Machine Learning for Panel Data

2022 4 26
1 个回答
更新时间：2022 5 4
4 次查看（30 天）

0 个投票

Can anyone please confirm whether Matlab supports machine learning methods for panel/longitudinal data?
I have not been able to find anything around trees/random forests etc.
Many thanks

请先登录，再回答此问题。

回答（1 个）

Hiro Yoshino
Hiro Yoshino 2022-4-27

0 个投票

Yes, it does.
table type variable is supported by many ML models. For example, SVM (https://jp.mathworks.com/help/stats/fitcecoc.html) accepts "Tbl" (table) as a first argument.
This is where "table" is elaborated https://jp.mathworks.com/help/matlab/tables.html

3 个评论
显示 1更早的评论 隐藏 1更早的评论

Nick
Nick 2022-4-27
Thanks very much Hiro.
Does that also accept unbalanced panel data or do they have to be balanced?
Also, in my case I have a dataset broadly similar to this one:
load RetailCreditPanelData.mat
I couldn't see in the links you provided how or where I'd let the model know to use the ID (Loan Identifier column in this example) such that it understands that the data is indeed panel data with the ID variable being the variable that distinguishes it between individuals.
Hiro Yoshino
Hiro Yoshino 2022-4-29
Looks like you need to get yourself familiarized with the MATLAB documentation a bit more.
Let's us take https://www.mathworks.com/help/stats/fitcecoc.html#namevaluepairarguments as an example.
You will see the available syntaxes as follows:
Mdl = fitcecoc(Tbl,ResponseVarName)
Mdl = fitcecoc(Tbl,formula)
Mdl = fitcecoc(Tbl,Y)
Mdl = fitcecoc(X,Y)
Mdl = fitcecoc(___,Name,Value)
[Mdl,HyperparameterOptimizationResults] = fitcecoc(___,Name,Value)
then you may want to puress the link to the "Name" & "Value" option. This option allows you to tune the model finely as you wish. In the list of this option, you'll find "PredictorNames" and "ResponseName". These are where you specify the predictors and the response respectively.
Nick
Nick 2022-5-4
编辑：Nick 2022-5-4
Thank you Hiro. Apologies for being repetitive but having gone through the links I still have trouble understanding this.
In this simple example below how exactly do I add the ID variable (data.ID) in this model given this is a panel data set where there are different borrowers (i.e. different IDs) with several observations under each ID?
load RetailCreditPanelData.mat
data = data(1:1000,:);
X = data(:,[2:3,5]);
Y = data.Default;
Model1 = fitcecoc(X,Y);

请先登录，再进行评论。

类别

在 帮助中心 和 File Exchange 中查找有关 Support Vector Machine Regression 的更多信息

产品

版本

R2020b

标签

提问:

Nick
Nick
2022-4-26

编辑：

Nick
Nick
2022-5-4

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by