特征选择 - Filter、Wrapper、Embedded

版权声明:本文为博主原创文章,未经博主允许不得转载。 https://blog.csdn.net/lanchunhui/article/details/79968475

Filter methods:

  • information gain
  • chi-square test
  • fisher score
  • correlation coefficient
  • variance threshold

Wrapper methods:

  • recursive feature elimination
  • sequential feature selection algorithms
  • genetic algorithms

Embedded methods:

  • L1 (LASSO) regularization
    • 增加惩罚项(正则项),用于控制过拟合
    • regularized_cost = cost + regularization_penalty
    • LASSO的方式:λi|wi|
  • decision tree
阅读更多
想对作者说点什么?

博主推荐

换一批

没有更多推荐了,返回首页