Multi-target regression (MTR) regards predictive problems with multiple numerical targets. To solve this, machine learning techniques can model solutions treating each target as a separated problem based only on the input features. Nonetheless, modelling inter-target correlation can improve predictive performance. When performing MTR tasks using the statistical dependencies of targets, several approaches put aside the evaluation of each pair-wise correlation between those targets, which may differ for each problem. Besides that, one of the main drawbacks of the current leading MTR method is its high memory cost. In this paper, we propose a novel MTR method called Multi-output Tree Chaining (MOTC) to overcome the mentioned disadvantages. Our method provides an interpretative internal tree-based structure which represents the relationships between targets denominated Chaining Trees (CT). Different from the current techniques, we compute the outputs dependencies, one-by-one, based on the Random Forest importance metric. Furthermore, we proposed a memory friendly approach which reduces the number of required regression models when compared to a leading method, reducing computational cost. We compared the proposed algorithm against three MTR methods (Single-target-ST; Multi-Target Regressor Stacking-MTRS; and Ensemble of Regressor Chains-ERC) on 18 benchmark datasets with two base regression algorithms (Random Forest and Support Vector Regression). The obtained results show that our method is superior to the ST approach regarding predictive performance, whereas, having no significant difference from ERC and MTRS. Moreover, the interpretative tree-based structures built by MOTC pose as great insight on the relationships among targets. Lastly, the proposed solution used significantly less memory than ERC being very similar in predictive performance.
Purchasing air tickets by the lowest price is a challenging task for consumers since the prices might fluctuate over time influenced by several factors. In order to support users’ decision, some price prediction techniques have been developed. Considering that this problem could be solved by multi-target approaches from Machine Learning, this work proposes a novel method looking forward to obtaining an improvement in air ticket prices prediction. The method, called Deep Regressor Stacking (DRS), applies a naive deep learning methodology to reach more accurate predictions. To evaluate the contribution of the DRS, it was compared with the competence of the single-target regression and two state-of-the-art multi-target regressions (Stacked Single Target and Ensemble of Regressor Chains). All four approaches were performed based on Random Forest and Support Vector Machine algorithms over two real-life airfares datasets. After results, it was concluded DRS outperformed the other three methods, being the most indicated (most predictive) to assist air passengers in the prediction of flight ticket price.
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