Original title:
Fast Dependency-Aware Feature Selection in Very-High-Dimensional Pattern Recognition Problems
Authors:
Somol, Petr ; Grim, Jiří Document type: Research reports
Year:
2011
Language:
eng Series:
Research Report, volume: 2295 Abstract:
The paper addresses the problem of making dependency-aware feature selection feasible in pattern recognition problems of very high dimensionality. The idea of individually best ranking is generalized to evaluate the contextual quality of each feature in a series of randomly generated feature subsets. Each random subset is evaluated by a criterion function of arbitrary choice (permitting functions of high complexity). Eventually, the novel dependency-aware feature rank is computed, expressing the average benefit of including a feature into feature subsets. The method is efficient and generalizes well especially in very-high-dimensional problems, where traditional context-aware feature selection methods fail due to prohibitive computational complexity or to over-fitting. The method is shown well capable of over-performing the commonly applied individual ranking which ignores important contextual information contained in data.
Keywords:
classification; feature selection,; generalization; high dimensionality; machine learning; over-fitting; pattern recognition; ranking; stability Project no.: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP), 2C06019 (CEP) Funding provider: GA MŠk, GA MŠk