Arbeitspapier
Simultaneous selection of variables and smoothing parameters by genetic algorithms
In additive models the problem of variable selection is strongly linked to the choice of the amount of smoothing used for components that represent metrical variables. Many software packages use separate toolsto solve the different tasks of variable selection and smoothing parameter choice. The combinationof these tools often leads to inappropriate results. In this paper we propose a simulataneous choice of variables and smoothing parameters based on genetic algorithms. Common genetic algorithms have to be modified since inclusion of variables and smoothing have to be coded separately but are linked in the search for optimal solutions. The basic tool for fitting the additive model is the penalized expansion in B-splines.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper ; No. 389
- Subject
-
Genetic algorithm
Additive model
Variable selection
Penalized regression splines
B-splines
Improved AIC
BIC
- Event
-
Geistige Schöpfung
- (who)
-
Krause, Rüdiger
Tutz, Gerhard
- Event
-
Veröffentlichung
- (who)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (where)
-
München
- (when)
-
2004
- DOI
-
doi:10.5282/ubm/epub.1759
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1759-4
- Last update
-
20.09.2024, 8:21 AM CEST
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Krause, Rüdiger
- Tutz, Gerhard
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Time of origin
- 2004
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