 3.3.16
Component: Algorithms.DataAnalysis Version: trunk
Keywords: Cc:

Description


Change History (17)

comment:1 Changed 17 months ago by gkronber

  • Owner set to gkronber
  • Status changed from new to accepted

comment:2 Changed 17 months ago by gkronber

r15743: created a branch

comment:3 Changed 17 months ago by gkronber

r15744: implemented a new class LinearRegressionModel that produces variances for predictions (IConfidenceRegressionModel). Changed LR to produce a ConfidenceRegressionSolution (old static method is kept but marked obsolete)

comment:4 Changed 17 months ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:5 Changed 6 months ago by gkronber

r16388: Merging r15750:16382 (HEAD) from trunk to branch, resolving conflicts

comment:6 Changed 6 months ago by gkronber

r16389: merged branch back to trunk

comment:7 Changed 6 months ago by gkronber

We could also change the ERC-view to produce LR models with confidence intervals. Right now it still produces 'traditional-style' LR models (represented as symbolic expression trees).

comment:8 Changed 6 months ago by gkronber

r16390: deleted branch after trunk reintegration

comment:9 Changed 6 months ago by gkronber

r16392: fixed failing unit test

comment:10 Changed 6 months ago by fholzing

Please note: A View for the Linear Regression Model is missing.

comment:11 Changed 6 months ago by mkommend

  • Version changed from branch to trunk

comment:12 Changed 6 months ago by mkommend

r16415: Fixed used variables in LinearRegressionModel.

comment:13 Changed 6 months ago by mkommend

r16437: Merged r16392 into stable.

This changeset has already been released, because it caused conflicts as it affects functionality implement in other tickets (#2904).

comment:14 Changed 6 months ago by mkommend

r16443: Changed variable impact unit tests to use new LR methods.

comment:15 Changed 6 months ago by gkronber

  • Version changed from trunk to branch

r16448: changed LR to produce two solutions: symbolic representation and solution with prediction intervals.

It is not straight-forward to implement the model with prediction intervals as a symbolic regression model.

comment:16 Changed 6 months ago by gkronber

  • Version changed from branch to trunk

Reverted unintended change to ticket.

comment:17 Changed 6 months ago by gkronber

r16449: added a view for LR models with prediction intervals

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