Subspace techniques for large-scale feature selection

  • Authors:
  • L. P. Heck;J. H. McClellan

  • Affiliations:
  • SRI International, Menlo Park, CA, USA;Dept. of Electr. & Comput. Eng., Victoria Univ., BC, Canada

  • Venue:
  • ICASSP '93 Proceedings of the Acoustics, Speech, and Signal Processing, 1993. ICASSP-93 Vol 4., 1993 IEEE International Conference on - Volume 04
  • Year:
  • 1993

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Abstract

A novel feature selection algorithm is presented which outperforms the well-known SFS (sequential forward selection) and SBS (sequential backward selection) algorithms for large-scale problems. The approach utilizes the solution to the similar problem of large-scale feature extraction by choosing a subset of the original measurements that are closest to the space spanned by the extracted (transformed) features. The authors develop a computationally efficient Frobenius subspace distance metric for the subspace comparisons, which reduces the complexity from order N taken k at a time to order N/sup 3/ operations. Finally, sufficient conditions for optimality of the algorithm are presented that demonstrate the relationship between the feature extraction and the feature selection solutions.