| Testing:
MARS - Multivariate Adaptive Regression Splines
(Highly-automated tool for regression analysis)
The Client. Salford Systems San Diego, California USA The Challenge: Testing of new versions of the software. The Solution: The testing for stability of the software, complete testing of Graphic User Interface(tests for functionality of all menu items, dialogues, control elements, keystrokes), testing of engine for full functionality, re-testing of each build of the program. MARS is an innovative and flexible modeling tool that automates the building of accurate predictive models for continuous and binary dependent variables. Multivariate Adaptive Regression Splines was developed in the early 1990s by Jerry Friedman, a world-renowed statistician and one of the co-developers of CART. Our MARS, based on the original code, has been substantially enhanced with new features and capabilities in exclusive collaboration with Friedman. MARS excels at finding optimal variable transformations and interactions, the complex data structure that often hides in high-dimensional data. In doing so, this new-generation approach to data mining uncovers business-critical data patterns and relationships that are difficult, if not impossible, for other approaches to uncover. Given a target variable and a set of candidate predictor variables, MARS automates all aspects of model development, including: Separating relevant from irrelevant predictors Large numbers of variables are examined using efficient algorithms, and all promising variables are identified. Transforming predictor variables exhibiting a nonlinear relationship with the target variable Every variable selected for entry into the model is repeatedly checked for non-linear response. Highly non-linear functions can be traced with precision via essentially piecewise regression. Determining interactions between predictor variables MARS repeatedly searches through the interactions allowed by the analyst. Unlike recursive partitioning schemes, MARS models may be constrained to forbid interactions of certain types, thus allowing some variables to enter only as main effects, while allowing other variables to enter as interactions, but only with a specified subset of other variables. Handling missing values with new nested variable techniques Certain variables are deemed to be meaningful (possibly non-missing) in the model only if particular conditions are met (e.g., X has a meaningful non-missing value only if categorical variable Y has a value in some range). Conducting extensive self-tests to protect against overfitting The user can choose to reserve a random subset of data for test, or use v-fold cross-validation to tune the final model selection parameters. MARS enables analysts to rapidly search through all possible models and to quickly identify the optimal solution, providing insights that can lead to a definitive competitive advantage. Also, because the software can be exploited via an easy-to-use GUI, intelligent default settings, and aesthetically appealing output, for the first time analysts at all levels can easily access MARS' innovations. MARS for Windows also incorporates two alternative control modes that extend the program's features and capabilities. In addition to controlling MARS with the GUI, you can also issue commands at the command prompt or submit a command file. Configuration and Tools: Hardware: IBM PC; Operating System: Windows operating systems family (95/98, NT/2000); |