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Publikace

Identifying the most informative variables for decision-making problems – a survey of recent approaches and accompanying problems

Typ:
Článek v odborném periodiku
Autoři publikace:
Pudil P., Somol P.
Název periodika:
Acta Oeconomica Pragensia
Rok:
2008
Číslo:
4 (2008)
Strany:
37-55
ISSN:
0572-3043
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.
 
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