Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds

Detalhes bibliográficos
Autor(a) principal: Silva, A. Pedro Duarte
Data de Publicação: 2009
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.14/25253
Resumo: An implementation of enhanced versions of the classical Leaps and Bounds algorithm for variable selection is provided. Features of this implementation include: (i) The availability of general routines capable of handling many different statistical methodologies and comparison criteria. (ii) Routines designed for exact and heuristic searches. (iii) The possibility of dealing with problems with more variables than observations. The implementation is supplied in two different ways: i) as a C++ library with abstract classes that can be specialized to different problems and criteria. ii) as a console application ready to be applied to searches according to some of the most important comparison criteria proposed to date. The code of the C++ library and console application described here, can be freely obtained by sending an email to the author
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spelling Exact and heuristic algorithms for variable selection: Extended Leaps and BoundsVariable Selection AlgorithmsAll-SubsetsHeuristicsAn implementation of enhanced versions of the classical Leaps and Bounds algorithm for variable selection is provided. Features of this implementation include: (i) The availability of general routines capable of handling many different statistical methodologies and comparison criteria. (ii) Routines designed for exact and heuristic searches. (iii) The possibility of dealing with problems with more variables than observations. The implementation is supplied in two different ways: i) as a C++ library with abstract classes that can be specialized to different problems and criteria. ii) as a console application ready to be applied to searches according to some of the most important comparison criteria proposed to date. The code of the C++ library and console application described here, can be freely obtained by sending an email to the authorVeritati - Repositório Institucional da Universidade Católica PortuguesaSilva, A. Pedro Duarte2018-07-18T16:57:25Z20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.14/25253engSilva, A. P. D. (2009). Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds. Working Papers: Economics. N.º 1, 25 p.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-12T17:30:38Zoai:repositorio.ucp.pt:10400.14/25253Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T18:20:07.922390Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
title Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
spellingShingle Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
Silva, A. Pedro Duarte
Variable Selection Algorithms
All-Subsets
Heuristics
title_short Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
title_full Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
title_fullStr Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
title_full_unstemmed Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
title_sort Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
author Silva, A. Pedro Duarte
author_facet Silva, A. Pedro Duarte
author_role author
dc.contributor.none.fl_str_mv Veritati - Repositório Institucional da Universidade Católica Portuguesa
dc.contributor.author.fl_str_mv Silva, A. Pedro Duarte
dc.subject.por.fl_str_mv Variable Selection Algorithms
All-Subsets
Heuristics
topic Variable Selection Algorithms
All-Subsets
Heuristics
description An implementation of enhanced versions of the classical Leaps and Bounds algorithm for variable selection is provided. Features of this implementation include: (i) The availability of general routines capable of handling many different statistical methodologies and comparison criteria. (ii) Routines designed for exact and heuristic searches. (iii) The possibility of dealing with problems with more variables than observations. The implementation is supplied in two different ways: i) as a C++ library with abstract classes that can be specialized to different problems and criteria. ii) as a console application ready to be applied to searches according to some of the most important comparison criteria proposed to date. The code of the C++ library and console application described here, can be freely obtained by sending an email to the author
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
2018-07-18T16:57:25Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.14/25253
url http://hdl.handle.net/10400.14/25253
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Silva, A. P. D. (2009). Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds. Working Papers: Economics. N.º 1, 25 p.
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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