Multistart Strategy Using Delta Test for Variable Selection

نویسنده

  • Dusan Sovilj
چکیده

Proper selection of variables is necessary when dealing with large number of input dimensions in regression problems. In the paper, we investigate the behaviour of landscape that is formed when using Delta test as the optimization criterion. We show that simple and greedy Forward-backward selection procedure with multiple restarts gives optimal results for data sets with large number of samples. An improvement to multistart Forward-backward selection is presented that uses information from previous iterations in the form of long-term memory.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using the Delta Test for Variable Selection

Input selection is an important consideration in all large-scale modelling problems. We propose that using an established noise variance estimator known as the Delta test as the target to minimise can provide an effective input selection methodology. Theoretical justifications and experimental results are presented.

متن کامل

Tabu Search with Delta Test for Time Series Prediction using OP-KNN

This paper presents a working combination of input selection strategy and a fast approximator for time series prediction. The input selection is performed using Tabu Search with the Delta Test. The approximation methodology is called Optimally-Pruned k -Nearest Neighbors (OP-KNN), which has been recently developed for fast and accurate regression and classification tasks. In this paper we demon...

متن کامل

A Multi-Criteria Decision Making for Location Selection in the Niger Delta Using Fuzzy TOPSIS Approach

Making an informed decision with regards to a suitable business location or site selection for organizations is becoming challenging for business decision makers globally; and even more challenging in business environment that are saddled with uncertainties. The continues raise of multiple criteria variation of site preferences has also necessitated the application of advanced decision making t...

متن کامل

Variable Selection for Financial Modeling

In this paper, a global methodology for variable selection is presented. This methodology is optimizing the Nonparametric Noise Estimation (NNE) provided by Delta Test. The 3 steps of the methodology are Variable Selection (VS), Scaling and Projection. The methodology is applies to two examples: the Boston Housing database and a financial data set. It is shown that the proposed methodology prov...

متن کامل

A variable selection approach based on the Delta Test for Extreme Learning Machine models

Extreme Learning Machine, ELM, is a newly available learning algorithm for single layer feedforward neural networks (SLFNs), and it has proved to show the best compromise between learning speed and accuracy of the estimations. In this paper, a methodology based on Optimal-Pruned ELM (OP-ELM) for function approximation enhanced with variable selection using the Delta Test is introduced. The leas...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011