Stochastic Stepwise Ensembles for Variable Selection
arXiv:1003.5930
Abstract
In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algorithms.
References in corpus (10)
- Least Angle Regression
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Discussion of "Least angle regression" by Efron et al
- Rejoinder to "Least angle regression" by Efron et al