Consistency measures for feature selection: a formal definition, relative sensitivity comparison and a fast algorithm

  • Authors:
  • Kilho Shin;Danny Fernandes;Seiya Miyazaki

  • Affiliations:
  • University of Hyogo, Kobe, Japan;University of Hyogo, Kobe, Japan;Panasonic Corporation, Osaka, Japan

  • Venue:
  • IJCAI'11 Proceedings of the Twenty-Second international joint conference on Artificial Intelligence - Volume Volume Two
  • Year:
  • 2011

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Abstract

Consistency-based feature selection is an important category of feature selection research yet is defined only intuitively in the literature. First, we formally define a consistency measure, and then using this definition, evaluate 19 feature selection measures from the literature. While only 5 of these were labeled as consistency measures by their original authors, by our definition, an additional 9 measures should be classified as consistency measures. To compare these 14 consistency measures in terms of sensitivity, we introduce the concept of quasi-linear compatibility order, and partially determine the order among the measures. Next, we propose a new fast algorithm for consistency-based feature selection. We ran experiments using eleven large datasets to compare the performance of our algorithm against INTERACT and LCC, the only two instances of consistency-based algorithms with potential real world application. Our algorithm shows vast improvement in time efficiency, while its performance in accuracy is comparable with that of INTERACT and LCC.