Computational aspects of algorithms for variable selection in the context of principal components
Computational aspects of algorithms for variable selection in the context of principal components
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DOI：
10.1016/j.csda.2003.11.001
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发表时间：
2004-09-01
影响因子：
1.8
通讯作者：
Minhoto, M
中科院分区：
文献类型：
--
作者：
Cadima, J;Cerdeira, JO;Minhoto, M
变量选择包括确定一组原始变量的k个子集，该子集对于给定的充分逼近整个数据集的标准是最优的。在主成分分析的背景下，考虑了由三种不同准则引起的优化问题的几种算法，并给出了计算结果。(C) 2003 Elsevier B.V.版权所有
Variable selection consists in identifying a k-subset of a set of original variables that is optimal for a given criterion of adequate approximation to the whole data set. Several algorithms for the optimization problems resulting from three different criteria in the context of principal components analysis are considered, and computational results are presented. (C) 2003 Elsevier B.V. All rights reserved.