Projective Inference in High-dimensional Problems: Prediction and Feature Selection.
Juho PiironenMarkus PaasiniemiAki VehtariPublished in: CoRR (2018)
Keyphrases
- high dimensional problems
- feature selection
- dimension reduction
- high dimensional
- prediction accuracy
- text categorization
- inference process
- prediction model
- feature extraction
- multi class
- mutual information
- bayesian inference
- feature space
- high dimensionality
- support vector
- bayesian networks
- principal component analysis
- missing data
- probabilistic model
- neural network
- probabilistic inference
- graphical models
- prediction error
- ensemble classifier
- discriminative features
- real world