DPP-VSE: Constructing a variable selection ensemble by determinantal point processes
作者：
Highlights：
• A novel method DPP-VSE is designed to construct good variable selection ensembles.
• Discrete DPPs are utilized to infer a probability distribution of model size.
• A sample from the distribution specifies the number of variables selected by each member.
• The simulated and real experiments are conducted to study DPP-VSE’s performance.
• DPP-VSE outperforms its rivals in most cases and has fewer parameters to specify.
摘要
•A novel method DPP-VSE is designed to construct good variable selection ensembles.•Discrete DPPs are utilized to infer a probability distribution of model size.•A sample from the distribution specifies the number of variables selected by each member.•The simulated and real experiments are conducted to study DPP-VSE’s performance.•DPP-VSE outperforms its rivals in most cases and has fewer parameters to specify.
论文关键词：Variable selection,Determinantal point processes,Variable selection ensemble,Diversity,False negative,False positive
论文评审过程：Received 19 August 2019, Revised 29 March 2021, Accepted 8 April 2021, Available online 16 April 2021, Version of Record 29 April 2021.
论文官网地址：https://doi.org/10.1016/j.eswa.2021.115025
