Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss.

Xilin Chen Fang Fang

Published in: Comput. Stat. Data Anal. (2024)

Keyphrases

variable selection
kolmogorov smirnov
cross validation
high dimensional
input variables
goodness of fit
model selection
dimension reduction
objective function
user satisfaction
test statistic
data mining
text categorization
principal component analysis
nearest neighbor
feature space
training data
learning algorithm