Combined Pruning for Nested Cross-Validation to Accelerate Automated Hyperparameter Optimization for Embedded Feature Selection in High-Dimensional Data with Very Small Sample Sizes

no code implementations • 1 Feb 2022 • Sigrun May, Sven Hartmann, Frank Klawonn

Result: To speed up feature selection for high-dimensional data with tiny sample size, we adapt the use of a state-of-the-art asynchronous successive halving pruner.

feature selection Hyperparameter Optimization