RandGA: injecting randomness into parallel genetic algorithm for variable selection
Chunxia Zhang, Guanwei Wang, Junmin Liu · Journal of Applied Statistics · 2014
Recently, the ensemble learning approaches have been proven to be quite effective for variable selection in linear regression models. In general, a good variable selection ensemble should consist of a diverse collection of strong members. Based on the parallel genetic algorithm (PGA) proposed in [41 M. Zhu and H.A. Chipman, Darwinian evolution in parallel universes: A parallel genetic algorithm for variable selection, Technometrics 48(4) (2006), pp. 491–502. doi: 10.1198/004017006000000093[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]], in this paper, we propose a novel method RandGA through injecting randomness into PGA with the aim to increase the diversity among ensemble members. Using a number of simulated data sets, we show that the newly proposed method RandGA compares favorably with other variable selection techniques. As a real example, the new method is applied to the diabetes data.