Publikace
Identifying the most informative variables for decision-making problems – a survey of recent approaches and accompanying problems
Typ:
Článek v odborném periodiku
Název periodika:
Acta Oeconomica Pragensia
Klíčová slova:
variable selection, decision making
Anotace:
We give an overview of problems related to variable selection (also known as feature selection) techniques in decision-making problems based on machine learning with particular emphasis to recent knowledge. Several popular methods are reviewed and assigned to a taxonomical context. Issues related to the generalization versus performance trade-off inherent to currently used variable selection approaches are addressed and illustrated on realworld examples.