Abstract
The carousel greedy algorithm (CG) was proposed several years ago as a generalized greedy algorithm. In this paper, we implement CG to solve linear regression problems with a cardinality constraint on the number of features. More specifically, we introduce a default version of CG that has several novel features. We compare its performance against stepwise regression and more sophisticated approaches using integer programming, and the results are encouraging. For example, CG consistently outperforms stepwise regression (from our preliminary experiments, we see that CG improves upon stepwise regression in 10 of 12 cases), but it is still computationally inexpensive. Furthermore, we show that the approach is applicable to several more general feature selection problems.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
