Model-free feature screening for ultrahigh dimensional classification

doi:10.1016/j.jmva.2020.104618

CSpace > 应用数学研究所

	Model-free feature screening for ultrahigh dimensional classification
	Sheng, Ying 1,2; Wang, Qihua1,2,3
	2020-07-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	178 页码:12
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.
关键词	Classification accuracy The Bayes rule Sure screening Ultrahigh dimensional classification
DOI	10.1016/j.jmva.2020.104618
收录类别	SCI
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000534407700010
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/51549
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.