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MARS (Multivariate Adaptive Regression Splines) is a companion to CART that focuses on the development and deployment of accurate and easy-to-understand regression models. The MARS model is designed to predict continuous numeric outcomes such the average monthly bill of a mobile phone customer or the amount that a shopper is expected to spend in a web site visit. MARS is also capable of producing high quality probability models for a yes/no outcome. A dramatic improvement over conventional stepwise and other automated regression tools, MARS performs variable selection, variable transformation, interaction detection, and self-testing, all automatically and at high speed. The MARS model is a regression but with automatically generated non-linearities and interactions included. A number of independent scientific studies have reported that MARS often outperforms neural networks in predictive accuracy while training from 100 to 1000 times faster. |