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Multivariate adaptive regression spline

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2277:. Time Series Mars is the term used when MARS models are applied in a time series context. Typically in this set up the predictors are the lagged time series values resulting in autoregressive spline models. These models and extensions to include moving average spline models are described in "Univariate Time Series Modelling and Forecasting using TSMARS: A study of threshold time series autoregressive, seasonal and moving average models using TSMARS". 1849:). The two basis functions in the pair are identical except that a different side of a mirrored hinge function is used for each function. Each new basis function consists of a term already in the model (which could perhaps be the intercept term) multiplied by a new hinge function. A hinge function is defined by a variable and a knot, so to add a new basis function, MARS must search over all combinations of the following: 2053: 968: 2669: 691: 2283:(BMARS) uses the same model form, but builds the model using a Bayesian approach. It may arrive at different optimal MARS models because the model building approach is different. The result of BMARS is typically an ensemble of posterior samples of MARS models, which allows for probabilistic prediction. 2030:
A further constraint can be placed on the forward pass by specifying a maximum allowable degree of interaction. Typically only one or two degrees of interaction are allowed, but higher degrees can be used when the data warrants it. The maximum degree of interaction in the first MARS example above is
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is the number of hinge-function knots, so the formula penalizes the addition of knots. Thus the GCV formula adjusts (i.e. increases) the training RSS to penalize more complex models. We penalize flexibility because models that are too flexible will model the specific realization of noise in the data
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is used when the underlying form of the function is known and regression is used only to estimate the parameters of that function. MARS, on the other hand, estimates the functions themselves, albeit with severe constraints on the nature of the functions. (These constraints are necessary because
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MARS models tend to have a good bias-variance trade-off. The models are flexible enough to model non-linearity and variable interactions (thus MARS models have fairly low bias), yet the constrained form of MARS basis functions prevents too much flexibility (thus MARS models have fairly low
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the model. To build a model with better generalization ability, the backward pass prunes the model, deleting the least effective term at each step until it finds the best submodel. Model subsets are compared using the Generalized cross validation (GCV) criterion described below.
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To obtain the above expression, the MARS model building procedure automatically selects which variables to use (some variables are important, others not), the positions of the kinks in the hinge functions, and how the hinge functions are combined.
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Other constraints on the forward pass are possible. For example, the user can specify that interactions are allowed only for certain input variables. Such constraints could make sense because of knowledge of the process that generated the data.
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vary, with the other variables fixed at their median values. The figure shows that wind does not affect the ozone level unless visibility is low. We see that MARS can build quite flexible regression surfaces by combining hinge functions.
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This process of adding terms continues until the change in residual error is too small to continue or until the maximum number of terms is reached. The maximum number of terms is specified by the user before model building starts.
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rather than hinge functions, and they do not automatically model variable interactions. The smoother fit and lack of regression terms reduces variance when compared to MARS, but ignoring variable interactions can worsen the
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A hinge function is zero for part of its range, so can be used to partition the data into disjoint regions, each of which can be treated independently. Thus for example a mirrored pair of hinge functions in the expression
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No regression modeling technique is best for all situations. The guidelines below are intended to give an idea of the pros and cons of MARS, but there will be exceptions to the guidelines. It is useful to compare MARS to
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This expression models air pollution (the ozone level) as a function of the temperature and a few other variables. Note that the last term in the formula (on the last line) incorporates an interaction between
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The forward pass adds terms in pairs, but the backward pass typically discards one side of the pair and so terms are often not seen in pairs in the final model. A paired hinge can be seen in the equation for
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fashion, but a key aspect of MARS is that because of the nature of hinge functions, the search can be done quickly using a fast least-squares update technique. Brute-force search can be sped up by using a
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Building MARS models often requires little or no data preparation. The hinge functions automatically partition the input data, so the effect of outliers is contained. In this respect MARS is similar to
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The resulting fitted function is continuous, unlike recursive partitioning, which can give a more realistic model in some situations. (However, the model is not smooth or differentiable).
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The backward pass has an advantage over the forward pass: at any step it can choose any term to delete, whereas the forward pass at each step can only see the next pair of terms.
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3) a product of two or more hinge functions. These basis functions can model interaction between two or more variables. An example is the last line of the ozone formula.
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The term "MARS" is trademarked and licensed to Salford Systems. In order to avoid trademark infringements, many open-source implementations of MARS are called "Earth".
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One might assume that only piecewise linear functions can be formed from hinge functions, but hinge functions can be multiplied together to form non-linear functions.
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MARS then repeatedly adds basis function in pairs to the model. At each step it finds the pair of basis functions that gives the maximum reduction in sum-of-squares
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With MARS models, as with any non-parametric regression, parameter confidence intervals and other checks on the model cannot be calculated directly (unlike
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MARS is suitable for handling large datasets, and implementations run very quickly. However, recursive partitioning can be faster than MARS.
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MARS models are simple to understand and interpret. Compare the equation for ozone concentration above to, say, the innards of a trained
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score in the special case where errors are Gaussian, or where the squared error loss function is used. GCV was introduced by Craven and
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is a constant coefficient. For example, each line in the formula for ozone above is one basis function multiplied by its coefficient.
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and these variables will be unclear and not easily visible by plotting. We can use MARS to discover that non-linear relationship.
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The backward pass compares the performance of different models using Generalized Cross-Validation (GCV), a minor variant on the
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MARS builds a model in two phases: the forward and the backward pass. This two-stage approach is the same as that used by
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matrix is just a single column. Given these measurements, we would like to build a model which predicts the expected
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1) a constant 1. There is just one such term, the intercept. In the ozone formula above, the intercept term is 5.2.
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MARS models can make predictions very quickly, as they only require evaluating a linear function of the predictors.
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implementations do not allow missing values in predictors, but free implementations of regression trees (such as
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One constraint has already been mentioned: the user can specify the maximum number of terms in the forward pass.
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is estimated from the data. The figure on the right shows a plot of this function: a line giving the predicted
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MARS starts with a model which consists of just the intercept term (which is the mean of the response values).
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This section introduces MARS using a few examples. We start with a set of data: a matrix of input variables
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and extended by Friedman for MARS; lower values of GCV indicate better models. The formula for the GCV is
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may be non-linear (look at the red dots relative to the regression line at low and high values of
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Earth โ€“ Multivariate adaptive regression splines in Orange (Python machine learning library)
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in the first MARS example above; there are no complete pairs retained in the ozone example.
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To calculate the coefficient of each term, MARS applies a linear regression over the terms.
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Several free and commercial software packages are available for fitting MARS-type models.
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once again shown as red dots. The predicted response is now a better fit to the original
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which also partitions the data into disjoint regions, although using a different method.
2555: 2365: 2247: 1873: 1598:. The figure on the right shows a mirrored pair of hinge functions with a knot at 3.1. 1577: 642: 596: 47: 2879: 2648: 2634: 2617: 2600: 2583: 2547: 2455: 2318: 2293: 2182: 2168: 2135: 2559: 2577: 2539: 2447: 2381: 2357: 2298: 2263: 2153: 1846: 1697: 2800: 2475: 2420: 2373: 2243: 1943: 1462: 2494: 1881:
that reduces the number of parent terms considered at each step ("Fast MARS").
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that automatically models nonlinearities and interactions between variables.
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where RSS is the residual sum-of-squares measured on the training data and
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Denison, D. G. T.; Holmes, C. C.; Mallick, B. K.; Smith, A. F. M. (2002).
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3) all values of each variable (for the knot of the new hinge function).
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and this is done below. (Recursive partitioning is also commonly called
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notation used in this article, hinge functions are often represented by
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Denison, D. G. T.; Mallick, B. K.; Smith, A. F. M. (1 December 1998).
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linear graph shown for the simple MARS model in the previous section.
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and related techniques must be used for validating the model instead.
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The figure on the right shows a plot of this function: the predicted
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Friedman, J. H. (1991). "Multivariate Adaptive Regression Splines".
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external links, and converting useful links where appropriate into
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Denison D.G.T., Holmes C.C., Mallick B.K., and Smith A.F.M. (2004)
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In this simple example, we can easily see from the plot that
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Bayesian methods for nonlinear classification and regression
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Bayesian Methods for Nonlinear Classification and Regression
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Bayesian Methods for Nonlinear Classification and Regression
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2) all variables (to select one for the new basis function)
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to take into account non-linearity. The kink is produced by
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New Directions in Statistical Data Analysis and Robustness
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from Salford Systems. Based on Friedman's implementation.
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is the number of observations (the number of rows in the
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MARS has automatically produced a kink in the predicted
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ARESLab: Adaptive Regression Splines toolbox for Matlab
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A mirrored pair of hinge functions with a knot at x=3.1
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instead of just the systematic structure of the data.
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An example MARS expression with multiple variables is
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However, in general there will be multiple 1872:The search at each step is usually done in a 1815: 54:technique and can be seen as an extension of 2486: 1044:The figure on the right plots the predicted 2441: 1444:{\displaystyle \max(0,{\text{constant}}-x)} 1401:{\displaystyle \max(0,x-{\text{constant}})} 1972:ยท (1 โˆ’ (effective number of parameters) / 2718:Learn how and when to remove this message 2610:Heping Zhang and Burton H. Singer (2010) 2351: 2097:Learn how and when to remove this message 1365:function. A hinge function has the form 326:indicates that the relationship between 73:, and a vector of the observed responses 2492: 2474: 2337: 2242:discovering a model from the data is an 1461: 1355:takes one of the following three forms: 972: 477: 158: 36:multivariate adaptive regression splines 18:Multivariate adaptive regression splines 2613:Recursive Partitioning and Applications 214:{\displaystyle {\widehat {y}}=-37+5.1x} 14: 2897: 2662: 2579:The Elements of Statistical Learning 2437: 2435: 2433: 2152:MARS can handle both continuous and 2046: 2035:); in the ozone example it is two. 1884: 977:Variable interaction in a MARS model 482:A simple MARS model of the same data 2505:from the original on April 11, 2022 2446:. New York, NY: Springer New York. 2134:MARS models are more flexible than 1833: 666:has a non-linear relationship with 27:Non-parametric regression technique 24: 2607:(has an example using MARS with R) 2570: 2493:Friedman, Jerome H. (1991-06-01). 2442:Kuhn, Max; Johnson, Kjell (2013). 2250:without constraints on the model.) 1457: 1123: 1120: 1117: 1095: 1092: 1089: 1086: 1064: 1061: 1058: 1055: 1052: 1027: 1024: 1021: 999: 996: 993: 990: 949: 946: 943: 911: 908: 905: 902: 867: 864: 861: 814: 811: 808: 805: 764: 761: 758: 755: 712: 709: 706: 703: 700: 81:. For example, the data could be: 77:, with a response for each row in 25: 2921: 2658: 2596:Extending the Linear Model with R 2430: 1145: 2667: 2051: 2042: 2031:one (i.e. no interactions or an 1692:Hinge functions are also called 1071:{\displaystyle \mathrm {ozone} } 2262:. Unlike MARS, GAMs fit smooth 2223:Extensions and related concepts 2014:(number of Mars terms โˆ’ 1 ) / 2 1150:MARS builds models of the form 1102:{\displaystyle \mathrm {wind} } 1006:{\displaystyle \mathrm {wind} } 678:, and the relationship between 2878:. Chichester, England: Wiley. 2867: 2780:package. Not Friedman's MARS. 2516: 2468: 2414: 2403: 2392: 2331: 2022: 1958:leave-one-out cross-validation 1923:{\displaystyle {\widehat {y}}} 1812:means take the positive part. 1793: 1786: 1760: 1756: 1737: 1731: 1666: 1648: 1636: 1618: 1558: 1540: 1511: 1493: 1476:A key part of MARS models are 1438: 1418: 1395: 1375: 1342: 1336: 1273: 1267: 1231: 1225: 1178: 1172: 1130:{\displaystyle \mathrm {vis} } 1034:{\displaystyle \mathrm {vis} } 953: 927: 921: 892: 871: 845: 824: 795: 774: 745: 580: 568: 519:, with the original values of 508:{\displaystyle {\widehat {y}}} 458: 440: 419: 401: 315:, with the original values of 304:{\displaystyle {\widehat {y}}} 275:{\displaystyle {\widehat {y}}} 246:{\displaystyle {\widehat {y}}} 13: 1: 2324: 1940:Cross-validation (statistics) 64: 2005:Akaike information criterion 1954:Akaike information criterion 1948:Akaike information criterion 1934:Generalized cross validation 322:The data at the extremes of 7: 2444:Applied Predictive Modeling 2287: 2260:Generalized additive models 2077:the claims made and adding 1564:{\displaystyle \max(0,c-x)} 1517:{\displaystyle \max(0,x-c)} 10: 2926: 2792:package for Bayesian MARS. 2304:Rational function modeling 1937: 1852:1) existing terms (called 1819: 1816:The model building process 1704:functions. Instead of the 1594:is a constant, called the 1469: 2616:, 2nd edition. Springer, 2582:, 2nd edition. Springer, 2452:10.1007/978-1-4614-6849-3 2235:to predict probabilities. 2229:Generalized linear models 1889:The forward pass usually 586:{\displaystyle \max(a,b)} 52:non-parametric regression 2905:Nonparametric regression 2532:Statistics and Computing 2340:The Annals of Statistics 1348:{\displaystyle B_{i}(x)} 1279:{\displaystyle B_{i}(x)} 2590:(has a section on MARS) 2544:10.1023/A:1008824606259 140:Here there is only one 2362:10.1214/aos/1176347963 2254:Recursive partitioning 2162:recursive partitioning 2130:article for details). 2128:recursive partitioning 2112:recursive partitioning 1956:that approximates the 1924: 1828:recursive partitioning 1806: 1773: 1718: 1673: 1588: 1565: 1518: 1467: 1445: 1402: 1349: 1307: 1280: 1241: 1204: 1131: 1103: 1072: 1035: 1007: 978: 964: 653: 633: 632:{\displaystyle a>b} 607: 587: 552: 509: 483: 469: 305: 276: 247: 215: 171:for the above data is 164: 2854:STATISTICA Data Miner 2239:Non-linear regression 1938:Further information: 1925: 1807: 1774: 1719: 1717:{\displaystyle \max } 1674: 1589: 1566: 1519: 1470:Further information: 1465: 1446: 1403: 1350: 1308: 1306:{\displaystyle c_{i}} 1281: 1242: 1184: 1132: 1104: 1073: 1036: 1008: 976: 965: 676:independent variables 654: 634: 608: 588: 553: 551:{\displaystyle \max } 510: 481: 470: 306: 277: 248: 216: 162: 2688:improve this article 2314:Spline interpolation 2309:Segmented regression 1905: 1805:{\displaystyle _{+}} 1783: 1772:{\displaystyle _{+}} 1728: 1708: 1609: 1578: 1534: 1487: 1412: 1369: 1323: 1290: 1254: 1157: 1113: 1082: 1048: 1017: 986: 692: 643: 617: 597: 562: 542: 490: 353: 286: 257: 228: 178: 142:independent variable 2840:Commercial software 2700:footnote references 2476:Friedman, Jerome H. 2233:logistic regression 1822:Stepwise regression 319:shown as red dots. 44:regression analysis 2833:for Bayesian MARS. 2812:for Bayesian MARS. 2593:Faraway J. (2005) 2399:CRAN Package earth 2169:variable selection 2062:possibly contains 1920: 1802: 1769: 1714: 1669: 1584: 1561: 1514: 1468: 1441: 1398: 1345: 1303: 1276: 1237: 1127: 1099: 1068: 1031: 1003: 979: 960: 958: 649: 629: 603: 583: 548: 505: 484: 465: 463: 301: 272: 243: 211: 165: 48:Jerome H. Friedman 2885:978-0-471-49036-4 2728: 2727: 2720: 2653:978-0-387-77500-5 2643:Berk R.A. (2008) 2639:978-0-471-49036-4 2622:978-1-4419-6823-4 2605:978-1-58488-424-8 2588:978-0-387-84857-0 2319:Spline regression 2294:Linear regression 2183:linear regression 2136:linear regression 2107: 2106: 2099: 2064:original research 1917: 1885:The backward pass 1856:in this context) 1587:{\displaystyle c} 1430: 1393: 1169: 723: 652:{\displaystyle b} 606:{\displaystyle a} 502: 379: 369: 298: 269: 240: 190: 138: 137: 50:in 1991. It is a 16:(Redirected from 2917: 2910:Machine learning 2890: 2889: 2871: 2791: 2786:function in the 2785: 2779: 2774:function in the 2773: 2767: 2762:function in the 2761: 2755: 2750:function in the 2749: 2723: 2716: 2712: 2709: 2703: 2671: 2670: 2663: 2564: 2563: 2529: 2520: 2514: 2513: 2511: 2510: 2490: 2484: 2483: 2472: 2466: 2465: 2439: 2428: 2418: 2412: 2407: 2401: 2396: 2390: 2389: 2355: 2335: 2299:Local regression 2211: 2207: 2203: 2199: 2195: 2187:Cross-validation 2154:categorical data 2116:regression trees 2102: 2095: 2091: 2088: 2082: 2079:inline citations 2055: 2054: 2047: 1929: 1927: 1926: 1921: 1919: 1918: 1910: 1847:greedy algorithm 1834:The forward pass 1811: 1809: 1808: 1803: 1801: 1800: 1778: 1776: 1775: 1770: 1768: 1767: 1749: 1748: 1723: 1721: 1720: 1715: 1678: 1676: 1675: 1670: 1593: 1591: 1590: 1585: 1570: 1568: 1567: 1562: 1523: 1521: 1520: 1515: 1480:taking the form 1450: 1448: 1447: 1442: 1431: 1428: 1407: 1405: 1404: 1399: 1394: 1391: 1354: 1352: 1351: 1346: 1335: 1334: 1312: 1310: 1309: 1304: 1302: 1301: 1285: 1283: 1282: 1277: 1266: 1265: 1246: 1244: 1243: 1238: 1224: 1223: 1214: 1213: 1203: 1198: 1171: 1170: 1162: 1136: 1134: 1133: 1128: 1126: 1108: 1106: 1105: 1100: 1098: 1077: 1075: 1074: 1069: 1067: 1040: 1038: 1037: 1032: 1030: 1012: 1010: 1009: 1004: 1002: 969: 967: 966: 961: 959: 952: 914: 882: 877: 870: 835: 830: 817: 785: 780: 767: 735: 730: 721: 715: 658: 656: 655: 650: 638: 636: 635: 630: 612: 610: 609: 604: 592: 590: 589: 584: 557: 555: 554: 549: 514: 512: 511: 506: 504: 503: 495: 474: 472: 471: 466: 464: 430: 425: 391: 386: 377: 371: 370: 362: 310: 308: 307: 302: 300: 299: 291: 281: 279: 278: 273: 271: 270: 262: 252: 250: 249: 244: 242: 241: 233: 220: 218: 217: 212: 192: 191: 183: 84: 83: 21: 2925: 2924: 2920: 2919: 2918: 2916: 2915: 2914: 2895: 2894: 2893: 2886: 2872: 2868: 2787: 2783: 2775: 2771: 2763: 2759: 2751: 2747: 2724: 2713: 2707: 2704: 2685: 2676:This article's 2672: 2668: 2661: 2573: 2571:Further reading 2568: 2567: 2527: 2525:"Bayesian MARS" 2521: 2517: 2508: 2506: 2491: 2487: 2473: 2469: 2462: 2440: 2431: 2421:Friedman, J. H. 2419: 2415: 2408: 2404: 2397: 2393: 2336: 2332: 2327: 2290: 2244:inverse problem 2225: 2209: 2205: 2201: 2197: 2193: 2103: 2092: 2086: 2083: 2068: 2056: 2052: 2045: 2025: 1950: 1944:Model selection 1936: 1909: 1908: 1906: 1903: 1902: 1887: 1845:error (it is a 1836: 1824: 1818: 1796: 1792: 1784: 1781: 1780: 1763: 1759: 1744: 1740: 1729: 1726: 1725: 1709: 1706: 1705: 1610: 1607: 1606: 1579: 1576: 1575: 1535: 1532: 1531: 1488: 1485: 1484: 1478:hinge functions 1474: 1460: 1458:Hinge functions 1427: 1413: 1410: 1409: 1390: 1370: 1367: 1366: 1330: 1326: 1324: 1321: 1320: 1297: 1293: 1291: 1288: 1287: 1261: 1257: 1255: 1252: 1251: 1219: 1215: 1209: 1205: 1199: 1188: 1161: 1160: 1158: 1155: 1154: 1148: 1116: 1114: 1111: 1110: 1085: 1083: 1080: 1079: 1051: 1049: 1046: 1045: 1020: 1018: 1015: 1014: 989: 987: 984: 983: 957: 956: 942: 901: 881: 875: 874: 860: 834: 828: 827: 804: 784: 778: 777: 754: 734: 728: 727: 719: 699: 695: 693: 690: 689: 644: 641: 640: 618: 615: 614: 598: 595: 594: 563: 560: 559: 543: 540: 539: 536:hinge functions 494: 493: 491: 488: 487: 462: 461: 429: 423: 422: 390: 384: 383: 375: 361: 360: 356: 354: 351: 350: 290: 289: 287: 284: 283: 261: 260: 258: 255: 254: 253:indicates that 232: 231: 229: 226: 225: 224:The hat on the 182: 181: 179: 176: 175: 67: 42:) is a form of 28: 23: 22: 15: 12: 11: 5: 2923: 2913: 2912: 2907: 2892: 2891: 2884: 2865: 2864: 2863: 2857: 2851: 2844: 2843: 2841: 2837: 2836: 2835: 2834: 2828: 2823: 2815: 2814: 2813: 2808:from the book 2803: 2795: 2794: 2793: 2781: 2769: 2757: 2738: 2737: 2735: 2726: 2725: 2680:external links 2675: 2673: 2666: 2660: 2659:External links 2657: 2656: 2655: 2641: 2625: 2608: 2591: 2572: 2569: 2566: 2565: 2538:(4): 337โ€“346. 2515: 2485: 2467: 2460: 2429: 2413: 2402: 2391: 2353:10.1.1.382.970 2329: 2328: 2326: 2323: 2322: 2321: 2316: 2311: 2306: 2301: 2296: 2289: 2286: 2285: 2284: 2278: 2272: 2266:or polynomial 2257: 2251: 2236: 2224: 2221: 2220: 2219: 2216: 2213: 2190: 2179: 2176: 2172: 2165: 2157: 2150: 2143:neural network 2139: 2120:decision trees 2105: 2104: 2059: 2057: 2050: 2044: 2041: 2033:additive model 2024: 2021: 2016: 2015: 1997: 1996: 1978: 1977: 1935: 1932: 1916: 1913: 1886: 1883: 1835: 1832: 1817: 1814: 1799: 1795: 1791: 1788: 1766: 1762: 1758: 1755: 1752: 1747: 1743: 1739: 1736: 1733: 1713: 1680: 1679: 1668: 1665: 1662: 1659: 1656: 1653: 1650: 1647: 1644: 1641: 1638: 1635: 1632: 1629: 1626: 1623: 1620: 1617: 1614: 1583: 1572: 1571: 1560: 1557: 1554: 1551: 1548: 1545: 1542: 1539: 1525: 1524: 1513: 1510: 1507: 1504: 1501: 1498: 1495: 1492: 1472:Hinge function 1459: 1456: 1440: 1437: 1434: 1426: 1423: 1420: 1417: 1397: 1389: 1386: 1383: 1380: 1377: 1374: 1344: 1341: 1338: 1333: 1329: 1318:basis function 1300: 1296: 1275: 1272: 1269: 1264: 1260: 1248: 1247: 1236: 1233: 1230: 1227: 1222: 1218: 1212: 1208: 1202: 1197: 1194: 1191: 1187: 1183: 1180: 1177: 1174: 1168: 1165: 1147: 1146:The MARS model 1144: 1125: 1122: 1119: 1097: 1094: 1091: 1088: 1066: 1063: 1060: 1057: 1054: 1029: 1026: 1023: 1001: 998: 995: 992: 971: 970: 955: 951: 948: 945: 941: 938: 935: 932: 929: 926: 923: 920: 917: 913: 910: 907: 904: 900: 897: 894: 891: 888: 885: 880: 878: 876: 873: 869: 866: 863: 859: 856: 853: 850: 847: 844: 841: 838: 833: 831: 829: 826: 823: 820: 816: 813: 810: 807: 803: 800: 797: 794: 791: 788: 783: 781: 779: 776: 773: 770: 766: 763: 760: 757: 753: 750: 747: 744: 741: 738: 733: 731: 729: 726: 720: 718: 714: 711: 708: 705: 702: 698: 697: 648: 628: 625: 622: 602: 582: 579: 576: 573: 570: 567: 547: 501: 498: 476: 475: 460: 457: 454: 451: 448: 445: 442: 439: 436: 433: 428: 426: 424: 421: 418: 415: 412: 409: 406: 403: 400: 397: 394: 389: 387: 385: 382: 376: 374: 368: 365: 359: 358: 297: 294: 268: 265: 239: 236: 222: 221: 210: 207: 204: 201: 198: 195: 189: 186: 163:A linear model 136: 135: 132: 128: 127: 124: 120: 119: 116: 112: 111: 108: 104: 103: 100: 96: 95: 90: 66: 63: 46:introduced by 26: 9: 6: 4: 3: 2: 2922: 2911: 2908: 2906: 2903: 2902: 2900: 2887: 2881: 2877: 2870: 2866: 2861: 2858: 2856:from StatSoft 2855: 2852: 2849: 2846: 2845: 2842: 2839: 2838: 2832: 2829: 2827: 2824: 2822: 2819: 2818: 2816: 2811: 2807: 2804: 2802: 2799: 2798: 2797:Matlab code: 2796: 2790: 2782: 2778: 2770: 2766: 2758: 2754: 2746: 2745: 2743: 2740: 2739: 2736: 2734:Free software 2733: 2732: 2731: 2722: 2719: 2711: 2701: 2697: 2696:inappropriate 2693: 2689: 2683: 2681: 2674: 2665: 2664: 2654: 2650: 2646: 2642: 2640: 2636: 2632: 2631: 2626: 2623: 2619: 2615: 2614: 2609: 2606: 2602: 2598: 2597: 2592: 2589: 2585: 2581: 2580: 2575: 2574: 2561: 2557: 2553: 2549: 2545: 2541: 2537: 2533: 2526: 2519: 2504: 2500: 2496: 2489: 2482:. Birkhauser. 2481: 2477: 2471: 2463: 2461:9781461468486 2457: 2453: 2449: 2445: 2438: 2436: 2434: 2426: 2422: 2417: 2411: 2406: 2400: 2395: 2387: 2383: 2379: 2375: 2371: 2367: 2363: 2359: 2354: 2349: 2345: 2341: 2334: 2330: 2320: 2317: 2315: 2312: 2310: 2307: 2305: 2302: 2300: 2297: 2295: 2292: 2291: 2282: 2281:Bayesian MARS 2279: 2276: 2273: 2269: 2265: 2261: 2258: 2255: 2252: 2249: 2245: 2240: 2237: 2234: 2230: 2227: 2226: 2217: 2214: 2191: 2188: 2184: 2180: 2177: 2173: 2170: 2166: 2163: 2158: 2155: 2151: 2148: 2147:random forest 2144: 2140: 2137: 2133: 2132: 2131: 2129: 2125: 2121: 2117: 2113: 2101: 2098: 2090: 2080: 2076: 2072: 2066: 2065: 2060:This article 2058: 2049: 2048: 2043:Pros and cons 2040: 2036: 2034: 2028: 2020: 2013: 2012: 2011: 2008: 2006: 2002: 1994: 1993: 1992: 1989: 1987: 1983: 1975: 1971: 1968:GCV = RSS / ( 1967: 1966: 1965: 1963: 1959: 1955: 1949: 1945: 1941: 1931: 1914: 1911: 1898: 1895: 1892: 1882: 1880: 1875: 1870: 1866: 1863: 1860: 1857: 1855: 1850: 1848: 1844: 1839: 1831: 1829: 1823: 1813: 1797: 1789: 1764: 1753: 1750: 1745: 1741: 1734: 1703: 1699: 1695: 1690: 1687: 1685: 1663: 1660: 1657: 1654: 1651: 1642: 1639: 1633: 1630: 1627: 1624: 1621: 1612: 1605: 1604: 1603: 1599: 1597: 1581: 1555: 1552: 1549: 1546: 1543: 1530: 1529: 1528: 1508: 1505: 1502: 1499: 1496: 1483: 1482: 1481: 1479: 1473: 1464: 1455: 1452: 1435: 1432: 1424: 1421: 1387: 1384: 1381: 1378: 1364: 1359: 1356: 1339: 1331: 1327: 1319: 1314: 1298: 1294: 1270: 1262: 1258: 1234: 1228: 1220: 1216: 1210: 1206: 1200: 1195: 1192: 1189: 1185: 1181: 1175: 1166: 1163: 1153: 1152: 1151: 1143: 1139: 1042: 975: 939: 936: 933: 930: 918: 915: 898: 895: 886: 883: 879: 857: 854: 851: 848: 839: 836: 832: 821: 818: 801: 798: 789: 786: 782: 771: 768: 751: 748: 739: 736: 732: 724: 716: 688: 687: 686: 683: 681: 677: 673: 669: 665: 660: 646: 626: 623: 620: 600: 577: 574: 571: 537: 533: 528: 526: 522: 518: 499: 496: 480: 455: 452: 449: 446: 443: 434: 431: 427: 416: 413: 410: 407: 404: 395: 392: 388: 380: 372: 366: 363: 349: 348: 347: 345: 341: 337: 333: 329: 325: 320: 318: 314: 295: 292: 266: 263: 237: 234: 208: 205: 202: 199: 196: 193: 187: 184: 174: 173: 172: 170: 161: 157: 155: 151: 147: 143: 133: 130: 129: 125: 122: 121: 117: 114: 113: 109: 106: 105: 101: 98: 97: 94: 91: 89: 86: 85: 82: 80: 76: 72: 62: 59: 57: 56:linear models 53: 49: 45: 41: 37: 33: 19: 2875: 2869: 2809: 2729: 2714: 2708:October 2016 2705: 2690:by removing 2677: 2647:, Springer, 2644: 2629: 2612: 2595: 2578: 2535: 2531: 2518: 2507:. 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Index

Multivariate adaptive regression splines
statistics
regression analysis
Jerome H. Friedman
non-parametric regression
linear models
independent variable

linear model

independent variables

basis function

Hinge function
piecewise
ramp
hockey stick
rectifier
Stepwise regression
recursive partitioning
residual
greedy algorithm
brute-force
heuristic
overfits
Cross-validation (statistics)
Model selection
Akaike information criterion
Akaike information criterion

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