Variable Selection in Multiple Linear Regression Using a Genetic Algorithm
Keyword(s):
In this article it is studied the application of a genetic algorithm in the problem of variable selection for multiple linear regression, minimizing the least squares criterion. The algorithm is based on a chromosomic representation of variables that are considered in the least squares model. A binary chromosome indicates the presence (1) or absence (0) of a variable in the model. The fitness function is based on the adjusted square R, proportional to the fitness for chromosome selection in a roulette wheel model selection. Usual genetic operators, such as crossover and mutation are implemented. Comparisons are performed with benchmark data sets, obtaining satisfying and promising results.
2019 ◽
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2020 ◽
Vol 5
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pp. 61-97
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2008 ◽
Vol 27
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pp. 105-115
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1998 ◽
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pp. 333-339
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1997 ◽
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pp. 71-86
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2021 ◽
2006 ◽
Vol 50
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pp. 1840-1854
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