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Automatic model selection in cost-sensitive boosting

✍ Scribed by Stefano Merler; Cesare Furlanello; Barbara Larcher; Andrea Sboner


Book ID
104443349
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
132 KB
Volume
4
Category
Article
ISSN
1566-2535

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The selection of smoothing parameters by generalized cross-validation (GCV) becomes complicated when dealing with correlated data. In this paper, we develop an automatic algorithm for selection of smoothing parameters in non-parametric longitudinal models by combining the BRUTO algorithm of Hastie (