[Pkg-exppsy-maintainers] SVM+RFE vs. SMLR
Per B. Sederberg
persed at princeton.edu
Thu Mar 6 15:24:37 UTC 2008
So, do you have the new results?
P
On Wed, Mar 5, 2008 at 3:59 PM, Yaroslav Halchenko
<debian at onerussian.com> wrote:
> > pulling these "relevant" weights away. So, unless you are redoing the
> > regression at each step, removing those features completely, you are
> > actually punishing the SMLR each time you pull out weights that it
> > thinks are valuable.
> but we do retrain after each such feature removal,
> ie we don't simply prune the weight (set it to 0), we remove that
> feature from training data for a classifier, then retrain classifier.
>
> so we do fair job imho ;-) or have I misread your message?
>
> --
> Yaroslav Halchenko
> Research Assistant, Psychology Department, Rutgers-Newark
> Student Ph.D. @ CS Dept. NJIT
> Office: (973) 353-5440x263 | FWD: 82823 | Fax: (973) 353-1171
> 101 Warren Str, Smith Hall, Rm 4-105, Newark NJ 07102
> WWW: http://www.linkedin.com/in/yarik
>
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