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FEATURE ELIMINATION IN KERNEL MACHINES IN MODERATELY HIGH DIMENSIONS.

ABSTRACT: We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features. We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions. We present a few case studies to show that the assumptions are met in most practical situations and present simulation results to demonstrate performance of the proposed approach.

SUBMITTER: Dasgupta S 

PROVIDER: S-EPMC6294291 | biostudies-literature | 2019 Feb

REPOSITORIES: biostudies-literature

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FEATURE ELIMINATION IN KERNEL MACHINES IN MODERATELY HIGH DIMENSIONS.

Dasgupta Sayan S   Goldberg Yair Y   Kosorok Michael R MR  

Annals of statistics 20190201 1

We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features. We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions. We present a few case studies to show that the assumptions are met in most practical situations and present simulation results to demonstrate performance of the proposed approach. ...[more]

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