Modeling and evaluation – MARS

How would you like a modeling technique that provides all of the following:

  • Offers the flexibility to build linear and nonlinear models for both regression and classification
  • Can support variable interaction terms
  • Is simple to understand and explain
  • Requires little data processing
  • Handles all types of data: numeric and categorical
  • Performs well on unseen data, that is, it does well in a bias-variance trade-off 

If that all sounds appealing, then I cannot recommend the use of MARS models enough. I've found them to perform exceptionally well. In fact, in a past classification problem of mine, they outperformed both a random forest and boosted trees on test/validation data.

To understand MARS is quite simple: ...

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