Benefitting from the Variables that Variable Selection Discards.
Rich CaruanaVirginia R. de SaPublished in: J. Mach. Learn. Res. (2003)
Keyphrases
- variable selection
- input variables
- cross validation
- high dimensional
- linear models
- model selection
- stochastic search
- group lasso
- markov blanket
- feature selection
- stepwise regression
- dimension reduction
- support vector
- ls svm
- neural network
- regression model
- high dimensional data
- unsupervised learning
- genetic programming
- logistic regression models
- number of input variables