Question: What are Feature Elimination strategies often used to do?
Evidence: Feature elimination strategies are often taken 1) to remove irrelevant or noisy features, 2) to improve classifier performance, and 3) to reduce training and run times. We conducted an experiment to determine whether we could maintain or improve classifier performances by applying the following three-tiered feature elimination approach:
Reduction We reduced the dataset encoded for each class by eliminating features that occur less than twice in the full dataset.
Selection We iteratively applied Chi-Square feature selection on the reduced dataset, selecting the top percentile of highest ranked features in increments of 5 percent to train and test the support vector model using a linear kernel and 5-fold, stratified cross-validation.
Rank We cumulatively plotted the average F1-score performances of each incrementally added percentile of top ranked features. We report the percentile and count of features resulting in the first occurrence of the highest average F1-score for each class.
All experiments were programmed using scikit-learn 0.18.
The initial matrices of almost 17,000 features were reduced by eliminating features that only occurred once in the full dataset, resulting in 5,761 features. We applied Chi-Square feature selection and plotted the top-ranked subset of features for each percentile (at 5 percent intervals cumulatively added) and evaluated their predictive contribution using the support vector machine with linear kernel and stratified, 5-fold cross validation.
In Figure 2, we observed optimal F1-score performance using the following top feature counts: no evidence of depression: F1: 87 (15th percentile, 864 features), evidence of depression: F1: 59 (30th percentile, 1,728 features), depressive symptoms: F1: 55 (15th percentile, 864 features), depressed mood: F1: 39 (55th percentile, 3,168 features), disturbed sleep: F1: 46 (10th percentile, 576 features), and fatigue or loss of energy: F1: 72 (5th percentile, 288 features) (Figure 1). We note F1-score improvements for depressed mood from F1: 13 at the 1st percentile to F1: 33 at the 20th percentile.
We observed peak F1-score performances at low percentiles for fatigue or loss of energy (5th percentile), disturbed sleep (10th percentile) as well as depressive symptoms and no evidence of depression (both 15th percentile) suggesting fewer features are needed to reach optimal performance. In contrast, peak F1-score performances occurred at moderate percentiles for evidence of depression (30th percentile) and depressed mood (55th percentile) suggesting that more features are needed to reach optimal performance. However, one notable difference between these two classes is the dramatic F1-score improvements for depressed mood i.e., 20 point increase from the 1st percentile to the 20th percentile compared to the more gradual F1-score improvements for evidence of depression i.e., 11 point increase from the 1st percentile to the 20th percentile. This finding suggests that for identifying depressed mood a variety of features are needed before incremental gains are observed.
Feature elimination strategies are often taken 1) to remove irrelevant or noisy features, 2) to improve classifier performance, and 3) to reduce training and run times.
Answer: 1) to remove irrelevant or noisy features, 2) to improve classifier performance, and 3) to reduce training and run times.