variable变量python python variance_inflation_factor 1,去除线性共线性,使变量数据稀疏。 共线性检测: 1,VIF(方差膨胀因子),1/(1-R**2)以10为分界点,(0-10)不存在多重共线性问题,>10存在多重共线性问题。 (vif包建议5以上则存在共线性问题) from statsmodels.stats.outliers_influence import variance_inflati...
To identify the optimal feature subset, the variance inflation factor (VIF; Vu, Muttaqi & Agalgaonkar 2015), the one-way Analysis Of Variance (ANOVA; Quirk 2012), and the mutual information (MI) score (Quirk 2012) methods were examined from the filter feature selection family that measures ...
Prediction performance of the three parameters in the variance inflation factor-based gene selection. The accuracies of prediction models (AUC) was calculated with three thresholds of the variance inflation factor (VIF): the normal threshold of multicollinearity (VIF < 10), the weaker threshold...