Conditionally Decorrelated Multi-Target Regression

Abstract

Multi-target regression (MTR) has attracted an increasing amount of attention in recent years. The main challenge in multi-target regression is to create predictive models for problems with multiple continuous targets by considering the inter-target correlation which can greatly influence the predictive performance. There is another thing that most of existing methods omit, the impact of inputs in target correlations (conditional target correlation). In this paper, a novel MTR framework, termed as Conditionally Decorrelated Multi-Target Regression (CDMTR) is proposed. CDMTR learns from the MTR data following three elementary steps: clustering analysis, conditional target decorrelation and multi-target regression models induction. Experimental results on various benchmark MTR data sets approved that the proposed method enjoys significant advantages compared to other state-of-the art MTR methods.