# Variable selection through CART

Marie Sauve; Christine Tuleau-Malot

ESAIM: Probability and Statistics (2014)

- Volume: 18, page 770-798
- ISSN: 1292-8100

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topSauve, Marie, and Tuleau-Malot, Christine. "Variable selection through CART." ESAIM: Probability and Statistics 18 (2014): 770-798. <http://eudml.org/doc/273651>.

@article{Sauve2014,

abstract = {This paper deals with variable selection in regression and binary classification frameworks. It proposes an automatic and exhaustive procedure which relies on the use of the CART algorithm and on model selection via penalization. This work, of theoretical nature, aims at determining adequate penalties, i.e. penalties which allow achievement of oracle type inequalities justifying the performance of the proposed procedure. Since the exhaustive procedure cannot be realized when the number of variables is too large, a more practical procedure is also proposed and still theoretically validated. A simulation study completes the theoretical results.},

author = {Sauve, Marie, Tuleau-Malot, Christine},

journal = {ESAIM: Probability and Statistics},

keywords = {binary classification; CART; model selection; penalization; regression; variable selection},

language = {eng},

pages = {770-798},

publisher = {EDP-Sciences},

title = {Variable selection through CART},

url = {http://eudml.org/doc/273651},

volume = {18},

year = {2014},

}

TY - JOUR

AU - Sauve, Marie

AU - Tuleau-Malot, Christine

TI - Variable selection through CART

JO - ESAIM: Probability and Statistics

PY - 2014

PB - EDP-Sciences

VL - 18

SP - 770

EP - 798

AB - This paper deals with variable selection in regression and binary classification frameworks. It proposes an automatic and exhaustive procedure which relies on the use of the CART algorithm and on model selection via penalization. This work, of theoretical nature, aims at determining adequate penalties, i.e. penalties which allow achievement of oracle type inequalities justifying the performance of the proposed procedure. Since the exhaustive procedure cannot be realized when the number of variables is too large, a more practical procedure is also proposed and still theoretically validated. A simulation study completes the theoretical results.

LA - eng

KW - binary classification; CART; model selection; penalization; regression; variable selection

UR - http://eudml.org/doc/273651

ER -

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