Feature selection aims to select a subset of features that will be used in training. In general,
Question:
Feature selection aims to select a subset of features that will be used in training. In general, there are three major types of feature selection strategy: filter method, wrapper method and embedded method.
a. Which type of feature selection strategy does Fisher Score belong to? Please justify your answer using 1-2 sentences.
b. Suppose we have six training examples shown below. Calculate Fisher scores for \(\theta_{0}\) and \(\theta_{1}\) and find out which one is more discriminative.
c. Which type of feature selection strategy does LASSO belong to? Please justify your answer using 1-2 sentences.
d. Denoting the vector of feature coefficients as \(\mathbf{w}\), suppose we have a tuning parameter \(\lambda\) for LASSO (i.e. the LASSO penalty term is \(\lambda\|\mathbf{w}\|_{1}\) ). If \(\lambda\) goes to infinity, what would happen to w? Why?
Step by Step Answer:
Data Mining Concepts And Techniques
ISBN: 9780128117613
4th Edition
Authors: Jiawei Han, Jian Pei, Hanghang Tong