Machine learning of predictive models using partial regression trends

摘要

An input is selected from a set of inputs used by a prediction model to produce an initial predicted value of an outcome. A changed predicted value of the outcome is produced by removing the selected input from the inputs to the model. An actual value of the outcome is obtained. A label residual is computed using the actual value and the changed predicted value. A second prediction model is formed to predict a value of the selected input. A variable residual is computed using an actual value and the predicted value of the selected input. An expression is generated of a plot of the label residual and the variable residual. The selected input is transformed, to form a transformed selected input, where the model produces a second predicted value of the outcome by using the transformed selected input.