HOFS: Higher order mutual information approximation for feature selection in R
Feature selection is a process of choosing a subset of relevant features so that the quality of predictive models can be improved. An extensive body of work exists on information-theoretic feature selection, based on maximizing Mutual Information (MI) between subsets of features and class labels. Th...
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Format: | Article |
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Elsevier
2022-07-01
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Series: | SoftwareX |
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Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711022000930 |
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author | Krzysztof Gajowniczek Jialin Wu Soumyajit Gupta Chandrajit Bajaj |
author_facet | Krzysztof Gajowniczek Jialin Wu Soumyajit Gupta Chandrajit Bajaj |
author_sort | Krzysztof Gajowniczek |
collection | DOAJ |
description | Feature selection is a process of choosing a subset of relevant features so that the quality of predictive models can be improved. An extensive body of work exists on information-theoretic feature selection, based on maximizing Mutual Information (MI) between subsets of features and class labels. The current methods use a lower order approximation, by treating the joint entropy as a summation of several single variable entropies. This leads to locally optimal selections and misses correlated (multi-way) non-local feature combinations. In this article we present a higher order MI-based approximation technique called Higher Order Feature Selection (HOFS) implemented in R software. Instead of producing a single list of features, our method produces a ranked collection of feature subsets that maximizes MI, giving better comprehension (feature ranking) as to which features work best together when selected, due to their underlying interdependence. We demonstrate that the proposed method performs better than existing feature selection approaches while keeping similar running times and computational complexity. |
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format | Article |
id | doaj.art-dcbfbb9ec8834427a7e9e9a23d8e65ed |
institution | Directory Open Access Journal |
issn | 2352-7110 |
language | English |
last_indexed | 2024-04-12T12:55:18Z |
publishDate | 2022-07-01 |
publisher | Elsevier |
record_format | Article |
series | SoftwareX |
spelling | doaj.art-dcbfbb9ec8834427a7e9e9a23d8e65ed2022-12-22T03:32:21ZengElsevierSoftwareX2352-71102022-07-0119101148HOFS: Higher order mutual information approximation for feature selection in RKrzysztof Gajowniczek0Jialin Wu1Soumyajit Gupta2Chandrajit Bajaj3Department of Artificial Intelligence, Institute of Information Technology, Warsaw University of Life Sciences-SGGW, 02-776 Warsaw, Poland; Corresponding author.Department of Computer Science, Oden Institute of Computational Engineering and Sciences, University of Texas at Austin, Austin, TX 78712, USADepartment of Computer Science, Oden Institute of Computational Engineering and Sciences, University of Texas at Austin, Austin, TX 78712, USADepartment of Computer Science, Oden Institute of Computational Engineering and Sciences, University of Texas at Austin, Austin, TX 78712, USAFeature selection is a process of choosing a subset of relevant features so that the quality of predictive models can be improved. An extensive body of work exists on information-theoretic feature selection, based on maximizing Mutual Information (MI) between subsets of features and class labels. The current methods use a lower order approximation, by treating the joint entropy as a summation of several single variable entropies. This leads to locally optimal selections and misses correlated (multi-way) non-local feature combinations. In this article we present a higher order MI-based approximation technique called Higher Order Feature Selection (HOFS) implemented in R software. Instead of producing a single list of features, our method produces a ranked collection of feature subsets that maximizes MI, giving better comprehension (feature ranking) as to which features work best together when selected, due to their underlying interdependence. We demonstrate that the proposed method performs better than existing feature selection approaches while keeping similar running times and computational complexity.http://www.sciencedirect.com/science/article/pii/S2352711022000930Feature selectionMachine learningMutual informationHigher order approximation |
spellingShingle | Krzysztof Gajowniczek Jialin Wu Soumyajit Gupta Chandrajit Bajaj HOFS: Higher order mutual information approximation for feature selection in R SoftwareX Feature selection Machine learning Mutual information Higher order approximation |
title | HOFS: Higher order mutual information approximation for feature selection in R |
title_full | HOFS: Higher order mutual information approximation for feature selection in R |
title_fullStr | HOFS: Higher order mutual information approximation for feature selection in R |
title_full_unstemmed | HOFS: Higher order mutual information approximation for feature selection in R |
title_short | HOFS: Higher order mutual information approximation for feature selection in R |
title_sort | hofs higher order mutual information approximation for feature selection in r |
topic | Feature selection Machine learning Mutual information Higher order approximation |
url | http://www.sciencedirect.com/science/article/pii/S2352711022000930 |
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