Web Reference: Determining the set of variables for the final model is called variable selection. Variable selection serves two purposes. First, it helps determine all of the variables that are related to the outcome, which makes the model complete and accurate. Jan 2, 2018 · We will first review various statistical prerequisites for variable selection, and will subsequently use this toolbox to describe the most important variable selection methods that are applied in life sciences. This paper surveys the papers in a special issue of Journal of Machine Learning Research on variable and feature selection, a topic of growing importance in domains with large datasets. It covers various aspects of the problem, such as feature construction, ranking, subset selection, search methods, and validity assessment.
YouTube Excerpt: This video discusses the role of the Adjusted R-Squared in helping us determine which
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