Randomized Variable Elimination

  title={Randomized Variable Elimination},
  author={David J. Stracuzzi and Paul E. Utgoff},
  journal={Journal of Machine Learning Research},
Variable selection, the process of identifying input varia bles that are relevant to a particular learning problem, has received much attention in the learning commun ity. Methods that employ a learning algorithm as a part of the selection process (wrappers) have been shown to outperform methods that select variables independently from the learning algo rithm (filters), but only at great computational expense. We present a randomized wrapper algorith m w ose computational requirements are… CONTINUE READING
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