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Feature selection based on correlation deflation

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Abstract

Feature selection is very important in many machine learning and data mining applications. In this paper, a simple and effective correlation-deflation-based feature selection method is proposed. The objective function of residual minimization constrained by \(L_{2,0}\)-norm is proved to be equivalent to maximizing sum of square of correlations between class labels and features. Then the whole procedure of correlation-deflation-based feature selection turns into selecting features out one-by-one by deflating correlations. Experiments on several public benchmark data sets show that the proposed method has better residual reduction and classification performance than many state-of-the-art feature selection methods.

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Acknowledgements

The authors would like to thank the Editor and anonymous reviewers for their valuable comments and suggestions, which were helpful in improving the paper. This work was supported in part by Key Project of Chinese National Programs for Fundamental Research and Development (973 Program) under Grant 2015CB351705, in part by the National Natural Science Foundation of China under Grants 61202228, 61472002, 61572030 and 61671018, and Collegiate Natural Science Fund of Anhui Province under Grant KJ2017A014.

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Authors and Affiliations

  1. MOE Key Lab of Signal Processing and Intelligent Computing, School of Computer Science and Technology, Anhui University, Hefei, 230601, China

    Si-Bao Chen & Bin Luo

  2. Department of Computer Science and Engineering, University of Texas at Arlington, Arlington, TX, 76019, USA

    Chris H. Q. Ding

  3. School of Computer and Software, Nanjing University of Information Science and Technology, Nanjing, 210044, China

    Zhi-Li Zhou

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  1. Si-Bao Chen
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  2. Chris H. Q. Ding
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  3. Zhi-Li Zhou
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Correspondence to Si-Bao Chen.

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Chen, SB., Ding, C.H.Q., Zhou, ZL. et al. Feature selection based on correlation deflation. Neural Comput & Applic 31, 6383–6392 (2019). https://doi.org/10.1007/s00521-018-3467-4

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