Weighted Mean Squared Deviation Feature Screening for Binary Features

In this study, we propose a novel model-free feature screening method for ultrahigh dimensional binary features of binary classification, called weighted mean squared deviation (WMSD). Compared to Chi-square statistic and mutual information, WMSD provides more opportunities to the binary features wi...

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Bibliographic Details
Main Authors: Gaizhen Wang, Guoyu Guan
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/3/335