A distance-based branch and bound feature selection algorithm

  • Authors:
  • Ari Frank;Dan Geiger;Zohar Yakhini

  • Affiliations:
  • Dept. of Computer Science and Engineering, University of California San Diego, La Jolla, Ca., and Computer Science Dept., Technion, Haifa, Israel;Computer Science Dept., Technion, Haifa, Israel;Computer Science Dept., Technion, Haifa, Israel and Agilent Laboratories

  • Venue:
  • UAI'03 Proceedings of the Nineteenth conference on Uncertainty in Artificial Intelligence
  • Year:
  • 2002

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Abstract

There is no known efficient method for selecting k Gaussian features from n which achieve the lowest Bayesian classification error. We show an example of how greedy algorithms faced with this task are led to give results that are not optimal. This motivates us to propose a more robust approach. We present a Branch and Bound algorithm for finding a subset of k independent Gaussian features which minimizes the naive Bayesian classification error. Our algorithm uses additive monotonic distance measures to produce bounds for the Bayesian classification error in order to exclude many feature subsets from evaluation, while still returning an optimal solution. We test our method on synthetic data as well as data obtained from gene expression profiling.