Conditional Dynamic Mutual Information-Based Feature Selection

With emergence of new techniques, data in many fields are getting larger and larger, especially in dimensionality aspect. The high dimensionality of data may pose great challenges to traditional learning algorithms. In fact, many of features in large volume of data are redundant and noisy. Their presence not only degrades the performance of learning algorithms, but also confuses end-users in the post-analysis process. Thus, it is necessary to eliminate irrelevant features from data before being fed into learning algorithms. Currently, many endeavors have been attempted in this field and many outstanding feature selection methods have been developed. Among different evaluation criteria, mutual information has also been widely used in feature selection because of its good capability of quantifying uncertainty of features in classification tasks. However, the mutual information estimated on the whole dataset cannot exactly represent the correlation between features. To cope with this issue, in this paper we firstly re-estimate mutual information on identified instances dynamically, and then introduce a new feature selection method based on conditional mutual information. Performance evaluations on sixteen UCI datasets show that our proposed method achieves comparable performance to other well-established feature selection algorithms in most cases

From patterned response dependency to structured covariate dependency: categorical-pattern-matching

Data generated from a system of interest typically consists of measurements from an ensemble of subjects across multiple response and covariate features, and is naturally represented by one response-matrix against one covariate-matrix. Likely each of these two matrices simultaneously embraces heterogeneous data types: continuous, discrete and categorical. Here a matrix is used as a practical platform to ideally keep hidden dependency among/between subjects and features intact on its lattice. Response and covariate dependency is individually computed and expressed through mutliscale blocks via a newly developed computing paradigm named Data Mechanics. We propose a categorical pattern matching approach to establish causal linkages in a form of information flows from patterned response dependency to structured covariate dependency. The strength of an information flow is evaluated by applying the combinatorial information theory. This unified platform for system knowledge discovery is illustrated through five data sets. In each illustrative case, an information flow is demonstrated as an organization of discovered knowledge loci via emergent visible and readable heterogeneity. This unified approach fundamentally resolves many long standing issues, including statistical modeling, multiple response, renormalization and feature selections, in data analysis, but without involving man-made structures and distribution assumptions. The results reported here enhance the idea that linking patterns of response dependency to structures of covariate dependency is the true philosophical foundation underlying data-driven computing and learning in sciences.Comment: 32 pages, 10 figures, 3 box picture