期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：2009
卷号：106
期号：22
页码：8859-8864
DOI：10.1073/pnas.0903931106
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：We study a two-class classification problem with a large number of features, out of which many are useless and only a few are useful, but we do not know which ones they are. The number of features is large compared with the number of training observations. Calibrating the model with 4 key parameters--the number of features, the size of the training sample, the fraction, and strength of useful features--we identify a region in parameter space where no trained classifier can reliably separate the two classes on fresh data. The complement of this region--where successful classification is possible--is also briefly discussed.
关键词：higher criticism ; phase diagram ; region of impossibility ; region of possibility ; threshold feature selection
