Parallel MARS Algorithm Based on B-splines
Sergey Bakin,
Markus Hegland and
Michael R. Osborne
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Sergey Bakin: The Australian National University
Markus Hegland: The Australian National University
Michael R. Osborne: The Australian National University
Computational Statistics, 2000, vol. 15, issue 4, No 2, 463-484
Abstract:
Summary We investigate one of the possible ways for improving Friedman’s Multivariate Adaptive Regression Splines (MARS) algorithm designed for flexible modelling of high-dimensional data. In our version of MARS called BMARS we use B-splines instead of truncated power basis functions. The fact that B-splines have compact support allows us to introduce the notion of a “scale” of a basis function. The algorithm starts building up models by using large-scale basis functions and switches over to a smaller scale after the fitting ability of the large scale splines has been exhausted. The process is repeated until the prespecified number of basis functions has been produced. In addition, we discuss a parallelisation of BMARS as well as an application of the algorithm to processing of a large commercial data set. The results demonstrate the computational efficiency of our algorithm and its ability to generate models competitive with those of the original MARS.
Keywords: MARS; B-splines; Data Mining; Parallel Algorithms (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:15:y:2000:i:4:d:10.1007_pl00022715
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DOI: 10.1007/PL00022715
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