Feature ranking and best feature subset using mutual information

Authors:
Shuang Cang;Derek Partridge
Affiliations:
University of Wales, Department of Computer Science, SY23 3DB, Aberystwyth, UK;University of Exeter, Department of Computer Science, EX4 4QF, Exeter, UK
Venue:
Neural Computing and Applications
Year:
2004

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Abstract

A new algorithm for ranking the input features and obtaining the best feature subset is developed and illustrated in this paper. The asymptotic formula for mutual information and the expectation maximisation (EM) algorithm are used to developing the feature selection algorithm in this paper. We not only consider the dependence between the features and the class, but also measure the dependence among the features. Even for noisy data, this algorithm still works well. An empirical study is carried out in order to compare the proposed algorithm with the current existing algorithms. The proposed algorithm is illustrated by application to a variety of problems.