Balancing Complex Signals for Robust Predictive Modeling

Abstract

Robust predictive modeling is the process of creating, validating, and testing models to obtain better prediction outcomes. Datasets usually contain outliers whose trend deviates from the most data points. Conventionally, outliers are removed from the training dataset during preprocessing before building predictive models. Such models, however, may have poor predictive performance on the unseen testing data involving outliers. In modern machine learning, outliers are regarded as complex signals because of their significant role and are not suggested for removal from the training dataset. Models trained in modern regimes are interpolated (over trained) by increasing their complexity to treat outliers locally. However, such models become inefficient as they require more training due to the inclusion of outliers, and this also compromises the models’ accuracy. This work proposes a novel complex signal balancing technique that may be used during preprocessing to incorporate the maximum number of complex signals (outliers) in the training dataset. The proposed approach determines the optimal value for maximum possible inclusion of complex signals for training with the highest performance of the model in terms of accuracy, time, and complexity. The experimental results show that models trained after preprocessing with the proposed technique achieve higher predictive accuracy with improved execution time and low complexity as compared to traditional predictive modeling.