A Feature Selection Method for Multivariate Performance Measures

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for classification error. In this paper, we propose a generalized sparse regularizer. Based on the proposed regularizer, we present a unified feature selection framework for general loss functions. In particular, we study the novel feature selection paradigm by optimizing multivariate performance measures. The resultant formulation is a challenging problem for high-dimensional data. Hence, a two-layer cutting plane algorithm is proposed to solve this problem, and the convergence is presented. In addition, we adapt the proposed method to optimize multivariate measures for multiple instance learning problems. The analyses by comparing with the state-of-the-art feature selection methods show that the proposed method is superior to others. Extensive experiments on large-scale and high-dimensional real world datasets show that the proposed method outperforms $l_1$-SVM and SVM-RFE when choosing a small subset of features, and achieves significantly improved performances over SVM$^{perf}$ in terms of $F_1$-score

Evolving interval-based representation for multiple classifier fusion.

Designing an ensemble of classifiers is one of the popular research topics in machine learning since it can give better results than using each constituent member. Furthermore, the performance of ensemble can be improved using selection or adaptation. In the former, the optimal set of base classifiers, meta-classifier, original features, or meta-data is selected to obtain a better ensemble than using the entire classifiers and features. In the latter, the base classifiers or combining algorithms working on the outputs of the base classifiers are made to adapt to a particular problem. The adaptation here means that the parameters of these algorithms are trained to be optimal for each problem. In this study, we propose a novel evolving combining algorithm using the adaptation approach for the ensemble systems. Instead of using numerical value when computing the representation for each class, we propose to use the interval-based representation for the class. The optimal value of the representation is found through Particle Swarm Optimization. During classification, a test instance is assigned to the class with the interval-based representation that is closest to the base classifiers’ prediction. Experiments conducted on a number of popular dataset confirmed that the proposed method is better than the well-known ensemble systems using Decision Template and Sum Rule as combiner, L2-loss Linear Support Vector Machine, Multiple Layer Neural Network, and the ensemble selection methods based on GA-Meta-data, META-DES, and ACO