Semi-supervised relevance index for feature selection

Coelho, Frederico;Castro, Cristiano;Braga, Antônio P.;Verleysen, Michel
(2017) Neural Computing and Applications — Vol. 31, p. 989-997 (2017)

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Authors
  • Coelho, FredericoUniversidade Federal de Minas Gerais, Belo Horizonte, Brazil
    Author
  • Castro, CristianoUniversidade Federal de Minas Gerais, Belo Horizonte, Brazil
    Author
  • Braga, Antônio P.Universidade Federal de Minas Gerais, Belo Horizonte, Brazil
    Author
  • Author
Abstract
This paper presents a new relevance index based on mutual information that is based on labeled and unlabeled data. The proposed index, which is based in Mutual Information, takes into account the similarity between features and their joint influence on the output variable. Based on this principle, a method to select features is developed to eliminate redundant and irrelevant features when the relevance index value is less then a threshold value. A strategy to set the threshold is also proposed in this work. Experiments show that the new method is capable of capturing important joint relations between input and output variables, which are incorporated into a new feature selection clustering approach.
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Citations

Coelho, F., Castro, C., Braga, A. P., & Verleysen, M. (2017). Semi-supervised relevance index for feature selection. Neural Computing and Applications, 31, 989-997. https://doi.org/10.1007/s00521-017-3062-0 (Original work published 2017)