Using the Delta Test for Variable Selection
Emil Eirola, Elia Liitiäinen, Amaury Lendasse, Francesco Corona, Michel Verleysen · 2008
Abstract. Input selection is an important consideration in all large-scale modelling problems. We propose that using an established noise variance estimator known as the Delta test as the target to minimise can provide an effective input selection methodology. Theoretical justifications and experimental results are presented. 1