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Redundant feature selection using permutation methods
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Taylor, Phillip M., Griffiths, Nathan and Bhalerao, Abhir (2015) Redundant feature selection using permutation methods. In: AutoML workshop @ ICML'15, Lille, France, 11 Jul 2015
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WRAP_0070653-cs-011015-icml-automl-2015.pdf - Accepted Version - Requires a PDF viewer. Download (1007Kb) | Preview |
Official URL: https://sites.google.com/site/automlwsicml15/accep...
Abstract
Automatic feature selection aims to select the features with highest performance when used in a classifier. One popular measure for estimating feature relevancy and redundancy is Mutual Information (MI), although it is biased toward features with multiple values. Permutation methods have been successfully applied in normalizing for numerous biases including that of MI; however they are computationally expensive and complete redundancy computation is infeasible. In this paper, we introduce a measure that can be used to approximate all m2 redundancies between m features, while performing only m permutation methods for their relevancies. We then show using simulated data that this permutation redundancy measure holds similar properties to normalized MI and apply it in selecting features from example datasets using minimal Redundancy Maximal Relevancy (mRMR).
Item Type: | Conference Item (Paper) | ||||
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Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Computer Science | ||||
Library of Congress Subject Headings (LCSH): | Artificial intelligence, Statistical hypothesis testing, Resampling (Statistics), Computer vision, Computer-aided design, Computer science, Pattern perception | ||||
Official Date: | 2015 | ||||
Dates: |
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Status: | Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 7 April 2016 | ||||
Date of first compliant Open Access: | 7 April 2016 | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | AutoML workshop @ ICML'15 | ||||
Type of Event: | Workshop | ||||
Location of Event: | Lille, France | ||||
Date(s) of Event: | 11 Jul 2015 | ||||
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