Efficient feature selection filters for high-dimensional data
Feature selection is a central problem in machine learning and pattern recognition. On large datasets (in terms of dimension and/or number of instances), using search-based or wrapper techniques can be computationally prohibitive. Moreover, many filter methods based on relevance/redundancy assessment also take a prohibitively long time on high-dimensional datasets. In this paper, we propose efficient unsupervised and supervised feature selection/ranking filters for high-dimensional datasets. These methods use low-complexity relevance and redundancy criteria, applicable to supervised, semi-supervised, and unsupervised learning, being able to act as pre-processors for computationally intensive methods to focus their attention on smaller subsets of promising features. The experimental results, with up to 105 10 5 features, show the time efficiency of our methods, with lower generalization error than state-of-the-art techniques, while being dramatically simpler and faster.
feature selection filters high-dimensional data dispersion measures similarity measures