A Distance-Based Branch and Bound Feature Selection Algorithm

10/19/2012 ∙ by Ari Frank, et al. ∙ 0

There is no known efficient method for selecting k Gaussian features from n which achieve the lowest Bayesian classification error. We show an example of how greedy algorithms faced with this task are led to give results that are not optimal. This motivates us to propose a more robust approach. We present a Branch and Bound algorithm for finding a subset of k independent Gaussian features which minimizes the naive Bayesian classification error. Our algorithm uses additive monotonic distance measures to produce bounds for the Bayesian classification error in order to exclude many feature subsets from evaluation, while still returning an optimal solution. We test our method on synthetic data as well as data obtained from gene expression profiling.



There are no comments yet.


page 1

page 5

This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.