Sequential Feature Classification in the Context of Redundancies

04/01/2020

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by   Lukas Pfannschmidt, et al.

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The problem of all-relevant feature selection is concerned with finding a relevant feature set with preserved redundancies. There exist several approximations to solve this problem but only one could give a distinction between strong and weak relevance. This approach was limited to the case of linear problems. In this work, we present a new solution for this distinction in the non-linear case through the use of random forest models and statistical methods.