模型评量与选择的系统与方法;SYSTEM AND METHOD FOR RATING AND SELECTING MODELS

摘要

本发明提供了一种以电脑实现的方法和系统来使用逐步的方式去识别相对于一个标竿模型之优越模型，同时此方法和系统减小资料窥视偏差并增加检定效能。通过以逐步的方式控制诸如总体错误率(Family-wise Error Rate，FWER)和/或错误发现率(False Discovery Proportion，FDP)等误差度量，可以减小或避免资料窥视偏差。通过放宽总体错误率以容许更多错误地拒绝的模型以及应用重新中心化技术以将评估中包括的潜在「不良」模型纳入考虑，可以增大该方法的检定效能。 Computer-implemented method and system are provided to identify superior models relative to a benchmark model in a step-wise fashion while reducing data snooping bias and increasing the test power. The data snooping bias may be reduced or avoided by controlling, in a step-wise fashion, a measure of error such as generalized family-wise error rate (FWER) and/or false discovery proportion (FDP). The test power of the method may be increased by relaxing the generalized FWER to tolerate more falsely rejected models and applying re-centering techniques to account for the inclusion of potentially “poor”