Robust relief-feature weighting, margin maximization, and fuzzy optimization

  • Authors:
  • Zhaohong Deng;Fu-Lai Chung;Shitong Wang

  • Affiliations:
  • School of Information Technology, Jiangnan University, Wuxi, China;Department of Computing, Hong Kong Polytechnic University, Kowloon, Hong Kong;School of Information Technology, Jiangnan University, Wuxi, China

  • Venue:
  • IEEE Transactions on Fuzzy Systems
  • Year:
  • 2010

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Abstract

A latest advance in Relief-feature-weighting techniques is that the iterative procedure of Relief can be approximately expressed as a margin maximization problem, and therefore, its distinctive properties can be investigated with the help of optimization theory. Being motivated by this advance, the Relief-featureweighting algorithm is investigated for the first time within a fuzzyoptimization framework. A new margin-based objective function that incorporates three fuzzy concepts, namely, fuzzy-difference measure, fuzzy-feature weighting, and fuzzy-instance force coefficient, is introduced. By the application of fuzzy optimization to this new margin-based objective function, several useful theoretical results are derived, based upon which, a set of robust Relief-featureweighting algorithms are proposed for two-class data, multi class data, and, then, online data. As demonstrated by extensive experiments in synthetic datasets, the University of California at Irvine (UCI)-benchmark datasets, cancer-gene-expression datasets, and face-image datasets, the proposed algorithms were found to be competitive with the state-of-the-art algorithms and robust for datasets with noise and/or outliers.