Sobol sensitivity: a strategy for feature selection

DOI10.1007/978-3-319-46310-0_4MaRDI QIDQ5268903zbMATH OpenOpenAlexFDO

Authors

Publication date 21 June 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-46310-0_4

zbMATH Keywords

feature selectionmachine learningsensitivity analysisSobol index

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• An adaptive heuristic for feature selection based on complementarity
• Information-theoretic algorithm for feature selection
• Least loss: a simplified filter method for feature selection
• A hybrid wrapper/filter approach for feature subset selection
• A novel embedded min-max approach for feature selection in nonlinear support vector machine classification

Cites work

• scientific article; zbMATH DE number 5957506 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• 10.1162/153244303322753616
• A new look at the statistical model identification
• Better Subset Regression Using the Nonnegative Garrote
• Estimating the dimension of a model
• Feature extraction. Foundations and applications. Papers from NIPS 2003 workshop on feature extraction, Whistler, BC, Canada, December 11--13, 2003. With CD-ROM.
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Least angle regression. (With discussion)
• Local causal and Markov blanket induction for causal discovery and feature selection for classification. Part I: Algorithms and empirical evaluation
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Multivariate adaptive regression splines
• On sensitivity estimation for nonlinear mathematical models
• On the Non-Negative Garrotte Estimator
• On the representation of continuous functions of several variables by superpositions of continuous functions of a smaller number of variables
• Principles and theory for data mining and machine learning
• Random forests
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Adaptive Lasso and Its Oracle Properties
• The jackknife estimate of variance
• Variable Selection in Data Mining
• Variable importance in binary regression trees and forests

Cited in

(1)

• FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH

This page was built for publication: Sobol sensitivity: a strategy for feature selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5268903)