Mutual Information and Gamma Test for Input Selection
作者： Amaury Lendasse , Nima Reyhani , Yongnan Ji , Jin Hao
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摘要: In this paper, input selection is performed using two different approaches. The first approach based on the Gamma test. This test estimates mean square error (MSE) that can be achieved without overfitting. best set of inputs one minimises result second method Mutual Information between a and output. maximises Information. Both methods are applied for function approximation time series prediction problems.
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