Jibin Mathew
Jibin Mathew

Reputation: 5102

Is there an machine learning algorithm that combines classification and regression into one

I have a data set , wherein I want to predict the component and along with components I need to predict their proportions as well which seems to me like classification+regression. Is there any python library which does that? Is there a deep learning method for this ? Also i understand this task can be done in 2 separate step but is there a way to combine these operations.

The solution format that I expect is as a prediction I must get

class A : 34% class B : 46% Class U : 20%

assuming that classes exist from A to Z, and the composition may have increase or decrease in number of classes.

Upvotes: 2

Views: 735

Answers (1)

Astik Anand
Astik Anand

Reputation: 13047

Latent class regression

The problem that you are describing can be solved by latent class regression, or cluster-wise regression, or it's extension mixture of generalized linear models that are all members of a wider family of finite mixture models, or latent class models.

It's not a combination of classification (supervised learning) and regression per se, but rather of clustering (unsupervised learning) and regression. The basic approach can be extended so that you predict the class membership using concomitant variables, what makes it even closer to what you are looking for. In fact, using latent class models for classification was described by Vermunt and Magidson (2003) who recommend it for such pourpose.

It is explained in detail here

Upvotes: 1

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