Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However, existing algorithms are mostly heuristic and do not offer any guarantee on the proposed solution. In this paper, we provide novel theoretical results showing that conditional mutual information naturally arises when bounding the ideal regression classification errors achieved by different subsets of features. Leveraging on these insights, we propose a novel stopping condition for backward and forward greedy methods which ensures that the ideal prediction error using the selected feature subset remains bounded by a user-specified threshold. We provide numerical simulations to support our theoretical claims and compare to common heuristic methods.
Several existing approaches use linear correlation measures to score the different features @cite_31 @cite_11 @cite_5 @cite_6 @cite_7 . Such algorithms are mostly based on the heuristic intuition that a good feature should be highly correlated with the class and lowly correlated with the other features. Instead, we provide a more theoretical justification for this claim (Section ), showing a connection between these two properties and the minimum MSE.
@cite_7 @cite_6 @cite_5 @cite_31 @cite_11
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The detection of correlations between different features in a set of feature vectors is a very important data mining task because correlation indicates a dependency between the features or some association of cause and effect between them. This association can be arbitrarily complex, i.e. one or more features might be dependent from a combination of several other features. Well-known methods like the principal components analysis (PCA) can perfectly find correlations which are global, linear, not hidden in a set of noise vectors, and uniform, i.e. the same type of correlation is exhibited in all feature vectors. In many applications such as medical diagnosis, molecular biology, time sequences, or electronic commerce, however, correlations are not global since the dependency between features can be different in different subgroups of the set. In this paper, we propose a method called 4C (Computing Correlation Connected Clusters) to identify local subgroups of the data objects sharing a uniform but arbitrarily complex correlation. Our algorithm is based on a combination of PCA and density-based clustering (DBSCAN). Our method has a determinate result and is robust against noise. A broad comparative evaluation demonstrates the superior performance of 4C over competing methods such as DBSCAN, CLIQUE and ORCLUS. Feature selection is a preprocessing phase to machine learning, which leads to increase the classification accuracy and reduce its complexity. However, the increase of data dimensionality poses a challenge to many existing feature selection methods. This paper formulates and validates a method for selecting optimal feature subset based on the analysis of the Pearson correlation coefficients. We adopt the correlation analysis between two variables as a feature goodness measure. Where, a feature is good if it is highly correlated to the class and is low correlated to the other features. To evaluate the proposed Feature selection method, experiments are applied on NSL-KDD dataset. The experiments shows that, the number of features is reduced from 41 to 17 features, which leads to improve the classification accuracy to 99.1 . Also,The efficiency of the proposed linear correlation feature selection method is demonstrated through extensive comparisons with other well known feature selection methods. Recommender problems with large and dynamic item pools are ubiquitous in web applications like content optimization, online advertising and web search. Despite the availability of rich item meta-data, excess heterogeneity at the item level often requires inclusion of item-specific "factors" (or weights) in the model. However, since estimating item factors is computationally intensive, it poses a challenge for time-sensitive recommender problems where it is important to rapidly learn factors for new items (e.g., news articles, event updates, tweets) in an online fashion. In this paper, we propose a novel method called FOBFM (Fast Online Bilinear Factor Model) to learn item-specific factors quickly through online regression. The online regression for each item can be performed independently and hence the procedure is fast, scalable and easily parallelizable. However, the convergence of these independent regressions can be slow due to high dimensionality. The central idea of our approach is to use a large amount of historical data to initialize the online models based on offline features and learn linear projections that can effectively reduce the dimensionality. We estimate the rank of our linear projections by taking recourse to online model selection based on optimizing predictive likelihood. Through extensive experiments, we show that our method significantly and uniformly outperforms other competitive methods and obtains relative lifts that are in the range of 10-15 in terms of predictive log-likelihood, 200-300 for a rank correlation metric on a proprietary My Yahoo! dataset; it obtains 9 reduction in root mean squared error over the previously best method on a benchmark MovieLens dataset using a time-based train test data split. We derive a least-squares formulation for MDDMp technique.A novel multi-label feature extraction algorithm is proposed.Our algorithm maximizes both feature variance and feature-label dependence.Experiments show that our algorithm is a competitive candidate. Dimensionality reduction is an important pre-processing procedure for multi-label classification to mitigate the possible effect of dimensionality curse, which is divided into feature extraction and selection. Principal component analysis (PCA) and multi-label dimensionality reduction via dependence maximization (MDDM) represent two mainstream feature extraction techniques for unsupervised and supervised paradigms. They produce many small and a few large positive eigenvalues respectively, which could deteriorate the classification performance due to an improper number of projection directions. It has been proved that PCA proposed primarily via maximizing feature variance is associated with a least-squares formulation. In this paper, we prove that MDDM with orthonormal projection directions also falls into the least-squares framework, which originally maximizes Hilbert-Schmidt independence criterion (HSIC). Then we propose a novel multi-label feature extraction method to integrate two least-squares formulae through a linear combination, which maximizes both feature variance and feature-label dependence simultaneously and thus results in a proper number of positive eigenvalues. Experimental results on eight data sets show that our proposed method can achieve a better performance, compared with other seven state-of-the-art multi-label feature extraction algorithms.