Feature selection in regression tasks using conditional mutual information

Authors:
Pedro Latorre Carmona;José M. Sotoca;Filiberto Pla;Frederick K. H. Phoa;José Bioucas Dias
Affiliations:
Dept. Lenguajes y Sistemas Informáticos, Jaume I University, Spain;Dept. Lenguajes y Sistemas Informáticos, Jaume I University, Spain;Dept. Lenguajes y Sistemas Informáticos, Jaume I University, Spain;Institute of Statistical Science. Academia Sinica. R.O.C.;Instituto de Telecomunicaç ões and Instituto Superior Técnico, Technical University of Lisbon
Venue:
IbPRIA'11 Proceedings of the 5th Iberian conference on Pattern recognition and image analysis
Year:
2011

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Pattern Recognition

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Abstract

This paper presents a supervised feature selection method applied to regression problems. The selection method uses a Dissimilarity matrix originally developed for classification problems, whose applicability is extended here to regression and built using the conditional mutual information between features with respect to a continuous relevant variable that represents the regression function. Applying an agglomerative hierarchical clustering technique, the algorithm selects a subset of the original set of features. The proposed technique is compared with other three methods. Experiments on four data-sets of different nature are presented to show the importance of the features selected from the point of view of the regression estimation error (using Support Vector Regression) considering the Root Mean Squared Error (RMSE).