Model-Free Feature Screening

Runze LiMarch 06, 2012

This slideshow of a talk given by Runze Li describes a model-free feature screening method for ultrahigh-dimensional data. Most existing work on feature selection for high-dimensional data considers linear models, but the proposed method is model free; it does not impose model structure on a regression function.

 
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Reference

Zhu, L., Li, L., Li, R., & Zhu, L. (2011). Model-free feature screening for ultrahigh dimensional data. Journal of the American Statistical Association, 106(496) 1475.



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