Feature selection when there are many influential features
نویسندگان
چکیده
منابع مشابه
Model Selection when there are Multiple Breaks
We consider model selection facing uncertainty over the choice of variables and the occurrence and timing of multiple location shifts. General-to-simple selection is extended by adding an impulse indicator for every observation to the set of candidate regressors: see Johansen and Nielsen (2009). We apply that approach to a fat-tailed distribution, and to processes with breaks: Monte Carlo exper...
متن کاملAnalyzing Preference Rankings when There Are Too Many Alternatives
Consumer preferences can be measured by rankings of alternatives. When there are too many alternatives, this consumer task becomes complex. One option is to have consumers rank only a subset of the available alternatives. This has an impact on subsequent statistical analysis, as now a large amount of ties is observed. We propose a simple methodology to perform proper statistical analysis in thi...
متن کاملHigher Criticism Thresholding: Optimal Feature Selection when Useful Features
Motivated by many ambitious modern applications – genomics and proteomics are examples, we consider a two-class linear classification in high-dimensional, low-sample size setting (a.k.a. p n). We consider the case where among a large number of features (dimensions), only a small fraction of them is useful. The useful features are unknown to us, and each of them contributes weakly to the classif...
متن کاملHigher criticism thresholding: Optimal feature selection when useful features are rare and weak.
In important application fields today-genomics and proteomics are examples-selecting a small subset of useful features is crucial for success of Linear Classification Analysis. We study feature selection by thresholding of feature Z-scores and introduce a principle of threshold selection, based on the notion of higher criticism (HC). For i = 1, 2, ..., p, let pi(i) denote the two-sided P-value ...
متن کاملHow many tastes are there?
How many basic tastes are there? Most people list four: sweet, sour, salty and bitter. Those with a background in the chemosensory sciences usually add a fifth, umami. But why stop there? There is growing evidence that there are more—perhaps many more. The idea that there are four basic tastes goes back at least as far as ancient Greece, so if there are more than four basic tastes why haven't t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2014
ISSN: 1350-7265
DOI: 10.3150/13-bej536