A novel bagging approach for variable ranking and selection via a mixed importance measure

DOI10.1080/02664763.2017.1391181MaRDI QIDQ5036437

Guan-Wei Wang, Chun-Xia Zhang, Jiang-She Zhang, Nannan Ji

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2017.1391181

zbMATH Keywords

variable selection; bagging; ensemble learning; variable ranking; variable selection ensemble; selection accuracy; stepwise search algorithm

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

68T05: Learning and adaptive systems in artificial intelligence

62F07: Statistical ranking and selection procedures

62Pxx: Applications of statistics

Uses Software

• UCI-ml
• AdaBoost.MH
• PBoostGA
• dobson
• Bolasso
• RandGA