A Gaussian copula regression model for movie box-office revenues prediction

In this article, we revisit the task of movie box-office revenues prediction using multi-type features. The movie box-office revenues are affected by numerous factors. Previous work with discriminative models assumes these factors are identically and independently distributed. The correlations between these factors are rarely considered, which limited the performances of discriminative models in this task. To address these problems, we investigate a novel Gaussian copula regression model. Based on this model, we do not need to make any prior assumptions about the marginal distributions of the features. In particular, we perform a cumulative probability estimation on each of the smoothed features. The estimation learns the marginal distributions and maps all features into a uniform vector space. Sequentially, we bridge the marginal distributions with a copula function to create their joint distribution, and learn the dependency structure between them. Moreover, we propose a computational-efficient approximate algorithm for responsible variable inference. Experimental results on two movie datasets from Chinese and U.S. market show that our approach outperforms strong discriminative regression baselines.