Abstract
The concepts of relevance and redundancy are central to feature selection algorithms that do not use a learning algorithm for subset evaluation. Redundancy is in fact a special form of relevance where there is a correlation (linear or nonlinear) between the input features of a problem. Therefore, having a good heuristic for measuring relevance can also help detect redundancy. In this paper, we show that there is a lack of generality in the solutions found by heuristic measures. Through some counter-examples we show that regardless of the type of heuristic measure and search strategy, filter methods cannot optimise the performance of all learning algorithms. We show how different measures may have different notions of relevance between features and how this could lead to not detecting important features in certain problems. We then propose a hyper-heuristic method that generates an appropriate relevance measure for each problem. The new approach can alleviate problems related to missing relevant features.
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Neshatian, K., Varn, L. (2013). On the Optimality of Subsets of Features Selected by Heuristic and Hyper-heuristic Approaches. In: Li, J., et al. Trends and Applications in Knowledge Discovery and Data Mining. PAKDD 2013. Lecture Notes in Computer Science(), vol 7867. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40319-4_38
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DOI: https://doi.org/10.1007/978-3-642-40319-4_38
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