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Wrappers for feature subset selection
 ARTIFICIAL INTELLIGENCE
, 1997
"... In the feature subset selection problem, a learning algorithm is faced with the problem of selecting a relevant subset of features upon which to focus its attention, while ignoring the rest. To achieve the best possible performance with a particular learning algorithm on a particular training set, a ..."
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Cited by 1023 (3 self)
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In the feature subset selection problem, a learning algorithm is faced with the problem of selecting a relevant subset of features upon which to focus its attention, while ignoring the rest. To achieve the best possible performance with a particular learning algorithm on a particular training set, a feature subset selection method should consider how the algorithm and the training set interact. We explore the relation between optimal feature subset selection and relevance. Our wrapper method searches for an optimal feature subset tailored to a particular algorithm and a domain. We study the strengths and weaknesses of the wrapper approach and show a series of improved designs. We compare the wrapper approach to induction without feature subset selection and to Relief, a filter approach to feature subset selection. Significant improvement in accuracy is achieved for some datasets for the two families of induction algorithms used: decision trees and
Model Selection and the Principle of Minimum Description Length
 Journal of the American Statistical Association
, 1998
"... This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This ..."
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Cited by 145 (5 self)
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This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This approach began with Kolmogorov's theory of algorithmic complexity, matured in the literature on information theory, and has recently received renewed interest within the statistics community. In the pages that follow, we review both the practical as well as the theoretical aspects of MDL as a tool for model selection, emphasizing the rich connections between information theory and statistics. At the boundary between these two disciplines, we find many interesting interpretations of popular frequentist and Bayesian procedures. As we will see, MDL provides an objective umbrella under which rather disparate approaches to statistical modeling can coexist and be compared. We illustrate th...
Calibration and Empirical Bayes Variable Selection
 Biometrika
, 1997
"... this paper, is that with F =2logp. This choice was proposed by Foster &G eorge (1994) where it was called the Risk Inflation Criterion (RIC) because it asymptotically minimises the maximum predictive risk inflation due to selection when X is orthogonal. This choice and its minimax property were also ..."
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Cited by 114 (19 self)
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this paper, is that with F =2logp. This choice was proposed by Foster &G eorge (1994) where it was called the Risk Inflation Criterion (RIC) because it asymptotically minimises the maximum predictive risk inflation due to selection when X is orthogonal. This choice and its minimax property were also discovered independently by Donoho & Johnstone (1994) in the wavelet regression context, where they refer to it as the universal hard thresholding rule
Wrappers For Performance Enhancement And Oblivious Decision Graphs
, 1995
"... In this doctoral dissertation, we study three basic problems in machine learning and two new hypothesis spaces with corresponding learning algorithms. The problems we investigate are: accuracy estimation, feature subset selection, and parameter tuning. The latter two problems are related and are stu ..."
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Cited by 107 (8 self)
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In this doctoral dissertation, we study three basic problems in machine learning and two new hypothesis spaces with corresponding learning algorithms. The problems we investigate are: accuracy estimation, feature subset selection, and parameter tuning. The latter two problems are related and are studied under the wrapper approach. The hypothesis spaces we investigate are: decision tables with a default majority rule (DTMs) and oblivious readonce decision graphs (OODGs).
Selecting Input Variables Using Mutual Information and Nonparametric Density Estimation
, 1996
"... In learning problems where a connectionist network is trained with a finite sized training set, better generalization performance is often obtained when unneeded weights in the network are eliminated. One source of unneeded weights comes from the inclusion of input variables that provide little info ..."
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Cited by 47 (2 self)
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In learning problems where a connectionist network is trained with a finite sized training set, better generalization performance is often obtained when unneeded weights in the network are eliminated. One source of unneeded weights comes from the inclusion of input variables that provide little information about the output variables. We propose a method for identifying and eliminating these input variables. The method first determines the relationship between input and output variables using nonparametric density estimation and then measures the relevance of input variables using the information theoretic concept of mutual information. We present results from our method on a simple toy problem and a nonlinear time series. 1 INTRODUCTION Generalization performance on a fixedsize training set is closely related to the number of free parameters in a network. Selecting too many free parameters can lead to poor generalization performance (Baum & Haussler, 1989; Geman, Bienenstock, & Dours...
A priori optimization
 Operations Research
, 1990
"... Algorithm for cardinalityconstrained quadratic ..."
Bayesian model averaging
 STAT.SCI
, 1999
"... Standard statistical practice ignores model uncertainty. Data analysts typically select a model from some class of models and then proceed as if the selected model had generated the data. This approach ignores the uncertainty in model selection, leading to overcon dent inferences and decisions tha ..."
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Cited by 42 (0 self)
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Standard statistical practice ignores model uncertainty. Data analysts typically select a model from some class of models and then proceed as if the selected model had generated the data. This approach ignores the uncertainty in model selection, leading to overcon dent inferences and decisions that are more risky than one thinks they are. Bayesian model averaging (BMA) provides a coherent mechanism for accounting for this model uncertainty. Several methods for implementing BMA haverecently emerged. We discuss these methods and present anumber of examples. In these examples, BMA provides improved outofsample predictive performance. We also provide a catalogue of
A Statistical Perspective on Knowledge Discovery in Databases
, 1996
"... The quest to find models usefully characterizing data is a process central to the scientific method, and has been carried out on many fronts. Researchers from an expanding number of fields have designed algorithms to discover rules or equations that capture key relationships between variables in a d ..."
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Cited by 41 (0 self)
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The quest to find models usefully characterizing data is a process central to the scientific method, and has been carried out on many fronts. Researchers from an expanding number of fields have designed algorithms to discover rules or equations that capture key relationships between variables in a database. The task of this chapter is to provide a perspective on statistical techniques applicable to KDD; accordingly, we review below some major advances in statistics in the last few decades. We next highlight some distinctives of what may be called a "statistical viewpoint." Finally we overview some influential classical and modern statistical methods for practical model induction.
The variable selection problem
 Journal of the American Statistical Association
, 2000
"... The problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selection, it arises when one wants to model the relationship between a variable of interest and a subset of potential explanatory variables ..."
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Cited by 39 (2 self)
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The problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selection, it arises when one wants to model the relationship between a variable of interest and a subset of potential explanatory variables or predictors, but there is uncertainty about which subset to use. This vignette reviews some of the key developments which have led to the wide variety of approaches for this problem. 1
Bayesian Model Averaging in proportional hazard models: Assessing the risk of a stroke
 Applied Statistics
, 1997
"... Evaluating the risk of stroke is important in reducing the incidence of this devastating disease. Here, we apply Bayesian model averaging to variable selection in Cox proportional hazard models in the context of the Cardiovascular Health Study, a comprehensive investigation into the risk factors for ..."
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Cited by 28 (5 self)
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Evaluating the risk of stroke is important in reducing the incidence of this devastating disease. Here, we apply Bayesian model averaging to variable selection in Cox proportional hazard models in the context of the Cardiovascular Health Study, a comprehensive investigation into the risk factors for stroke. We introduce a technique based on the leaps and bounds algorithm which e ciently locates and ts the best models in the very large model space and thereby extends all subsets regression to Cox models. For each independent variable considered, the method provides the posterior probability that it belongs in the model. This is more directly interpretable than the corresponding Pvalues, and also more valid in that it takes account of model uncertainty. Pvalues from models preferred by stepwise methods tend to overstate the evidence for the predictive value of a variable. In our data Bayesian model averaging predictively outperforms standard model selection methods for assessing