Benefitting from the Variables that Variable Selection Discards

@article{Caruana2003BenefittingFT,
  title={Benefitting from the Variables that Variable Selection Discards},
  author={Rich Caruana and Virginia R. de Sa},
  journal={Journal of Machine Learning Research},
  year={2003},
  volume={3},
  pages={1245-1264}
}
In supervised learning variable selection is used to find a subset of the available inputs that accurately predict the output. This paper shows that some of the variables that variable selection discards can beneficially be used as extra outputs for inductive transfer. Using discarded input variables as extra outputs forces the model to learn mappings from the variables that were selected as inputs to these extra outputs. Inductive transfer makes what is learned by these mappings available to… CONTINUE READING

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