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arXiv 0906.0052cs.LGcs.AI
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多任务特征选择的最小描述长度方法

A Minimum Description Length Approach to Multitask Feature Selection

Brian Tomasik

摘要:

许多回归问题涉及的不是一个而是多个响应变量(y)。通常情况下,这些反应被怀疑共享一个共同的底层结构,在这种情况下,在它们之间共享信息可能是有利的;这被称为多任务学习。作为一种特殊情况,我们可以使用多个响应来更好地识别共享的预测特征--我们可以称之为多任务特征选择的项目。本文的结构安排如下。第1节介绍了回归的特征选择,重点是ell_0正则化方法及其在最小描述长度(MDL)框架内的解释。第2节提出了一种新的扩展MDL特征选择的多任务设置。该方法被称为“多重包含标准”(MIC),旨在通过更容易地选择与多个响应相关的特征来借用回归任务中的信息。我们在合成和真实生物数据集的实验中表明,MIC可以减少在响应中至少部分共享特征的设置中的预测误差。第3节调查的假设检验回归与单一的回应,侧重于标准Bonferroni校正和MDL方法之间的平行。模仿第2节中的想法,第4节提出了一种新的MIC方法来进行多重响应的假设检验,并表明在响应之间具有显著共享特征的合成数据上,MIC有时在发现给定假阳性水平的真阳性方面优于标准FDR控制方法。第5节结束。

英文摘要:

Many regression problems involve not one but several response variables (y's). Often the responses are suspected to share a common underlying structure, in which case it may be advantageous to share information across them; this is known as multitask learning. As a special case, we can use multiple responses to better identify shared predictive features -- a project we might call multitask feature selection. This thesis is organized as follows. Section 1 introduces feature selection for regression, focusing on ell_0 regularization methods and their interpretation within a Minimum Description Length (MDL) framework. Section 2 proposes a novel extension of MDL feature selection to the multitask setting. The approach, called the "Multiple Inclusion Criterion" (MIC), is designed to borrow information across regression tasks by more easily selecting features that are associated with multiple responses. We show in experiments on synthetic and real biological data sets that MIC can reduce prediction error in settings where features are at least partially shared across responses. Section 3 surveys hypothesis testing by regression with a single response, focusing on the parallel between the standard Bonferroni correction and an MDL approach. Mirroring the ideas in Section 2, Section 4 proposes a novel MIC approach to hypothesis testing with multiple responses and shows that on synthetic data with significant sharing of features across responses, MIC sometimes outperforms standard FDR-controlling methods in terms of finding true positives for a given level of false positives. Section 5 concludes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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