Multivariate Correlation Analysis for Supervised Feature Selection in High-Dimensional Data

The main theme of this dissertation focuses on multivariate correlation analysis on different data types and we identify and define various research gaps in the same. For the defined research gaps we develop novel techniques that address relevance of features to the target and redundancy of features amidst themselves. Our techniques aim at handling homogeneous data, i.e., only continuous or categorical features, mixed data, i.e., continuous and categorical features, and time serie

Unsupervised feature selection for sensor time-series in pervasive computing applications

The paper introduces an efficient feature selection approach for multivariate time-series of heterogeneous sensor data within a pervasive computing scenario. An iterative filtering procedure is devised to reduce information redundancy measured in terms of time-series cross-correlation. The algorithm is capable of identifying nonredundant sensor sources in an unsupervised fashion even in presence of a large proportion of noisy features. In particular, the proposed feature selection process does not require expert intervention to determine the number of selected features, which is a key advancement with respect to time-series filters in the literature. The characteristic of the prosed algorithm allows enriching learning systems, in pervasive computing applications, with a fully automatized feature selection mechanism which can be triggered and performed at run time during system operation. A comparative experimental analysis on real-world data from three pervasive computing applications is provided, showing that the algorithm addresses major limitations of unsupervised filters in the literature when dealing with sensor time-series. Specifically, it is presented an assessment both in terms of reduction of time-series redundancy and in terms of preservation of informative features with respect to associated supervised learning tasks

Stable Feature Selection for Biomarker Discovery

Feature selection techniques have been used as the workhorse in biomarker discovery applications for a long time. Surprisingly, the stability of feature selection with respect to sampling variations has long been under-considered. It is only until recently that this issue has received more and more attention. In this article, we review existing stable feature selection methods for biomarker discovery using a generic hierarchal framework. We have two objectives: (1) providing an overview on this new yet fast growing topic for a convenient reference; (2) categorizing existing methods under an expandable framework for future research and development