Pruning variable selection ensembles

DOI10.1002/SAM.11410MaRDI QIDQ4970243zbMATH OpenOpenAlexWikidataFDO

Authors Chunxia Zhang, Yilei Wu, Mu Zhu

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.08265

zbMATH Keywords

ensemble pruningfalse discovery ratehigh-dimensional dataselection accuracystability selection

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

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• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• On stability issues in deriving multivariable regression models
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
• Random forests
• Random lasso
• Stability selection. With discussion and authors' reply
• Stabilizing the Lasso against cross-validation variability
• Stable prediction in high-dimensional linear models
• Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Toward an objective and reproducible model choice via variable selection deviation
• Two tales of variable selection for high dimensional regression: Screening and model building
• Variable selection by ensembles for the Cox model
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• Variable Selection with Error Control: Another Look at Stability Selection

Cited in

(3)

• Usage of the GO estimator in high dimensional linear models
• Recent Advances in Constraints
• Lasso regression under stochastic restrictions in linear regression: An application to genomic data

Describes a project that uses

Uses Software

• UCI
• AdaBoost.MH
• PBoostGA
• Glmnet
• GitHub

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