Performing Effective Feature Selection by Investigating the Deep Structure of the Data

Marco Richeldi, Pier Luca Lanzi

This paper introduces ADHOC (Automatic Discoverer of Higher-Order Correlation), an algorithm that combines the advantages of both filter and feedback models to enhance the understanding of the given data and to increase the efficiency of the feature selection process. ADHOC partitions the observed features into a number of groups, called factors, that reflect the major dimensions of the phenomenon under consideration. The set of learned factors define the starting point of the search of the best performing feature subset. A genetic algorithm is used to explore the feature space originated by the factors and to determine the set of most informative feature configurations. The feature subset evaluation function is the performance of the induction algorithm. This approach offers three main advantages: (i) the likelihood of selecting good performing features grows; (ii) the complexity of search diminishes consistently; (iii) the possibility of selecting a bad feature subset due to over-fitting problems decreases. Extensive experiments on real-world data have been conducted to demonstrate the effectiveness of ADHOC as data reduction technique as well as feature selection method.

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