An introduction to variable and feature selection [pdf]

http://www.jmlr.org/papers/volume3/guyon03a/guyon03a.pdf

by sonabinu • 10 years ago

34 5 10 years ago

jmlr.org

lowmagnet• 10 years ago

Can we get a year tag? This appears to be from 2003.

elcapitan• 10 years ago

"Optimum brain damage procedure" made my day. I'll try that at work.

jmount• 10 years ago

It is neat- the need to look at the second derivative in "Optimal Brain Damage" (because we know the first derivatives will be zero due to the use of optimization) also underlies Fisher information https://en.wikipedia.org/wiki/Fisher_information .

notroot• 10 years ago

Anybody wanna verify that the fnr in this sentence on the bottom of page 5 (1151) is an error and should be fpr?

"ROC curves that plot 'hit' rate (1-fpr) as a function of 'false alarm' rate fnr are instrumental..."

Was gonna email them but considering published in '03 figured we were more interested in this than they are at this point.

Bill_Dimm• 10 years ago

The fpr and fnr should be swapped (note: I haven't read the rest of the paper yet). Specifically, it should be:

ROC curves plot (1-fnr) as a function of fpr.

An introduction to variable and feature selection [pdf]

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