Active Sampling for Feature Selection

  • Authors:
  • Sriharsha Veeramachaneni;Paolo Avesani

  • Affiliations:
  • -;-

  • Venue:
  • ICDM '03 Proceedings of the Third IEEE International Conference on Data Mining
  • Year:
  • 2003

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Abstract

In knowledge discovery applications, where new featuresare to be added, an acquisition policy can help select thefeatures to be acquired based on their relevance and thecost of extraction. This can be posed as a feature selectionproblem where the feature values are not known in advance.We propose a technique to actively sample the featurevalues with the ultimate goal of choosing between alternativecandidate features with minimum sampling cost.Our heuristic algorithm is based on extracting candidatefeatures in a region of the instance space where the featurevalue is likely to alter our knowledge the most. An experimentalevaluation on a standard database shows that it ispossible outperform a random subsampling policy in termsof the accuracy in feature selection.