https://scholars.lib.ntu.edu.tw/handle/123456789/606447
標題: | Particle swarm stepwise (PaSS) algorithm for information criteria-based variable selections | 作者: | Chen R.-B Huang C.-C Wang W. WEICHUNG WANG |
關鍵字: | Information criterion;optimization;parallel computing;variable selection ensemble | 公開日期: | 2021 | 卷: | 91 | 期: | 11 | 起(迄)頁: | 2211-2226 | 來源出版物: | Journal of Statistical Computation and Simulation | 摘要: | A new stochastic search algorithm is proposed for solving information-criterion-based variable selection problems. The idea behind the proposed algorithm is to search for the best model for the previously specified information criterion using multiple search particles. These particles simultaneously explore the candidate model space and communicate with each other to share search information. A new stochastic stepwise procedure is proposed to update the model during the search for the best model by adding or deleting variables. The proposed algorithm can also be used to generate variable selection ensembles efficiently. Several examples are used to demonstrate the performances of the proposed algorithm. A parallel version of the proposed algorithm is also introduced to accelerate the performance in terms of computation time. ? 2021 Informa UK Limited, trading as Taylor & Francis Group. |
URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85109379567&doi=10.1080%2f00949655.2021.1890731&partnerID=40&md5=511650c2a46865e1caf4fc7f2abb8759 https://scholars.lib.ntu.edu.tw/handle/123456789/606447 |
ISSN: | 00949655 | DOI: | 10.1080/00949655.2021.1890731 |
顯示於: | 應用數學科學研究所 |
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