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Model-free feature screening for ultrahigh dimensional classification

文献类型：期刊论文

作者Sheng, Ying1,2; Wang, Qihua1,2,3
刊名JOURNAL OF MULTIVARIATE ANALYSIS
出版日期2020-07-01
卷号178页码:12
关键词Classification accuracy The Bayes rule Sure screening Ultrahigh dimensional classification
ISSN号0047-259X
DOI10.1016/j.jmva.2020.104618
英文摘要In this paper, a new model-free feature screening method based on classification accuracy of marginal classifiers is proposed for ultrahigh dimensional classification. Different from existing methods, which use the differences of means or differences of conditional cumulative distribution functions between classes as the screening indexes, we propose a new feature screening method to rank the importance of predictors based on classification accuracy of marginal classifiers. For each variable, we construct the corresponding marginal classifier according to the Bayes rule and thus classification accuracy of these marginal classifiers can be used as effective feature screening indexes to select all important variables. Not only for a fixed number of classes but also for a diverging number of classes, we can prove that the proposed method enjoys the sure screening property under some regularity conditions. Finally, simulations and the real data analysis well demonstrate good performance of the proposed method in comparison with existing methods. (C) 2020 Elsevier Inc. All rights reserved.
资助项目National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS, China
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000534407700010
出版者ELSEVIER INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/51548]  
专题应用数学研究所
通讯作者Wang, Qihua
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China
3.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
推荐引用方式
GB/T 7714		 Sheng, Ying,Wang, Qihua. Model-free feature screening for ultrahigh dimensional classification[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2020,178:12.
APA Sheng, Ying,&Wang, Qihua.(2020).Model-free feature screening for ultrahigh dimensional classification.JOURNAL OF MULTIVARIATE ANALYSIS,178,12.
MLA Sheng, Ying,et al."Model-free feature screening for ultrahigh dimensional classification".JOURNAL OF MULTIVARIATE ANALYSIS 178(2020):12.

入库方式： OAI收割

来源：数学与系统科学研究院

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