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AkiVehtari20220824
(19 Aug 2022,
JenaAltstatt
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%HEAD{ NAME="Aki Vehtari, !PhD" AFFILIATION="Associate Professor</br>Department of Computer Sciences</br>Aalto University" TITLE="Reference models in variable selection " IMAGELINK="https://users.aalto.fi/~ave/images/Aki_Vehtari_Aalto_SCI_photo_by_Lasse_Lecklin_01_small.jpg" }% Variable selection is often not needed, and a big model with all potentially relevant variables can be used. Such a big model can avoid overfitting if appropriate priors are used. Variable selection can be useful to reduce future measurement costs or improve explainability. If we have built a good big model with all variables, that can be used as a reference model, and we can condition the variable selection decision task on that reference model. Reference model approach greatly improves the stability of variable selection. I present the basic ideas and some recent advances in the reference model variable selection approach. %TAIL{DATE="24 August 2022"}% <!-- * Set HEAD = <div class="w3-card-2" id="task" style="max-width:750px; margin-left: 0px;"> <header class="w3-container w3-blue" style="padding:40px"><h1>Biostatistics Weekly Seminar</h1><br><h2 style="color:white;">%TITLE%<br><br>%NAME%<br>%AFFILIATION%</h2></header><div class="w3-container" style="padding:40px"><IMG SRC=%IMAGELINK% align="left" id="mug"/> * Set TAIL = <br><h3>Zoom Link to Follow<br>%DATE%<br>12:15pm</h3></div></div><br>[[%TOPIC%Itinerary][Speaker Itinerary]] --> <style> .w3-card-2,.w3-example{box-shadow:0 2px 4px 0 rgba(0,0,0,0.16),0 2px 10px 0 rgba(0,0,0,0.12)!important} .w3-blue,.w3-hover-blue:hover{color:#fff!important;background-color:#2196F3!important} .w3-container{padding:0.01em 16px} .foswikiTopic {font-family: 'Open Sans', sans-serif;} /* Removes location hierarchy (usually written in grey text) */ .patternHomePath {display:none;} /* Removes bar with edit and attach buttons and location hierarchy */ .patternTop{display:none;} h1, h2, h3, h4, h5, h6{font-family: 'Montserrat','Open Sans', sans-serif;font-weight:700;} h1, h2, h3, h4, h5, h6{color:#bf1735;} h1:first-of-type{color:#2a3e6e;margin-bottom:25px;margin-top:5px;} .foswikiImage{margin-left:-9px;} img#mug{padding-right: 40px; padding-bottom:25px; height:250px;} </style>
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Topic revision: r1 - 19 Aug 2022,
JenaAltstatt
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