Nonparametric feature selection by random forests and deep neural networks

DOI10.1016/j.csda.2022.107436OpenAlexW4210470310MaRDI QIDQ2129580

Zhonglei Wang, Xiaojun Mao, Liuhua Peng

Publication date: 22 April 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.06821

zbMATH Keywords

reproducing kernel Hilbert spacemaximum mean discrepancyfeature importance

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• Boruta
• randomSurvivalForest
• ElemStatLearn
• XGBoost
• VSURF
• CRAFTML

Cites Work

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• 10.1162/153244303322753616
• L 1-Regularization Path Algorithm for Generalized Linear Models
• High-Dimensional Variable Selection for Survival Data
• Random forests