KMS Of Academy of mathematics and systems sciences, CAS
| Model-free feature screening for ultrahigh dimensional classification | |
Sheng, Ying1,2; Wang, Qihua1,2,3
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| 2020-07-01 | |
| Source Publication | JOURNAL OF MULTIVARIATE ANALYSIS
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| ISSN | 0047-259X |
| Volume | 178Pages:12 |
| Abstract | 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. |
| Keyword | Classification accuracy The Bayes rule Sure screening Ultrahigh dimensional classification |
| DOI | 10.1016/j.jmva.2020.104618 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000534407700010 |
| Publisher | ELSEVIER INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/51549 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | 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 |
| Recommended Citation 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. |
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