IMMIGRATE: A Margin-based Feature Selection Method with Interaction Terms
Traditional hypothesis-margin researches focus on obtaining large margins and feature selection. In this work, we show that the robustness of margins is also critical and can be measured using entropy. In addition, our approach provides clear mathematical formulations and explanations to uncover fea...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/3/291 |