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...

Full description

Bibliographic Details
Main Authors: Krzysztof Gajowniczek, Jialin Wu, Soumyajit Gupta, Chandrajit Bajaj
Format: Article
Language:English
Published: Elsevier 2022-07-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711022000930
_version_ 1828723696341090304
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.
first_indexed 2024-04-12T12:55:18Z
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
work_keys_str_mv AT krzysztofgajowniczek hofshigherordermutualinformationapproximationforfeatureselectioninr
AT jialinwu hofshigherordermutualinformationapproximationforfeatureselectioninr
AT soumyajitgupta hofshigherordermutualinformationapproximationforfeatureselectioninr
AT chandrajitbajaj hofshigherordermutualinformationapproximationforfeatureselectioninr