Optimality Criteria
There are a variety of optimality criteria that can be used for controlling feature selection. The oldest are Mallows' Cp statistic and Akaike information criterion (AIC). These add variables if the t-statistic is bigger than .
Other criteria are Bayesian information criterion (BIC) which uses, minimum description length (MDL) which asymptotically uses, Bonnferroni / RIC which use, maximum dependency feature selection, and a variety of new criteria that are motivated by false discovery rate (FDR) which use something close to .
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Famous quotes containing the word criteria:
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