An efficient method for feature selection in linear regression based on an extended Akaike information criterion

DOI10.1134/S096554250911013XzbMATH Open1224.68130OpenAlexW2081086123MaRDI QIDQ2995696FDOQ2995696

Authors: D. P. Vetrov, D. A. Kropotov, N. O. Ptashko 

Publication date: 4 May 2011

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s096554250911013x

Recommendations

• Extending AIC to best subset regression
• Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
• Is mutual information adequate for feature selection in regression?
• scientific article; zbMATH DE number 2020784
• scientific article

zbMATH Keywords

feature selectionlinear regressionpattern recognitionAkaike's information criterion

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Pattern recognition, speech recognition (68T10)

Cited In (1)

• An effective procedure for feature subset selection in logistic regression based on information criteria

This page was built for publication: An efficient method for feature selection in linear regression based on an extended Akaike information criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2995696)