arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1901.04055cs.LGstat.ML
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梯度提升特征选择

Gradient Boosted Feature Selection

Microsoft Research(微软研究院);Washington University in St. Louis(圣路易斯华盛顿大学);Tsinghua University(清华大学);GraphLab

Zhixiang Eddie Xu, Gao Huang, Kilian Q. Weinberger, Alice X. Zheng

摘要:

一个特征选择算法应该理想地满足四个条件:可靠地提取相关特征;能够识别非线性特征交互;与特征和维度的数量线性缩放;允许结合已知的稀疏结构。在这项工作中,我们提出了一种新的特征选择算法,梯度提升特征选择(GBFS),它满足所有这四个要求。该算法是灵活的,可扩展的,并且令人惊讶地直接实现,因为它是基于梯度提升树的修改。我们评估GBFS在几个现实世界的数据集,并表明它匹配或优于其他国家的最先进的特征选择算法。然而,它可以扩展到更大的数据集大小,并且自然地允许特定于域的辅助信息。

英文摘要:

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature interactions; scale linearly with the number of features and dimensions; allow the incorporation of known sparsity structure. In this work we propose a novel feature selection algorithm, Gradient Boosted Feature Selection (GBFS), which satisfies all four of these requirements. The algorithm is flexible, scalable, and surprisingly straight-forward to implement as it is based on a modification of Gradient Boosted Trees. We evaluate GBFS on several real world data sets and show that it matches or out-performs other state of the art feature selection algorithms. Yet it scales to larger data set sizes and naturally allows for domain-specific side information.

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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