Determining appropriate approaches for using data in feature selection

Feature selection is increasingly important in data analysis and machine learning in big data era. However, how to use the data in feature selection, i.e. using either ALL or PART of a dataset, has become a serious and tricky issue. Whilst the conventional practice of using all the data in feature selection may lead to selection bias, using part of the data may, on the other hand, lead to underestimating the relevant features under some conditions. This paper investigates these two strategies systematically in terms of reliability and effectiveness, and then determines their suitability for datasets with different characteristics. The reliability is measured by the Average Tanimoto Index and the Inter-method Average Tanimoto Index, and the effectiveness is measured by the mean generalisation accuracy of classification. The computational experiments are carried out on ten real-world benchmark datasets and fourteen synthetic datasets. The synthetic datasets are generated with a pre-set number of relevant features and varied numbers of irrelevant features and instances, and added with different levels of noise. The results indicate that the PART approach is more effective in reducing the bias when the size of a dataset is small but starts to lose its advantage as the dataset size increases

A new genetic algorithm for multi-label correlation-based feature selection.

This paper proposes a new Genetic Algorithm for Multi-Label Correlation-Based Feature Selection (GA-ML-CFS). This GA performs a global search in the space of candidate feature subset, in order to select a high-quality feature subset is used by a multi-label classification algorithm - in this work, the Multi-Label k-NN algorithm. We compare the results of GA-ML-CFS with the results of the previously proposed Hill-Climbing for Multi-Label Correlation-Based Feature Selection (HC-ML-CFS), across 10 multi-label datasets

Heuristic ensembles of filters for accurate and reliable feature selection

Feature selection has become increasingly important in data mining in recent years. However, the accuracy and stability of feature selection methods vary considerably when used individually, and yet no rule exists to indicate which one should be used for a particular dataset. Thus, an ensemble method that combines the outputs of several individual feature selection methods appears to be a promising approach to address the issue and hence is investigated in this research. This research aims to develop an effective ensemble that can improve the accuracy and stability of the feature selection. We proposed a novel heuristic ensemble of filters (HEF). It combines two types of filters: subset filters and ranking filters with a heuristic consensus algorithm in order to utilise the strength of each type. The ensemble is tested on ten benchmark datasets and its performance is evaluated by two stability measures and three classifiers. The experimental results demonstrate that HEF improves the stability and accuracy of the selected features and in most cases outperforms the other ensemble algorithms, individual filters and the full feature set. The research on the HEF algorithm is extended in several dimensions; including more filter members, three novel schemes of mean rank aggregation with partial lists, and three novel schemes for a weighted heuristic ensemble of filters. However, the experimental results demonstrate that adding weight to filters in HEF does not achieve the expected improvement in accuracy, but increases time and space complexity, and clearly decreases stability. Therefore, the core ensemble algorithm (HEF) is demonstrated to be not just simpler but also more reliable and consistent than the later more complicated and weighted ensembles. In addition, we investigated how to use data in feature selection, using ALL or PART of it. Systematic experiments with thirty five synthetic and benchmark real-world datasets were carried out

Feature selection for multi-label learning

Feature Selection plays an important role in machine learning and data mining, and it is often applied as a data pre-processing step. This task can speed up learning algorithms and sometimes improve their performance. In multi-label learning, label dependence is considered another aspect that can contribute to improve learning performance. A replicable and wide systematic review performed by us corroborates this idea. Based on this information, it is believed that considering label dependence during feature selection can lead to better learning performance. The hypothesis of this work is that multi-label feature selection algorithms that consider label dependence will perform better than the ones that disregard it. To this end, we propose multi-label feature selection algorithms that take into account label relations. These algorithms were experimentally compared to the standard approach for feature selection, showing good performance in terms of feature reduction and predictability of the classifiers built using the selected features.São Paulo Research Foundation (FAPESP) (grant 2011/02393-4