Combining Data Envelopment Analysis and Machine Learning

نویسندگان

چکیده

Data Envelopment Analysis (DEA) is one of the most used non-parametric techniques for technical efficiency assessment. DEA exclusively concerned about minimization empirical error, satisfying, at same time, some shape constraints (convexity and free disposability). Unfortunately, by construction, a descriptive methodology that not preventing overfitting. In this paper, we introduce new allows estimating polyhedral technologies following Structural Risk Minimization (SRM) principle. This technique called Analysis-based Machines (DEAM). Given method controls generalization error model, corresponding estimate technology does suffer from Moreover, notion ?-insensitivity also introduced, generating more robust definition efficiency. Additionally, show DEAM can be seen as machine learning-type extension DEA, satisfying microeconomic postulates except minimal extrapolation. Finally, performance evaluated through simulations. We conclude frontier estimator derived better than associated with DEA. The bias mean squared obtained are smaller in all scenarios analyzed, regardless number variables DMUs.

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Article history: Received 4 December 2009 Received in revised form 1 June 2011 Accepted 2 July 2011 Available online 12 July 2011

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ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math10060909