In this article, we advocate the "ensemble approach" for variable selection.
We point out that the stochastic mechanism used to generate the
variable-selection ensemble (VSE) must be picked with care. We construct a VSE
using a stochastic stepwise algorithm, and compare its performance with
numerous state-of-the-art algorithms.
Inspired by a growing interest in analyzing network data, we study the
problem of node classification on graphs, focusing on approaches based on
kernel machines. Conventionally, kernel machines are linear classifiers in the
implicit feature space. We argue that linear classification in the feature
space of kernels commonly used for graphs is often not enough to produce good
results. When this is the case, one naturally considers nonlinear classifiers
in the feature space.