Changeset 9094
- Timestamp:
- 01/02/13 19:31:48 (12 years ago)
- File:
-
- 1 edited
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trunk/sources/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelection.cs
r9093 r9094 42 42 ") is only slightly larger than the number of columns (" + numberOfFeatures + 43 43 ") and only a subset of the columns must be selected for the predictive model." + Environment.NewLine 44 + 45 "The target variable is calculated as a noisy linear combination of randomly selected features: y = w * S + n." + 46 Environment.NewLine 47 + 48 "Where is the S is a N x d matrix containing the selected columns from N x k the matrix of all features X" + 49 Environment.NewLine 50 + "For each feature the probability that it is selected is " + selectionProbability + "%" + 51 Environment.NewLine 52 + "X(i,j) ~ N(0, 1) iid, w(i) ~ U(0, 10) iid, n ~ N(0, sigma(w*S) * SQRT(" + noiseRatio + "))" + 53 Environment.NewLine 54 + "The noise level is " + noiseRatio + " * sigma, thus an optimal model has R² = " + 55 Math.Round(1 - noiseRatio, 2) + " (or equivalently: NMSE = " + noiseRatio + ")" + Environment.NewLine 56 + "N = " + (trainingSamples + TestSamples) + " (" + trainingSamples + " training, " + TestSamples + 57 " test)" + Environment.NewLine 44 + "The target variable is calculated as a noisy linear combination of randomly selected features: y = w * S + n." + Environment.NewLine 45 + "Where is the S is a N x d matrix containing the selected columns from N x k the matrix of all features X" + Environment.NewLine 46 + "For each feature the probability that it is selected is " + selectionProbability + "%" + Environment.NewLine 47 + "X(i,j) ~ N(0, 1) iid, w(i) ~ U(0, 10) iid, n ~ N(0, sigma(w*S) * SQRT(" + noiseRatio + "))" + Environment.NewLine 48 + "The noise level is " + noiseRatio + " * sigma, thus an optimal model has R² = " 49 + Math.Round(1 - noiseRatio, 2) + " (or equivalently: NMSE = " + noiseRatio + ")" + Environment.NewLine 50 + "N = " + (trainingSamples + TestSamples) + " (" + trainingSamples + " training, " + TestSamples + " test)" + Environment.NewLine 58 51 + "k = " + numberOfFeatures; 59 52 ;
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