Pruning variable selection ensembles

DOI10.1002/SAM.11410OpenAlexW2964276935WikidataQ128275233 ScholiaQ128275233MaRDI QIDQ4970243FDOQ4970243

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

false discovery ratehigh-dimensional datastability selectionensemble pruningselection accuracy

Mathematics Subject Classification ID

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

Cites Work

• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
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• Title not available (Why is that?)
• Random forests
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• Random lasso
• Bayesian variable selection with shrinking and diffusing priors
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• Variable Selection with Error Control: Another Look at Stability Selection
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• Combining pattern classifiers. Methods and algorithms
• Ensembling neural networks: Many could be better than all
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• On stability issues in deriving multivariable regression models
• Two tales of variable selection for high dimensional regression: Screening and model building
• Variable selection by ensembles for the Cox model
• Extensions of stability selection using subsamples of observations and covariates
• Stabilizing the Lasso against cross-validation variability
• Accurate ensemble pruning with PL-bagging
• Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
• Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates
• Stable prediction in high-dimensional linear models
• Toward an objective and reproducible model choice via variable selection deviation

Cited In (3)

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

Uses Software

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

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