A Bayesian latent variable model with classification and regression tree approach for behavior and credit scoring

Selecting Relevant Descriptors for Class

Selecting Relevant Descriptors for Classification by Bayesian Estimates: A Comparison with Decision Trees and Support Vector Machines Approaches for Disparate Data Sets

✍ Miriam Carbon-Mangels; Michael C. Hutter 📂 Article 📅 2011 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 499 KB

## Abstract Classification algorithms suffer from the curse of dimensionality, which leads to overfitting, particularly if the problem is over‐determined. Therefore it is of particular interest to identify the most relevant descriptors to reduce the complexity. We applied Bayesian estimates to mode