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首页> 外文期刊>IEEE Signal Processing Magazine >Utility Metrics for Assessment and Subset Selection of Input Variables for Linear Estimation [Tips & Tricks]
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Utility Metrics for Assessment and Subset Selection of Input Variables for Linear Estimation [Tips & Tricks]

机译:用于评估线性估计的输入变量的评估和子集选择的效用度量[技巧和窍门]

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摘要

This tutorial article introduces the utility metric and its generalizations, which allow for a quick-and-dirty quantitative assessment of the relative importance of the different input variables in a linear estimation model. In particular, we show how these metrics can be cheaply calculated, thereby making them very attractive for model interpretation, online signal quality assessment, or greedy variable selection. The main goal of this article is to provide a transparent and consistent framework that consolidates, unifies, and extends the existing results in this area. In particular, we (1) introduce the basic utility metric and show how it can be calculated at virtually no cost, (2) generalize it toward group-utility and noise-impact metrics, and (3) further extend it to cope with linearly dependent inputs and minimum norm requirements.
机译:本教程文章介绍了效用度量及其概括,它允许对线性估计模型中不同输入变量的相对重要性进行快速而定量的评估。特别是,我们展示了如何可以廉价地计算这些指标,从而使它们对于模型解释,在线信号质量评估或贪婪变量选择非常有吸引力。本文的主要目标是提供一个透明且一致的框架,以合并,统一和扩展该领域中的现有结果。特别是,我们(1)介绍了基本效用指标,并展示了如何免费地计算出来;(2)将其推广到群体效用和噪声影响指标上;(3)进一步扩展了它以线性地应对依赖的输入和最低规范要求。

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