MARS software description

Introducing MARS, a new high speed predictive modeling solution that provides superior forecasting accuracy. An essential component of any comprehensive data mining solution, MARS automates the development and deployment of accurate and easy to understand regression models. Use MARS to build business intelligence solutions for problems such as predicting credit card holder balances, insurance claim losses, customer catalog orders, and cell phone usage.

 

 

 

 

MARS is an innovative and flexible modeling tool that automates the building of accurate predictive models for continuous and binary dependent variables. Multivariate Adaptive Regression Splines was developed in the early 1990s by Jerry Friedman, a world renowned statistician and one of the co-developers of CART. Salford Systems' MARS, based on the original code, has been substantially enhanced with new features and capabilities in exclusive collaboration with Friedman. MARS excels at finding optimal variable transformations and interactions, the complex data structure that often hides in high dimensional data. In doing so, this new generation approach to data mining uncovers business critical data patterns and relationships that are difficult, if not impossible, for other approaches to uncover.

Features and Capabilities

Given a target variable and a set of candidate predictor variables, MARS automates all aspects of model development, including:

Separating relevant from irrelevant predictors

Large numbers of variables are examined using efficient algorithms, and all promising variables are identified.

Transforming predictor variables exhibiting a nonlinear relationship with the target variable

Every variable selected for entry into the model is repeatedly checked for non-linear response. Highly non-linear functions can be traced with precision via essentially piecewise regression.

Determining interactions between predictor variables

MARS repeatedly searches through the interactions allowed by the analyst. Unlike recursive partitioning schemes, MARS models may be constrained to forbid interactions of certain types, thus allowing some variables to enter only as main effects, while allowing other variables to enter as interactions, but only with a specified subset of other variables.

Handling missing values with new nested variable techniques

Certain variables are deemed to be meaningful (possibly non missing) in the model only if particular conditions are met (e.g., X has a meaningful non missing value only if categorical variable Y has a value in some range).

Conducting extensive self tests to protect against overfitting

The user can choose to reserve a random subset of data for test, or use v-fold cross validation to tune the final model selection parameters. MARS enables analysts to rapidly search through all possible models and to quickly identify the optimal solution, providing insights that can lead to a definitive competitive advantage. And, because the software can be exploited via an easy to use GUI, intelligent default settings, and aesthetically appealing output, for the first time analysts at all levels can easily access MARS' innovations. MARS for Windows also incorporates two alternative control modes that extend the program's features and capabilities. In addition to controlling MARS with the GUI, you can also issue commands at the command prompt or submit a command file.

MARS Graphical User Interface

MARS' easy to use GUI allows the user to control the variables and functional forms to be entered into the model and the interactions to be considered or forbidden, while allowing the MARS algorithm to optimize those parts of the model the analyst chooses to leave free. Once the model is selected, the user can easily remove or add terms, instantly see the impact of changes on model fit, review diagnostics that assist in model selection, save the model and apply the model to new data for prediction.

Output of MARS

MARS output is an easy to deploy regression model that can be automatically applied to new data from within MARS itself or exported as ready to run SAS and C source code. To facilitate interpretation of the model, the output also includes interpretive summary reports as well as exportable two- and three dimensional curve and surface plots.

Ordering

For price information and ordering, please visit the Prices and Ordering Page

Manufacturer page

Science Plus Group is a distributor for this product. You can also visit the Salford Systems website, the manufacturer of this product.