Fuzzy criteria for feature selection

  • Authors:
  • Susana M. Vieira;JoãO M. C. Sousa;Uzay Kaymak

  • Affiliations:
  • Technical University of Lisbon, Instituto Superior Técnico, Department of Mechanical Engineering, Center of Intelligent Systems/IDMEC, Av. Rovisco Pais, 1049-001 Lisbon, Portugal;Technical University of Lisbon, Instituto Superior Técnico, Department of Mechanical Engineering, Center of Intelligent Systems/IDMEC, Av. Rovisco Pais, 1049-001 Lisbon, Portugal;Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands and School of Industrial Engineering, Information Systems, Techn ...

  • Venue:
  • Fuzzy Sets and Systems
  • Year:
  • 2012

Quantified Score

Hi-index 0.21

Visualization

Abstract

The presence of less relevant or highly correlated features often decrease classification accuracy. Feature selection in which most informative variables are selected for model generation is an important step in data-driven modeling. In feature selection, one often tries to satisfy multiple criteria such as feature discriminating power, model performance or subset cardinality. Therefore, a multi-objective formulation of the feature selection problem is more appropriate. In this paper, we propose to use fuzzy criteria in feature selection by using a fuzzy decision making framework. This formulation allows for a more flexible definition of the goals in feature selection, and avoids the problem of weighting different goals is classical multi-objective optimization. The optimization problem is solved using an ant colony optimization algorithm proposed in our previous work. We illustrate the added value of the approach by applying our proposed fuzzy feature selection algorithm to eight benchmark problems.