Supervised feature selection via dependence estimation

  • Authors:
  • Le Song;Alex Smola;Arthur Gretton;Karsten M. Borgwardt;Justin Bedo

  • Affiliations:
  • University of Sydney;Statistical Machine Learning Program, Canberra, Australia;MPI for Biological Cybernetics, Tübingen, Germany;LMU, München, Germany;Statistical Machine Learning Program, Canberra, Australia

  • Venue:
  • Proceedings of the 24th international conference on Machine learning
  • Year:
  • 2007

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Abstract

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such dependence. Feature selection for various supervised learning problems (including classification and regression) is unified under this framework, and the solutions can be approximated using a backward-elimination algorithm. We demonstrate the usefulness of our method on both artificial and real world datasets.