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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Biostatistics

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COBRA

2007

Cross-validation; evolutionary algorithms; loss-based estimation; machine learning; optimization; parameter space

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Full-Text Articles in Physical Sciences and Mathematics

Loss-Based Estimation With Evolutionary Algorithms And Cross-Validation, David Shilane, Richard H. Liang, Sandrine Dudoit Nov 2007

Loss-Based Estimation With Evolutionary Algorithms And Cross-Validation, David Shilane, Richard H. Liang, Sandrine Dudoit

U.C. Berkeley Division of Biostatistics Working Paper Series

Many statistical inference methods rely upon selection procedures to estimate a parameter of the joint distribution of explanatory and outcome data, such as the regression function. Within the general framework for loss-based estimation of Dudoit and van der Laan, this project proposes an evolutionary algorithm (EA) as a procedure for risk optimization. We also analyze the size of the parameter space for polynomial regression under an interaction constraints along with constraints on either the polynomial or variable degree.