Automated design process for hybrid regression modeling with a one-class SVM

Abstract

Abstract The accuracy of many regression models suffers from inhomogeneous data coverage. Models loose accuracy because they are unable to locally adapt the model complexity. This article develops and evaluates an automated design process for the generation of hybrid regression models from arbitrary submodels. For the first time, these submodels are weighted by a One-Class Support Vector Machine, taking local data coverage into account. Compared to reference regression models, the newly developed hybrid models achieve significant better results in nine out of ten benchmark datasets. To enable straightforward usage in data science, an implementation is integrated in the open source MATLAB toolbox SciXMiner.