MCES: A Novel Monte Carlo Evaluative Selection Approach for Objective Feature Selections

  • Authors:
  • Kian Hong Quah;C. Quek

  • Affiliations:
  • Sch. of Comput. Eng., Nanyang Technol. Univ., Singapore;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2007

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Abstract

Most recent research efforts on feature selection have focused mainly on classification task due to its popularity in the data-mining community. However, feature selection research in nonlinear system estimations has been very limited. Hence, it is reasonable to devise a feature selection approach that is computationally efficient on nonlinear system estimations context. A novel feature selection approach, the Monte Carlo evaluative selection (MCES), is proposed in this paper. MCES is an objective sampling method that derives a better estimation of the relevancy measure. The algorithm is objectively designed to be applicable to both classification and nonlinear regressive tasks. The MCES method has been demonstrated to perform well with four sets of experiments, consisting of two classification and two regressive tasks. The results demonstrate that the MCES method has following strong advantages: 1) ability to identify correlated and irrelevant features based on weight ranking, 2) application to both nonlinear system estimation and classification tasks, and 3) independence of the underlying induction algorithms used to derive the performance measures