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arXiv 1202.3725cs.LGstat.ML
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用于特征选择的广义Fisher评分

Generalized Fisher Score for Feature Selection

University of Illinois at Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校)

Quanquan Gu, Zhenhui Li, Jiawei Han

摘要:

Fisher评分是应用最广泛的有监督特征选择方法之一。然而,它根据Fisher准则下的得分独立地选择每个特征,这导致了一个次优的特征子集。在本文中,我们提出了一个广义的Fisher评分联合选择功能。它的目的是找到一个子集的功能,最大限度地提高了传统的Fisher评分的下限。由此产生的特征选择问题是一个混合整数规划,它可以重新表示为二次约束线性规划(QCLP)。该算法采用割平面算法求解,在每次迭代中交替使用多元岭回归和投影梯度下降算法求解多核学习问题。在基准数据集上的实验表明,该方法优于Fisher评分以及许多其他国家的最先进的特征选择方法。

英文摘要:

Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims at finding an subset of features, which maximize the lower bound of traditional Fisher score. The resulting feature selection problem is a mixed integer programming, which can be reformulated as a quadratically constrained linear programming (QCLP). It is solved by cutting plane algorithm, in each iteration of which a multiple kernel learning problem is solved alternatively by multivariate ridge regression and projected gradient descent. Experiments on benchmark data sets indicate that the proposed method outperforms Fisher score as well as many other state-of-the-art feature selection methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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