C60 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling: GeneralReturn
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Identifying the most Informative Variables for Decision-Making Problems - a Survey of Recent Approaches and Accompanying ProblemsPavel Pudil, Petr SomolActa Oeconomica Pragensia 2008, 16(4):37-55 | DOI: 10.18267/j.aop.131 We provide an overview of problems related to variable selection (also known as feature selection) techniques in decision-making problems based on machine learning with a particular emphasis on recent knowledge. Several popular methods are reviewed and assigned to a taxonomical context. Issues related to the generalization-versus-performance trade-off, inherent in currently used variable selection approaches, are addressed and illustrated on real-world examples. |