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A novel bagging ensemble approach for variable ranking and selection for linear regression models

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

With respect to variable selection for linear regression models, a novel bagging ensemble method is developed in this paper based on a ranked list of variables. Specifically, a mixed importance measure is assigned to each variable according to the order that it is selected by stepwise search algorithm into the final model as well as the improvement resulted from its inclusion. Considering that small permutations in training data may lead to some changes in the order that the variables enter the final model, the above process is repeated for multiple times with each executed on a bootstrap sample. Finally, the importance measure of each variable is averaged across the bootstrapping trials. The experiments conducted with some simulated data demonstrate that the novel method compares favorably with some other variable selection techniques.

Original languageEnglish
Title of host publicationMultiple Classifier Systems - 12th International Workshop, MCS 2015, Proceedings
EditorsFabio Roli, Friedhelm Schwenker, Josef Kittler
PublisherSpringer Verlag
Pages3-14
Number of pages12
ISBN (Electronic)9783319202471
DOIs
StatePublished - 2015
Event12th International Workshop on Multiple Classifier Systems, MCS 2015 - Günzburg, Germany
Duration: 29 Jun 20151 Jul 2015

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume9132
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference12th International Workshop on Multiple Classifier Systems, MCS 2015
Country/TerritoryGermany
CityGünzburg
Period29/06/151/07/15

Keywords

  • Bagging
  • Ensemble learning
  • Parallel genetic algorithm
  • Stepwise search algorithm
  • Variable ranking
  • Variable selection

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