Transcription of Stepwise (ステップワイズ) 法に ... - datachemeng.com
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Stepwise (ステップワイズ) 法に ... - datachemeng.com
Stepwise ( ) ( ) 0 Stepwise ( ) ( ) 1 Stepwise (forward Stepwise ) (backward Stepwise ) (forward-backward Stepwise ) (backward-forward Stepwise ) 2 ( ) 1 3 ( ) 1/2 Mallows's Cp 422pSSECnmS= +n m: S2: y(i) i yEST(i) i ()2( )( )EST1niiiSSEyy== ( ) 2/2 (Akaike s Information Criterion, AIC) Bayesian Information Criterion (BIC) 5( )loglogSSE
Stepwise (ステップワイズ) 法とは︖ 説明変数(⼊⼒変数・記述⼦・特徴量) を選択する手法 1つずつ説明変数を追加したり、削除したりしながら、
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