High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso

The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection based on linear dependency between input features and output values. In this paper, we consider a feature-wise kernelized Lasso for capturing non-linear input-output dependency. We first show that, with particular choices of kernel functions, non-redundant features with strong statistical dependence on output values can be found in terms of kernel-based independence measures. We then show that the globally optimal solution can be efficiently computed; this makes the approach scalable to high-dimensional problems. The effectiveness of the proposed method is demonstrated through feature selection experiments with thousands of features.Comment: 18 page

Application of mutual information-based sequential feature selection to ISBSG mixed data

[EN] There is still little research work focused on feature selection (FS) techniques including both categorical and continuous features in Software Development Effort Estimation (SDEE) literature. This paper addresses the problem of selecting the most relevant features from ISBSG (International Software Benchmarking Standards Group) dataset to be used in SDEE. The aim is to show the usefulness of splitting the ranked list of features provided by a mutual information-based sequential FS approach in two, regarding categorical and continuous features. These lists are later recombined according to the accuracy of a case-based reasoning model. Thus, four FS algorithms are compared using a complete dataset with 621 projects and 12 features from ISBSG. On the one hand, two algorithms just consider the relevance, while the remaining two follow the criterion of maximizing relevance and also minimizing redundancy between any independent feature and the already selected features. On the other hand, the algorithms that do not discriminate between continuous and categorical features consider just one list, whereas those that differentiate them use two lists that are later combined. As a result, the algorithms that use two lists present better performance than those algorithms that use one list. Thus, it is meaningful to consider two different lists of features so that the categorical features may be selected more frequently. We also suggest promoting the usage of Application Group, Project Elapsed Time, and First Data Base System features with preference over the more frequently used Development Type, Language Type, and Development Platform.Fernández-Diego, M.; González-Ladrón-De-Guevara, F. (2018). Application of mutual information-based sequential feature selection to ISBSG mixed data. Software Quality Journal. 26(4):1299-1325. https://doi.org/10.1007/s11219-017-9391-5S12991325264Angelis, L., & Stamelos, I. (2000). A simulation tool for efficient analogy based cost estimation. Empirical Software Engineering, 5(1), 35–68. https://doi.org/10.1023/A:1009897800559 .Auer, M., Trendowicz, A., Graser, B., Haunschmid, E., & Biffl, S. (2006). Optimal project feature weights in analogy-based cost estimation: improvement and limitations. Software Engineering, IEEE Transactions on, 32(2), 83–92.Awada, W., Khoshgoftaar, T. M., Dittman, D., Wald, R., Napolitano, A. (2012). A review of the stability of feature selection techniques for bioinformatics data. In 2012 I.E. 13th International Conference on Information Reuse and Integration (IRI) (pp. 356–363). Presented at the 2012 I.E. 13th International Conference on Information Reuse and Integration (IRI). https://doi.org/10.1109/IRI.2012.6303031 .Battiti, R. (1994). Using mutual information for selecting features in supervised neural net learning. Neural Networks, IEEE Transactions, 5(4), 537–550.Bennasar, M., Hicks, Y., & Setchi, R. (2015). Feature selection using joint mutual information maximisation. Expert Systems with Applications, 42(22), 8520–8532. https://doi.org/10.1016/j.eswa.2015.07.007 .Bibi, S., Tsoumakas, G., Stamelos, I., & Vlahavas, I. (2008). Regression via classification applied on software defect estimation. Expert Systems with Applications, 34(3), 2091–2101. https://doi.org/10.1016/j.eswa.2007.02.012 .Chandrashekar, G., & Sahin, F. (2014). A survey on feature selection methods. Computers & Electrical Engineering, 40(1), 16–28.Chatzipetrou, P., Papatheocharous, E., Angelis, L., Andreou, A. S. (2012). An investigation of software effort phase distribution using compositional data analysis. In 2012 38th EUROMICRO Conference on Software Engineering and Advanced Applications (SEAA) (pp. 367–375). Presented at the 2012 38th EUROMICRO Conference on Software Engineering and Advanced Applications (SEAA). https://doi.org/10.1109/SEAA.2012.50 .Chen, Z., Menzies, T., Port, D., & Boehm, B. (2005). Feature subset selection can improve software cost estimation accuracy. In Proceedings of the 2005 workshop on predictor models in software engineering (pp. 1–6). New York: ACM. https://doi.org/10.1145/1082983.1083171 .Chiu, N.-H., & Huang, S.-J. (2007). The adjusted analogy-based software effort estimation based on similarity distances. Journal of Systems and Software, 80(4), 628–640.Dash, M., & Liu, H. (2003). Consistency-based search in feature selection. Artificial Intelligence, 151(1), 155–176.Dejaeger, K., Verbeke, W., Martens, D., & Baesens, B. (2012). Data mining techniques for software effort estimation: a comparative study. Software Engineering, IEEE Transactions on, 38(2), 375–397. https://doi.org/10.1109/TSE.2011.55 .Deng, K., & MacDonell, S. G. (2008). Maximising data retention from the ISBSG repository. In Proceedings of the 12th international conference on evaluation and assessment in software engineering (pp. 21–30). Swinton: British Computer Society http://dl.acm.org/citation.cfm?id=2227115.2227118 . Accessed 21 Jan 2014.Doquire, G., & Verleysen, M. (2011). An hybrid approach to feature selection for mixed categorical and continuous data. In International Conference on Knowledge Discovery and Information Retrieval. http://hdl.handle.net/2078.1/90765 . Accessed 2 Nov 2015.Dudani, S. A. (1976). The distance-weighted k-nearest-neighbor rule. IEEE Transactions on Systems, Man and Cybernetics, SMC, 6(4), 325–327. https://doi.org/10.1109/TSMC.1976.5408784 .Estévez, P. A., Tesmer, M., Perez, C. A., & Zurada, J. M. (2009). Normalized mutual information feature selection. IEEE Transactions on Neural Networks, 20(2), 189–201. https://doi.org/10.1109/TNN.2008.2005601 .Fayyad, U.M., & Irani, K.B. (1993). Multi-Interval Discretization of Continuous-Valued Attributes for Classification Learning. In Proceedings of the International Joint Conference on Uncertainty in AI (pp. 1022–1027). Presented at the International Joint Conference on Uncertainty in AI. https://www.researchgate.net/publication/220815890_Multi-Interval_Discretization_of_Continuous-Valued_Attributes_for_Classification_Learning . Accessed 22 June 2016.Fernández-Diego, M., & González-Ladrón-de-Guevara, F. (2014). Potential and limitations of the ISBSG dataset in enhancing software engineering research: a mapping review. Information and Software Technology, 56(6), 527–544. https://doi.org/10.1016/j.infsof.2014.01.003 .Ferreira, A., & Figueiredo, M. (2011). Unsupervised joint feature discretization and selection. In J. Vitrià, J. M. Sanches, & M. Hernández (Eds.), Pattern recognition and image analysis (Vol. 6669, pp. 200–207). Berlin, Heidelberg: Springer Berlin Heidelberg http://link.springer.com/10.1007/978-3-642-21257-4_25 . Accessed 4 Mar 2016.Fleuret, F. (2004). Fast binary feature selection with conditional mutual information. Journal of Machine Learning Research, 5, 1531–1555.González-Ladrón-de-Guevara, F., Fernández-Diego, M., & Lokan, C. (2016). The usage of ISBSG data fields in software effort estimation: a systematic mapping study. Journal of Systems and Software, 113, 188–215. https://doi.org/10.1016/j.jss.2015.11.040 .Gupta, P., Jain, S., & Jain, A. (2014). A review of fast clustering-based feature subset selection algorithm. International Journal of Scientific & Technology Research, 3(11), 86–91.Guyon, I., & Elisseeff, A. (2003). An introduction to variable and feature selection. The Journal of Machine Learning Research, 3, 1157–1182.Hall, M. A., & Holmes, G. (2003). Benchmarking attribute selection techniques for discrete class data mining. IEEE Transactions on Knowledge and Data Engineering, 15(6), 1437–1447. https://doi.org/10.1109/TKDE.2003.1245283 .Hausser, J., & Strimmer, K. (2009). Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks. Journal of Machine Learning Research, 10(Jul), 1469–1484.Hill, P. (2010). Practical software project estimation: a toolkit for estimating software development effort & duration. McGraw Hill Professional.Hsu, H.-H., Hsieh, C.-W., & Lu, M.-D. (2011). Hybrid feature selection by combining filters and wrappers. Expert Systems with Applications, 38(7), 8144–8150.Huang, S.-J., & Chiu, N.-H. (2006). Optimization of analogy weights by genetic algorithm for software effort estimation. Information and Software Technology, 48(11), 1034–1045. https://doi.org/10.1016/j.infsof.2005.12.020 .Huang, S.-J., Chiu, N.-H., & Liu, Y.-J. (2008). A comparative evaluation on the accuracies of software effort estimates from clustered data. Information and Software Technology, 50(9–10), 879–888. https://doi.org/10.1016/j.infsof.2008.02.005 .Huang, J., Li, Y.-F., & Xie, M. (2015). An empirical analysis of data preprocessing for machine learning-based software cost estimation. Information and Software Technology, 67, 108–127. https://doi.org/10.1016/j.infsof.2015.07.004 .ISBSG. (2013a). ISBSG Dataset Release 12. ISBSG. http://isbsg.org/ . Accessed 1 Mar 2016.ISBSG. (2013b). ISBSG Guidelines Release 12.ISBSG. (2013c). ISBSG Data Demographics Release 12.Jeffery, R., Ruhe, M., Wieczorek, I. (2001). Using public domain metrics to estimate software development effort. In Software Metrics Symposium, 2001. METRICS 2001. Proceedings. Seventh International (pp. 16–27). https://doi.org/10.1109/METRIC.2001.915512 .Jiang, Z., & Comstock, C. (2007). The factors significant to software development productivity. In C. Ardil (Ed.), Proceedings of World Academy of Science, Engineering and Technology, Vol 19 (Vol. 19, pp. 160–164). Presented at the Conference of the World-Academy-of-Science-Engineering-and-Technology, Bangkok: World Acad Sci, Eng & Tech-Waset.Jørgensen, M., Indahl, U., & Sjøberg, D. (2003). Software effort estimation by analogy and ‘regression toward the mean’. Journal of Systems and Software, 68(3), 253–262. https://doi.org/10.1016/S0164-1212(03)00066-9 .Kabir, M. M., Shahjahan, M., & Murase, K. (2011). A new local search based hybrid genetic algorithm for feature selection. Neurocomputing, 74(17), 2914–2928.Kadoda, G., Cartwright, M., Chen, L., Shepperd, M. (2000). Experiences using case-based reasoning to predict software project effort. In EASE 2000 (pp. 2–3). Presented at the EASE 2000, Staffordshire, UK.Keung, J., Kocaguneli, E., & Menzies, T. (2012). Finding conclusion stability for selecting the best effort predictor in software effort estimation. Automated Software Engineering, 20(4), 543–567. https://doi.org/10.1007/s10515-012-0108-5 .Kirsopp, C., Shepperd, M. J., Hart, J. (2002). Search heuristics, case-based reasoning and software project effort prediction. In Proceedings of the Genetic and Evolutionary Computation Conference (pp. 9–13). New York, USA. http://v-scheiner.brunel.ac.uk/handle/2438/1554 . Accessed 27 Jan 2016.Kohavi, R., & John, G. H. (1997). Wrappers for feature subset selection. Artificial Intelligence, 97(1–2), 273–324. https://doi.org/10.1016/S0004-3702(97)00043-X .Kwak, N., & Choi, C.-H. (2002). Input feature selection for classification problems. IEEE Transactions on Neural Networks, 13(1), 143–159. https://doi.org/10.1109/72.977291 .Langdon, W. B., Dolado, J., Sarro, F., & Harman, M. (2016). Exact mean absolute error of baseline predictor, MARP0. Information and Software Technology, 73, 16–18. https://doi.org/10.1016/j.infsof.2016.01.003 .Li, Y. F., Xie, M., & Goh, T. N. (2009). A study of mutual information based feature selection for case based reasoning in software cost estimation. Expert Systems with Applications, 36(3), 5921–5931.Liu, H., & Motoda, H. (2012). Feature selection for knowledge discovery and data mining (Vol. 454). Springer Science & Business Media. https://books.google.es/books?hl=en&lr=&id=aaDbBwAAQBAJ&oi=fnd&pg=PP10&dq=Feature+selection+for+knowledge+discovery+and+data+mining&ots=iuMhcWZGcf&sig=KlmNEIcsBdDVs-m1HUuICfpYZiM . Accessed 25 Jan 2016.Liu, H., & Yu, L. (2005). Toward integrating feature selection algorithms for classification and clustering. IEEE Transactions on Knowledge and Data Engineering, 17(4), 491–502. https://doi.org/10.1109/TKDE.2005.66 .Liu, H., Wei, R., & Jiang, G. (2013). A hybrid feature selection scheme for mixed attributes data. Computational and Applied Mathematics, 32(1), 145–161. https://doi.org/10.1007/s40314-013-0019-5 .Liu, Q., Wang, J., Xiao, J., Zhu, H. (2014). Mutual information based feature selection for symbolic interval data. In International Conference on Software Intelligence Technologies and Applications International Conference on Frontiers of Internet of Things 2014 (pp. 62–69). Presented at the International Conference on Software Intelligence Technologies and Applications International Conference on Frontiers of Internet of Things 2014. https://doi.org/10.1049/cp.2014.1537 .Lokan, C. (2005). What should you optimize when building an estimation model? In Software Metrics, 2005. 11th IEEE International Symposium (pp. 1–10). https://doi.org/10.1109/METRICS.2005.55 .Lokan, C., & Mendes, E. (2009a). Investigating the use of chronological split for software effort estimation. Software, IET, 3(5), 422–434. https://doi.org/10.1049/iet-sen.2008.0107 .Lokan, C., & Mendes, E. (2009b). Applying moving windows to software effort estimation. In Proceedings of the 2009 3rd international symposium on empirical software engineering and measurement (pp. 111–122). Washington, DC: IEEE Computer Society. https://doi.org/10.1109/ESEM.2009.5316019 .Lokan, C., & Mendes, E. (2012). Investigating the use of duration-based moving windows to improve software effort prediction. In Software Engineering Conference (APSEC), 2012 19th Asia-Pacific (Vol. 1, pp. 818–827). Presented at the Software Engineering Conference (APSEC), 2012 19th Asia-Pacific. https://doi.org/10.1109/APSEC.2012.74 .Lustgarten, J.L., Visweswaran, S., Grover, H., Gopalakrishnan, V. (2008). An evaluation of discretization methods for learning rules from biomedical datasets. In BIOCOMP (pp. 527–532).Mandal, M., & Mukhopadhyay, A. (2013). An improved minimum redundancy maximum relevance approach for feature selection in gene expression data. Procedia Technology, 10, 20–27. https://doi.org/10.1016/j.protcy.2013.12.332 .Mendes, E., Watson, I., Triggs, C., Mosley, N., & Counsell, S. (2003). A comparative study of cost estimation models for web hypermedia applications. Empirical Software Engineering, 8(2), 163–196.Mendes, E., Lokan, C., Harrison, R., Triggs, C. (2005). A replicated comparison of cross-company and within-company effort estimation models using the ISBSG database. In Software Metrics, 2005. 11th IEEE International Symposium (pp. 1–10). https://doi.org/10.1109/METRICS.2005.4 .Moses, J., Farrow, M., Parrington, N., & Smith, P. (2006). A productivity benchmarking case study using Bayesian credible intervals. Software Quality Journal, 14(1), 37–52. https://doi.org/10.1007/s11219-006-6000-4 .Núñez, H., Sànchez-Marrè, M., Cortés, U., Comas, J., Martínez, M., Rodríguez-Roda, I., & Poch, M. (2004). A comparative study on the use of similarity measures in case-based reasoning to improve the classification of environmental system situations. Environmental Modelling & Software, 19(9), 809–819. https://doi.org/10.1016/j.envsoft.2003.03.003 .Oh, I.-S., Lee, J.-S., & Moon, B.-R. (2004). Hybrid genetic algorithms for feature selection. Pattern Analysis and Machine Intelligence, IEEE Transactions on, 26(11), 1424–1437.Peng, H., Long, F., & Ding, C. (2005). Feature selection based on mutual information criteria of max-dependency, max-relevance, and min-redundancy. IEEE Transactions on Pattern Analysis and Machine Intelligence, 27(8), 1226–1238. https://doi.org/10.1109/TPAMI.2005.159 .R Core Team. (2015). R: A language and environment for statistical computing. Vienna: R Foundation for Statistical Computing https://www.R-project.org/ .Romanski, P., & Kotthoff, L. (2014). FSelector: Selecting attributes. R package version 0.20. https://CRAN.R-project.org/package=FSelector .Shannon, C. E. (1949). The mathematical theory of communication. Urbana: University of Illinois Press.Shepperd, M., & MacDonell, S. (2012). Evaluating prediction systems in software project estimation. Information and Software Technology, 54(8), 820–827.Shepperd, M., & Schofield, C. (1997). Estimating software project effort using analogies. Software Engineering, IEEE Transactions on, 23(11), 736–743.Somol, P., Pudil, P., & Kittler, J. (2004). Fast branch & bound algorithms for optimal feature selection. Pattern Analysis and Machine Intelligence, IEEE Transactions on, 26(7), 900–912.Song, Q., & Shepperd, M. (2007). A new imputation method for small software project data sets. Journal of Systems and Software, 80(1), 51–62.Top, O. O., Ozkan, B., Nabi, M., Demirors, O. (2011). Internal and External Software Benchmark Repository Utilization for Effort Estimation. In Software Measurement, 2011 Joint Conference of the 21st Int’l Workshop on and 6th Int’l Conference on Software Process and Product Measurement (IWSM-MENSURA) (pp. 302–307). https://doi.org/10.1109/IWSM-MENSURA.2011.41 .Vinh, L.T., Thang, N.D., Lee, Y.-K. (2010). An improved maximum relevance and minimum redundancy feature selection algorithm based on normalized mutual information. In 2010 10th IEEE/IPSJ International Symposium on Applications and the Internet (SAINT) (pp. 395–398). Presented at the 2010 10th IEEE/IPSJ International Symposium on Applications and the Internet (SAINT). https://doi.org/10.1109/SAINT.2010.50 .Witten, I.H., Frank, E., Hall, M.A., Pal, C.J. (2011). Data mining: Practical machine learning tools and techniques. Morgan Kaufmann

An Improved Minimum Redundancy Maximum Relevance Approach for Feature Selection in Gene Expression Data

AbstractIn this article, an improved feature selection technique has been proposed. Mutual Information is taken as the basic criterion to find the feature relevance and redundancy. The mutual information between a feature and class labels defines the relevance of that feature. Again, the mutual information among different features defines the correlation i.e., the redundancy among those features. Now our objective is to find such a feature set for which the mutual information among the features and the class labels are maximized and the mutual information among the features are minimized. Therefore, the goal of the proposed method is to find the most relevant and least redundant feature set. The number of output features is provided by the user. First the most relevant feature is added to the empty final feature set. Then in each iteration a non-dominated feature set with respect to relevance and redundancy is generated and from this set of features, the most relevant and non-redundant feature is included in the final feature set. Thereafter, in an incremental way a feature is added in every iteration and this step is repeated while the size of the final feature set is equal to the user given number of features. The features contained by the final feature set have maximum relevance and least correlation. The proposed method is applied on microarray gene expression data to find the most relevant and non-redundant genes and the performance of the proposed method is compared with that of the popular mRMR (MIQ) and mRMR (MID) schemes on several real-life data sets

Hyperspectral Images Classification and Dimensionality Reduction using spectral interaction and SVM classifier

Over the past decades, the hyperspectral remote sensing technology development has attracted growing interest among scientists in various domains. The rich and detailed spectral information provided by the hyperspectral sensors has improved the monitoring and detection capabilities of the earth surface substances. However, the high dimensionality of the hyperspectral images (HSI) is one of the main challenges for the analysis of the collected data. The existence of noisy, redundant and irrelevant bands increases the computational complexity, induce the Hughes phenomenon and decrease the target's classification accuracy. Hence, the dimensionality reduction is an essential step to face the dimensionality challenges. In this paper, we propose a novel filter approach based on the maximization of the spectral interaction measure and the support vector machines for dimensionality reduction and classification of the HSI. The proposed Max Relevance Max Synergy (MRMS) algorithm evaluates the relevance of every band through the combination of spectral synergy, redundancy and relevance measures. Our objective is to select the optimal subset of synergistic bands providing accurate classification of the supervised scene materials. Experimental results have been performed using three different hyperspectral datasets: "Indiana Pine", "Pavia University" and "Salinas" provided by the "NASA-AVIRIS" and the "ROSIS" spectrometers. Furthermore, a comparison with the state of the art band selection methods has been carried out in order to demonstrate the robustness and efficiency of the proposed approach. Keywords: Hyperspectral images, remote sensing, dimensionality reduction, classification, synergic, correlation, spectral interaction information, mutual infor

Are screening methods useful in feature selection? An empirical study

Filter or screening methods are often used as a preprocessing step for reducing the number of variables used by a learning algorithm in obtaining a classification or regression model. While there are many such filter methods, there is a need for an objective evaluation of these methods. Such an evaluation is needed to compare them with each other and also to answer whether they are at all useful, or a learning algorithm could do a better job without them. For this purpose, many popular screening methods are partnered in this paper with three regression learners and five classification learners and evaluated on ten real datasets to obtain accuracy criteria such as R-square and area under the ROC curve (AUC). The obtained results are compared through curve plots and comparison tables in order to find out whether screening methods help improve the performance of learning algorithms and how they fare with each other. Our findings revealed that the screening methods were useful in improving the prediction of the best learner on two regression and two classification datasets out of the ten datasets evaluated.Comment: 29 pages, 4 figures, 21 table

Effect of Feature Selection on Gene Expression Datasets Classification Accurac

Feature selection attracts researchers who deal with machine learning and data mining. It consists of selecting the variables that have the greatest impact on the dataset classification, and discarding the rest. This dimentionality reduction allows classifiers to be fast and more accurate. This paper traits the effect of feature selection on the accuracy of widely used classifiers in literature. These classifiers are compared with three real datasets which are pre-processed with feature selection methods. More than 9% amelioration in classification accuracy is observed, and k-means appears to be the most sensitive classifier to feature selection

A New Maximum Relevance-Minimum Multicollinearity (MRmMC) Method for Feature Selection and Ranking

A substantial amount of datasets stored for various applications are often high dimensional with redundant and irrelevant features. Processing and analysing data under such circumstances is time consuming and makes it difficult to obtain efficient predictive models. There is a strong need to carry out analyses for high dimensional data in some lower dimensions, and one approach to achieve this is through feature selection. This paper presents a new relevancy-redundancy approach, called the maximum relevance–minimum multicollinearity (MRmMC) method, for feature selection and ranking, which can overcome some shortcomings of existing criteria. In the proposed method, relevant features are measured by correlation characteristics based on conditional variance while redundancy elimination is achieved according to multiple correlation assessment using an orthogonal projection scheme. A series of experiments were conducted on eight datasets from the UCI Machine Learning Repository and results show that the proposed method performed reasonably well for feature subset selection