Input selection is an important consideration in all large-scale modelling problems. We propose that using an established noise variance estimator known as the Delta test as the target to minimise can provide an effective input selection methodology. Theoretical justifications and experimental results are presented.
Affiliations
Helsinky University of TechnologyLaboratory of Computer and Information Science
Eirola, E., Liitiäinen, E., Lendasse, A., Corona, F., & Verleysen, M. (2008). Using the Delta Test for Variable Selection. Proceedings of the 16th European Symposium on Artificial Neural Networks (ESANN 2008), p. 25-30. https://hdl.handle.net/2078.5/254118