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    題名: 貝式模型平均法在預測分析之應用
    The Application of Bayesian Model Averaging for Predictive Analysis
    作者: 郭東穎
    貢獻者: 翁久幸
    郭東穎
    關鍵詞: 貝式平均法
    預測分析
    logistic regression
    occam`s window
    laplace approximation
    Bayesian Model Averaging
    日期: 2013
    上傳時間: 2014-07-21 15:36:29 (UTC+8)
    摘要: 當論及二元變數的分類問題，邏輯斯迴歸模型是個常用的典型模型。傳統的邏輯斯模型建置，往往會面臨模型選擇的問題，其方法例如逐步迴歸 (stpewise) 選取法。然而，在這種以單一模型作為最終架構的方式可能會遇到某些困難；例如模型不確定性，以及當多個模型在選取準則方面皆表現良好，而難以抉擇該使用何者為最終模型的問題。在本文中，我們引入貝式模型平均法 (BMA) 作應用，希望不僅能夠降低這些問題的影響，並且期望能夠增進模型在預測上面的表現，此外，透過Occam’s window以及Laplace近似法，能夠將貝式模型平均法方法中較複雜的運算變得容易且更有效率。最後，我們對CARVANA的車輛資料做實證分析，運用了交叉驗證模擬決策點、以及誤差抽樣等分析技巧，分別針對貝式模型平均法、逐步選取法以及未做選取法來建立模型，進而比較。從實證結果顯示，在F-measure的評估架構下，貝式模型平均法以及精確率 (precision) 的表現較佳，而逐步迴歸 (stpewise) 選取法則在回應率的 (recall) 上的表現較佳，說明BMA方法不僅能夠改善先前的問題且在某些情況下，能夠提升模型預測上面的精確性。
    Logistic regression serves as a classical model to be used when it comes to the binary classification problem. In logistic regression, it is common to choose one model by some selected process such as stepwise method. However, using single model structure would confront with some problems such as model uncertainty and the difficulty in choosing among the models when they perform similarly. In this thesis, we aim to take uncertainty into consideration and refine the predictive performance via Bayesian Model Averaging (BMA). BMA, which considers all possible models, attempts to solve the uncertainty by rendering the posterior probability of models as the weight to average. Additionally, Occam’s window and Laplace approximation would be employed to be more efficient in calculation process. Finally, Cavana vehicle auction data would be demonstrated and applied by BMA method, stepwise model and full one. Equipped with the techniques including under-sampling and cutting-point simulation. For the performances of F-measures and precision, BMA method is better. While stepwise model work out for recall assessment. The result unveils that Bayesian Model Averaging approach not only makes up model uncertainty but also enhances the precision of prediction in some situations.
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    描述: 碩士
    國立政治大學
    統計研究所
    101354007
    102
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0101354007
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

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