New Methods of Enhancing Prediction Accuracy in Linear Models with Missing Data
  In this paper, prediction for linear systems with missing information is
investigated. New methods are introduced to improve the Mean Squared Error
(MSE) on the test set in comparison to state-of-the-art methods, through
appropriate tuning of Bias-Variance trade-off. First, the use of proposed Soft
Weighted Prediction (SWP) algorithm and its efficacy are depicted and compared
to previous works for non-missing scenarios. The algorithm is then modified and
optimized for missing scenarios. It is shown that controlled over-fitting by
suggested algorithms will improve prediction accuracy in various cases.
Simulation results approve our heuristics in enhancing the prediction accuracy.
