Infinite Feature Selection: A Graph-based Feature Filtering Approach
- URL: http://arxiv.org/abs/2006.08184v1
- Date: Mon, 15 Jun 2020 07:20:40 GMT
- Title: Infinite Feature Selection: A Graph-based Feature Filtering Approach
- Authors: Giorgio Roffo, Simone Melzi, Umberto Castellani, Alessandro
Vinciarelli, Marco Cristani
- Abstract summary: We propose a filtering feature selection framework that considers subsets of features as paths in a graph.
Going to infinite allows to constrain the computational complexity of the selection process.
We show that Inf-FS behaves better in almost any situation, that is, when the number of features to keep are fixed a priori.
- Score: 78.63188057505012
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a filtering feature selection framework that considers subsets of
features as paths in a graph, where a node is a feature and an edge indicates
pairwise (customizable) relations among features, dealing with relevance and
redundancy principles. By two different interpretations (exploiting properties
of power series of matrices and relying on Markov chains fundamentals) we can
evaluate the values of paths (i.e., feature subsets) of arbitrary lengths,
eventually go to infinite, from which we dub our framework Infinite Feature
Selection (Inf-FS). Going to infinite allows to constrain the computational
complexity of the selection process, and to rank the features in an elegant
way, that is, considering the value of any path (subset) containing a
particular feature. We also propose a simple unsupervised strategy to cut the
ranking, so providing the subset of features to keep. In the experiments, we
analyze diverse settings with heterogeneous features, for a total of 11
benchmarks, comparing against 18 widely-known comparative approaches. The
results show that Inf-FS behaves better in almost any situation, that is, when
the number of features to keep are fixed a priori, or when the decision of the
subset cardinality is part of the process.
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