论文标题

基于规则的贝叶斯回归

Rule-based Bayesian regression

论文作者

Botsas, Themistoklis, Mason, Lachlan R., Pan, Indranil

论文摘要

我们介绍了一种基于新规则的方法来处理回归问题。新方法从两个框架中传递了元素:(i)它提供了有关使用贝叶斯推论的感兴趣参数的不确定性的信息,并且(ii)允许通过基于规则的系统合并专家知识。这两个不同框架的混合可能对各种领域(例如工程)特别有益,即使不确定性量化的重要性促使贝叶斯方法的重要性,也没有简单的方法将研究人员的直觉纳入模型。我们通过将模型应用于合成应用来验证我们的模型:一个简单的线性回归问题和基于部分微分方程的两个复杂结构。最后,我们回顾了方法论的优势,包括实施的简单性,由于附加信息而导致的不确定性降低以及在某些情况下的推导得出更好的点预测,我们主要从计算复杂性的角度来解决局限性,例如在选择适当的AlgorithM和附加的计算率的困难。

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference, and (ii) it allows the incorporation of expert knowledge through rule-based systems. The blending of those two different frameworks can be particularly beneficial for various domains (e.g. engineering), where, even though the significance of uncertainty quantification motivates a Bayesian approach, there is no simple way to incorporate researcher intuition into the model. We validate our models by applying them to synthetic applications: a simple linear regression problem and two more complex structures based on partial differential equations. Finally, we review the advantages of our methodology, which include the simplicity of the implementation, the uncertainty reduction due to the added information and, in some occasions, the derivation of better point predictions, and we address limitations, mainly from the computational complexity perspective, such as the difficulty in choosing an appropriate algorithm and the added computational burden.

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