Motivation for Dynamic coefficient model

[thekingofkings]

Motivation

In different regions, the feature effects are different. For example, in the South and North part of Chicago, the linear model have different parameters.

Solution

Build a dynamic coefficient model for the crime count prediction problem.

dynamic-coefficient-model.pdf

Target Here

In this thread, we focus the first issue. The motivating example to train dynamic coefficient model, instead of a single group of coefficients.

The dynamic coefficient model will be splitted into another thread.

[thekingofkings]

Step one:

Truly observe that by learning two separate models for south and north Chicago will give better prediction accuracy.

[thekingofkings]

In the commit above, the separate models do not have better performance.

One issue could be that when I separate model, I also separate the data. With less correlation information, the degenerated prediction accuracy is as expected.

[thekingofkings]

Step one revise

Build separate models for north and south. Meanwhile, keep all the social/spatial lag information at hand. Namely, when train a model on North Chicago, the flow from south should be captured in the model.

[thekingofkings]

Good examples are found. This thread should be closed. We move to issue #10