Microsoft Corporation
Warm start generalized additive mixed-effect (game) framework

Abstract:

In an example embodiment, a warm-start training solution is used to dramatically reduce the computational resources needed to train when retraining a generalized additive mixed-effect (GAME) model. The problem of retraining time is particularly applicable to GAME models, since these models take much longer to train as the data grows. In the past, the strategy to reduce computational resources during retraining was to use less training data, but this affects the model quality, especially for GAME models, which rely on fine-grained sub-models at, for example, member or item levels. The present solution addresses the computational resources issues without sacrificing GAME model accuracy.