Publications
The Problem of Fragile Feature Subset Preference in Feature Selection Methods and A Proposal of Algorithmic Workaround
Proceedings name:
Proc. 2010 Int. Conf. on Pattern Recognition
Publisher:
IEEE Computer Society
Keywords:
feature selection, machine learning, over-fitting, classific
Anotation:
We point out a problem inherent in the optimization scheme of many popular feature selection methods. It follows from the implicit assumption that higher feature selection criterion value always indicates more preferable subset even if the value difference is marginal. This assumption ignores the reliability issues of particular feature preferences, overfitting and feature acquisition cost. We propose an algorithmic extension applicable to many standard feature selection methods allowing better control over feature subset preference. We show experimentally that the proposed mechanism is capable of reducing the size of selected subsets as well as improving classifier generalization.