Incremental Feature Selection

  • Authors:
  • Huan Liu;Rudy Setiono

  • Affiliations:
  • Department of Information Systems and Computer Science, National University of Singapore, Kent Ridge, Singapore 119260. E-mail: liuh@comp.nus.edu.sg;Department of Information Systems and Computer Science, National University of Singapore, Kent Ridge, Singapore 119260. E-mail: rudys@comp.nus.edu.sg

  • Venue:
  • Applied Intelligence
  • Year:
  • 1998

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Abstract

Feature selection is a problem of finding relevant features.When the number of features of a dataset is large and its number of patternsis huge, an effective method of feature selection can help in dimensionalityreduction. An incremental probabilistic algorithm is designed and implementedas an alternative to the exhaustive and heuristic approaches. Theoretical analysis is given to support the idea of the probabilistic algorithm in finding an optimal or near-optimal subset of features. Experimental results suggest that (1) the probabilistic algorithm is effective in obtaining optimal/suboptimal feature subsets; (2) its incremental version expedites feature selection further when the number of patterns is largeand can scale up without sacrificing the quality of selected features.