• Medientyp: E-Artikel
  • Titel: Information Theoretic Multi-Target Feature Selection via Output Space Quantization
  • Beteiligte: Sechidis, Konstantinos; Spyromitros-Xioufis, Eleftherios; Vlahavas, Ioannis
  • Erschienen: MDPI AG, 2019
  • Erschienen in: Entropy, 21 (2019) 9, Seite 855
  • Sprache: Englisch
  • DOI: 10.3390/e21090855
  • ISSN: 1099-4300
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: A key challenge in information theoretic feature selection is to estimate mutual information expressions that capture three desirable terms—the relevancy of a feature with the output, the redundancy and the complementarity between groups of features. The challenge becomes more pronounced in multi-target problems, where the output space is multi-dimensional. Our work presents an algorithm that captures these three desirable terms and is suitable for the well-known multi-target prediction settings of multi-label/dimensional classification and multivariate regression. We achieve this by combining two ideas—deriving low-order information theoretic approximations for the input space and using quantization algorithms for deriving low-dimensional approximations of the output space. Under the above framework we derive a novel criterion, Group-JMI-Rand, which captures various high-order target interactions. In an extensive experimental study we showed that our suggested criterion achieves competing performance against various other information theoretic feature selection criteria suggested in the literature.
  • Zugangsstatus: Freier Zugang