Cross-Validated Variable Selection in Tree-Based Methods Improves Predictive Performance
نویسندگان
چکیده
منابع مشابه
Variable Selection in Predictive Regressions
This chapter reviews methods for selecting empirically relevant predictors from a set of N potentially relevant ones for the purpose of forecasting a scalar time series. I first discuss criterion based procedures in the conventional case when N is small relative to the sample size, T . I then turn to the large N case. Regularization and dimension reduction methods are then discussed. Irrespecti...
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ژورنال
عنوان ژورنال: IEEE Transactions on Pattern Analysis and Machine Intelligence
سال: 2017
ISSN: 0162-8828,2160-9292
DOI: 10.1109/tpami.2016.2636831