Feature Selection Based on Sensitivity Analysis

  • Authors:
  • Noelia Sánchez-Maroño;Amparo Alonso-Betanzos

  • Affiliations:
  • University of A Coruña, 15071 A Coruña., Spain;University of A Coruña, 15071 A Coruña., Spain

  • Venue:
  • Current Topics in Artificial Intelligence
  • Year:
  • 2007

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Abstract

In this paper an incremental version of the ANOVA and Functional Networks Feature Selection (AFN-FS) method is presented. This new wrapper method (IAFN-FS) is based on an incremental functional decomposition, thus eliminating the main drawback of the basic method: the exponential complexity of the functional decomposition. This complexity limited its scope of applicability, being only applicable to datasets with a relatively small number of features. The performance of the incremental version of the method was tested against several real data sets. The results show that IAFN-FS outperforms the accuracy obtained by other standard and novel feature selection methods, using a small set of features.