arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1902.03544stat.MLcs.ITcs.LGmath.IT
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基于依赖最大化的多标签变量特征选择

Feature Selection for multi-labeled variables via Dependency Maximization

University of Michigan(密歇根大学)

Salimeh Yasaei Sekeh, Alfred O. Hero

摘要:

特征选择和数据降维是数据分析中必不可少的步骤。在这项工作中,我们提出了一个新的标准,制定为特征之间的条件信息的标记变量的特征选择。而不是使用基于库尔贝克-莱布勒散度的标准互信息度量,我们使用我们提出的标准来过滤掉冗余的功能,用于多类分类。这种方法的结果在一个有效的和快速的非参数实现的功能选择,因为它可以直接估计使用的几何措施的依赖性,全球弗里德曼-拉夫斯基(FR)的多元运行检验统计量构造的全球最小生成树(MST)。我们通过仿真证明了我们提出的特征选择方法的优点。此外,所提出的特征选择方法适用于MNIST数据集。

英文摘要:

Feature selection and reducing the dimensionality of data is an essential step in data analysis. In this work, we propose a new criterion for feature selection that is formulated as conditional information between features given the labeled variable. Instead of using the standard mutual information measure based on Kullback-Leibler divergence, we use our proposed criterion to filter out redundant features for the purpose of multiclass classification. This approach results in an efficient and fast non-parametric implementation of feature selection as it can be directly estimated using a geometric measure of dependency, the global Friedman-Rafsky (FR) multivariate run test statistic constructed by a global minimal spanning tree (MST). We demonstrate the advantages of our proposed feature selection approach through simulation. In addition the proposed feature selection method is applied to the MNIST data set.

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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