i work with R caret software package to select the most important features from some set of data. My response is a factor of multiple classes (e.g. nominal ...
As I know OVB, from a frequentist education, when you leave a variable $(z)$ out of your control set $(X)$ that is correlated with both your independent variable of interest (treatment $T$) and your ...
I thought I might toy with some Bayesian variable selection, following a nice blog post and the linked papers therein. I wrote a program in rjags (where I am quite a rookie) and fetched price data ...
I would like to perform some sort of binary classification, and my data set consists of 100 examples (for each class), which are vectors with 2500 elements. Ideally, I would like to determine which ...
I am reading this article which is the first approach on Bayesian variable selection. In the discussion section it says that one of the major limitations of the particular method is that it cannot be ...
When trying to select among various models or the number of features to include for, say prediction I can think of two approaches. Split the data into training and test sets. Better still, use ...