Generating artificial data with monotonicity constraints
The monotonicity constraint is a common side condition imposed on modeling problems as diverse as hedonic pricing, personnel selection and credit rating. Experience tells us that it is not trivial to generate artificial data for supervised learning problems when the monotonicity constraint holds. Two algorithms are presented in this paper for such learning problems. The first one can be used to generate random monotone data sets without an underlying model, and the second can be used to generate monotone decision tree models. If needed, noise can be added to the generated data. The second algorithm makes use of the first one. Both algorithms are illustrated with an example.
|Econometric Institute Research Papers
|Erasmus School of Economics
Potharst, R., & van Wezel, M. (2005). Generating artificial data with monotonicity constraints (No. EI 2005-06). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/1916