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Probing for Sparse and Fast Variable Selection with Model-Based Boosting

We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of the fitting lies in the need of multiple model fits on slig...

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Publicado en:Comput Math Methods Med
Main Authors: Thomas, Janek, Hepp, Tobias, Mayr, Andreas, Bischl, Bernd
Formato: Artigo
Idioma:Inglês
Publicado: Hindawi 2017
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Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC5555005/
https://ncbi.nlm.nih.gov/pubmed/28831289
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2017/1421409
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