Forward-Backward Selection with Early Dropping
From MaRDI portal
Publication:4633015
DOI10.48550/arXiv.1705.10770zbMath1483.68279arXiv1705.10770MaRDI QIDQ4633015
Ioannis Tsamardinos, Giorgos Borboudakis, Ioannis Tsamardinos, Giorgos Borboudakis
Publication date: 2 May 2019
Full work available at URL: https://arxiv.org/abs/1705.10770
Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Probabilistic graphical models (62H22)
Related Items (7)
Features Selection as a Nash-Bargaining Solution: Applications in Online Advertising and Information Systems ⋮ Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection ⋮ Unnamed Item ⋮ Domain knowledge-enhanced variable selection for biomedical data analysis ⋮ Latent theme dictionary model for finding co-occurrent patterns in process data ⋮ A greedy feature selection algorithm for big data of high dimensionality ⋮ Extending greedy feature selection algorithms to multiple solutions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- A greedy feature selection algorithm for big data of high dimensionality
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- Causation, prediction, and search
- Estimating the dimension of a model
- The performance of the likelihood ratio test when the model is incorrect
- Bayesian backfitting. (With comments and a rejoinder).
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
- Ancestral graph Markov models.
- Least angle regression. (With discussion)
- Support-vector networks
- Adaptive Lasso and group-Lasso for functional Poisson regression
- Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization
- Extended Bayesian information criteria for model selection with large model spaces
- Adjusting Stepwisep-Values in Generalized Linear Models
- Compressed Sensing and Source Separation
- The Group Lasso for Logistic Regression
- Orthogonal least squares methods and their application to non-linear system identification
- Markov Properties for Acyclic Directed Mixed Graphs
- Applied Linear Regression
- 10.1162/153244303322753616
- Model selection procedure for high‐dimensional data
- A stepwise regression algorithm for high-dimensional variable selection
- Sequential Selection Procedures and False Discovery Rate Control
- Tuning Parameter Selection in High Dimensional Penalized Likelihood
- Model Selection Principles in Misspecified Models
- Maximum Likelihood Estimation of Misspecified Models
- Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
- Random forests
This page was built for publication: Forward-Backward Selection with Early Dropping