SWAG: A Wrapper Method for Sparse Learning
- URL: http://arxiv.org/abs/2006.12837v2
- Date: Mon, 1 Nov 2021 01:12:06 GMT
- Title: SWAG: A Wrapper Method for Sparse Learning
- Authors: Roberto Molinari, Gaetan Bakalli, St\'ephane Guerrier, Cesare
Miglioli, Samuel Orso, Mucyo Karemera, Olivier Scaillet
- Abstract summary: We propose a procedure to find a library of sparse learners with consequent low data collection and storage costs.
This new method delivers a low-dimensional network of attributes that can be easily interpreted.
We call this algorithm "Sparse Wrapper AlGorithm" (SWAG)
- Score: 0.13854111346209866
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The majority of machine learning methods and algorithms give high priority to
prediction performance which may not always correspond to the priority of the
users. In many cases, practitioners and researchers in different fields, going
from engineering to genetics, require interpretability and replicability of the
results especially in settings where, for example, not all attributes may be
available to them. As a consequence, there is the need to make the outputs of
machine learning algorithms more interpretable and to deliver a library of
"equivalent" learners (in terms of prediction performance) that users can
select based on attribute availability in order to test and/or make use of
these learners for predictive/diagnostic purposes. To address these needs, we
propose to study a procedure that combines screening and wrapper approaches
which, based on a user-specified learning method, greedily explores the
attribute space to find a library of sparse learners with consequent low data
collection and storage costs. This new method (i) delivers a low-dimensional
network of attributes that can be easily interpreted and (ii) increases the
potential replicability of results based on the diversity of attribute
combinations defining strong learners with equivalent predictive power. We call
this algorithm "Sparse Wrapper AlGorithm" (SWAG).
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