In this paper, we present a new feature selection method that is suitable for both unsupervised and supervised problems. We build upon the recently proposed Infinite Feature Selection (IFS) method where feature subsets of all sizes (including infinity) are considered. We extend IFS in two ways. First, we propose a supervised version of it. Second, we propose new ways of forming the feature adjacency matrix that perform better for unsupervised problems. We extensively evaluate our methods on many benchmark datasets, including large image-classification datasets (PASCAL VOC), and show that our methods outperform both the IFS and the widely used "minimum-redundancy maximum-relevancy (mRMR)" feature selection algorithm.
In many practical machine learning and classification tasks, we encounter a very large feature space with thousands of irrelevant and or redundant features. Presence of such features causes high computational complexity, poor generalization performance and decreased learning accuracy @cite_15 @cite_0 . The task of feature selection is to identify a small subset of most important, i.e. representative and discriminative, features. Many feature selection algorithms have been proposed in the last three decades (e.g. @cite_0 @cite_30 @cite_13 @cite_27 ). Among them, have generated much interest, because they are simple, fast and not biased to any special learner. In these methods, each candidate feature subset is evaluated independent of the final learner, based on a diverse set of evaluation measures including mutual information @cite_32 @cite_26 , consistency @cite_17 , significance @cite_2 @cite_10 , etc.
@cite_30 @cite_26 @cite_10 @cite_32 @cite_0 @cite_27 @cite_2 @cite_15 @cite_13 @cite_17
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Feature selection is an important technique for data mining. Despite its importance, most studies of feature selection are restricted to batch learning. Unlike traditional batch learning methods, online learning represents a promising family of efficient and scalable machine learning algorithms for large-scale applications. Most existing studies of online learning require accessing all the attributes features of training instances. Such a classical setting is not always appropriate for real-world applications when data instances are of high dimensionality or it is expensive to acquire the full set of attributes features. To address this limitation, we investigate the problem of online feature selection (OFS) in which an online learner is only allowed to maintain a classifier involved only a small and fixed number of features. The key challenge of online feature selection is how to make accurate prediction for an instance using a small number of active features. This is in contrast to the classical setup of online learning where all the features can be used for prediction. We attempt to tackle this challenge by studying sparsity regularization and truncation techniques. Specifically, this article addresses two different tasks of online feature selection: 1) learning with full input, where an learner is allowed to access all the features to decide the subset of active features, and 2) learning with partial input, where only a limited number of features is allowed to be accessed for each instance by the learner. We present novel algorithms to solve each of the two problems and give their performance analysis. We evaluate the performance of the proposed algorithms for online feature selection on several public data sets, and demonstrate their applications to real-world problems including image classification in computer vision and microarray gene expression analysis in bioinformatics. The encouraging results of our experiments validate the efficacy and efficiency of the proposed techniques. The set of features used by a learning algorithm can have a dramatic impact on the performance of that algorithm. Including extraneous features can make the learning problem harder by adding useless, noisy dimensions that lead to over-fitting and increased computational complexity. Conversely, leaving out useful features can deprive the model of important signals. The problem of feature selection is to find a subset of features that allows the learning algorithm to learn the “best” model in terms of measures such as accuracy or model simplicity. The problem of feature selection continues to grow in both importance and difficulty as extremely high-dimensional data sets become the standard in real-world machine learning tasks. Scalability can become a problem for even simple approaches. For example, common feature selection approaches that evaluate each new feature by training a new model containing that feature require a learning a linear number of models each time they add a new feature. This computational cost can add up quickly when we are iteratively adding many new features. Even techniques that use relatively computationally inexpensive tests of a feature’s value, such as mutual information, require at least linear time in the number of features being evaluated. As a simple illustrative example consider the task of classifying websites. In this case the data set could easily contain many millions of examples. Just including very basic features such as text unigrams on the page or HTML tags could easily provide many thousands of potential features for the model. Considering more complex attributes such as bigrams of words Nowadays, many disciplines have to deal with big datasets that additionally involve a high number of features. Feature selection methods aim at eliminating noisy, redundant, or irrelevant features that may deteriorate the classification performance. However, traditional methods lack enough scalability to cope with datasets of millions of instances and extract successful results in a delimited time. This paper presents a feature selection algorithm based on evolutionary computation that uses the MapReduce paradigm to obtain subsets of features from big datasets. The algorithm decomposes the original dataset in blocks of instances to learn from them in the map phase; then, the reduce phase merges the obtained partial results into a final vector of feature weights, which allows a flexible application of the feature selection procedure using a threshold to determine the selected subset of features. The feature selection method is evaluated by using three well-known classifiers (SVM, Logistic Regression, and Naive Bayes) implemented within the Spark framework to address big data problems. In the experiments, datasets up to 67 millions of instances and up to 2000 attributes have been managed, showing that this is a suitable framework to perform evolutionary feature selection, improving both the classification accuracy and its runtime when dealing with big data problems. Feature ranking is a fundamental machine learning task with various applications, including feature selection and decision tree learning. We describe and analyze a new feature ranking method that supports categorical features with a large number of possible values. We show that existing ranking criteria rank a feature according to the training error of a predictor based on the feature. This approach can fail when ranking categorical features with many values. We propose the Ginger ranking criterion, that estimates the generalization error of the predictor associated with the Gini index. We show that for almost all training sets, the Ginger criterion produces an accurate estimation of the true generalization error, regardless of the number of values in a categorical feature. We also address the question of finding the optimal predictor that is based on a single categorical feature. It is shown that the predictor associated with the misclassification error criterion has the minimal expected generalization error. We bound the bias of this predictor with respect to the generalization error of the Bayes optimal predictor, and analyze its concentration properties. We demonstrate the efficiency of our approach for feature selection and for learning decision trees in a series of experiments with synthetic and natural data sets.