
An introduction to variable and feature selection [pdf] - sonabinu
http://www.jmlr.org/papers/volume3/guyon03a/guyon03a.pdf
======
notroot
Anybody wanna verify that the fnr in this sentence on the bottom of page 5
(1151) is an error and should be fpr?

"ROC curves that plot 'hit' rate (1-fpr) as a function of 'false alarm' rate
fnr are instrumental..."

Was gonna email them but considering published in '03 figured we were more
interested in this than they are at this point.

~~~
Bill_Dimm
The fpr and fnr should be swapped (note: I haven't read the rest of the paper
yet). Specifically, it should be:

ROC curves plot (1-fnr) as a function of fpr.

------
elcapitan
"Optimum brain damage procedure" made my day. I'll try that at work.

~~~
jmount
It is neat- the need to look at the second derivative in "Optimal Brain
Damage" (because we know the first derivatives will be zero due to the use of
optimization) also underlies Fisher information
[https://en.wikipedia.org/wiki/Fisher_information](https://en.wikipedia.org/wiki/Fisher_information)
.

------
lowmagnet
Can we get a year tag? This appears to be from 2003.

