A practical approach to feature selection
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In this paper, we introduce a new hybrid filter-wrapper method for supervised feature selection, based on the Laplacian Score ranking combined with a wrapper strategy. We propose to rank features with the Laplacian Score to reduce the search space, and then we use this order to find the best feature subset. We compare our method against other based on ranking feature selection methods, namely, Information Gain Attribute Ranking, Relief, Correlation-based Feature Selection, and additionally we include in our comparison a Wrapper Subset Evaluation method. Empirical results over ten real-world datasets from the UCI repository show that our hybrid method is competitive and outperforms in most of the cases to the other feature selection methods used in our experiments.