Variable Selection with AdaBoost
Prof. Yongdai Kim
Hankuk Univ. of Foreign Studies
AdaBoost is known to be the best classification method. But there is no procedure of selecting variables in the framework of AdaBoost yet. In this talk, I propose a variable selection procedure with AdaBoost. By simulation, we argue that the proposed method is preferable to the standard forward/backward sequential method. Also, it is discussed that decision trees are not an appropriate method of variable selection and brief comparision of bagging and AdaBoost is presented.
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Last update: October 2, 2000