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Risk Bounds for Embedded Variable Selection in Classification Trees

机译:分类树中嵌入变量选择的风险界限

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摘要

The problems of model and variable selections for classification trees are jointly considered. A penalized criterion is proposed which explicitly takes into account the number of variables, and a risk bound inequality is provided for the tree classifier minimizing this criterion. This penalized criterion is compared to the one used during the pruning step of the CART algorithm. It is shown that the two criteria are similar under some specific margin assumptions. In practice, the tuning parameter of the CART penalty has to be calibrated by hold-out or cross-validation. A simulation study is performed to compare the form of the theoretical penalized criterion we propose with the form obtained after tuning the regularization parameter via cross-validation.
机译:共同考虑了分类树的模型和变量选择问题。提出了一种惩罚标准,该标准明确考虑了变量的数量,并且为树分类器提供了使该标准最小化的风险约束不等式。将该惩罚标准与CART算法修剪步骤中使用的标准进行比较。结果表明,在某些特定保证金假设下,这两个标准是相似的。实际上,必须通过保持或交叉验证来校准CART罚款的调整参数。进行了仿真研究,以将我们提出的理论惩罚标准的形式与通过交叉验证调整正则化参数后获得的形式进行比较。

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