Using simulated annealing to optimize the feature selection problem in marketing applications

@article{Meiri2006UsingSA,
  title={Using simulated annealing to optimize the feature selection problem in marketing applications},
  author={Ronen Meiri and Jacob Zahavi},
  journal={European Journal of Operational Research},
  year={2006},
  volume={171},
  pages={842-858}
}
The feature selection (also, specification) problem is concerned with finding the most influential subset of predictors in predictive modeling from a much larger set of potential predictors that can contain hundreds of predictors. The problem belongs to the realm of combinatorial optimization where the objective is to find the subset of variables that optimize the value of some goodness of fit function. Due to the dimensionality of the problem, the feature selection problem belongs to the group… CONTINUE READING
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