An incremental approach to MSE-based feature selection

Feature selection plays an important role in classification systems. Using classifier error rate as the evaluation function, feature selection is integrated with incremental training. A neural network classifier is implemented with an incremental training approach to detect and discard irrelevant features. By learning attributes one after another, our classifier can find directly the attributes that make no contribution to classification. These attributes are marked and considered for removal. Incorporated with a Minimum Squared Error (MSE) based feature ranking scheme, four batch removal methods based on classifier error rate have been developed to discard irrelevant features. These feature selection methods reduce the computational complexity involved in searching among a large number of possible solutions significantly. Experimental results show that our feature selection methods work well on several benchmark problems compared with other feature selection methods. The selected subsets are further validated by a Constructive Backpropagation (CBP) classifier, which confirms increased classification accuracy and reduced training cost

Weighted Heuristic Ensemble of Filters

Feature selection has become increasingly important in data mining in recent years due to the rapid increase in the dimensionality of big data. However, the reliability and consistency of feature selection methods (filters) vary considerably on different data and no single filter performs consistently well under various conditions. Therefore, feature selection ensemble has been investigated recently to provide more reliable and effective results than any individual one but all the existing feature selection ensemble treat the feature selection methods equally regardless of their performance. In this paper, we present a novel framework which applies weighted feature selection ensemble through proposing a systemic way of adding different weights to the feature selection methods-filters. Also, we investigate how to determine the appropriate weight for each filter in an ensemble. Experiments based on ten benchmark datasets show that theoretically and intuitively adding more weight to ‘good filters’ should lead to better results but in reality it is very uncertain. This assumption was found to be correct for some examples in our experiment. However, for other situations, filters which had been assumed to perform well showed bad performance leading to even worse results. Therefore adding weight to filters might not achieve much in accuracy terms, in addition to increasing complexity, time consumption and clearly decreasing the stability

The influence of feature selection methods on accuracy, stability and interpretability of molecular signatures

Motivation: Biomarker discovery from high-dimensional data is a crucial problem with enormous applications in biology and medicine. It is also extremely challenging from a statistical viewpoint, but surprisingly few studies have investigated the relative strengths and weaknesses of the plethora of existing feature selection methods. Methods: We compare 32 feature selection methods on 4 public gene expression datasets for breast cancer prognosis, in terms of predictive performance, stability and functional interpretability of the signatures they produce. Results: We observe that the feature selection method has a significant influence on the accuracy, stability and interpretability of signatures. Simple filter methods generally outperform more complex embedded or wrapper methods, and ensemble feature selection has generally no positive effect. Overall a simple Student's t-test seems to provide the best results. Availability: Code and data are publicly available at http://cbio.ensmp.fr/~ahaury/

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