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Feature Selection
Abstract
Many scientific disciplines use modelling and simulation processes and techniques in order to implement non-linear mapping between the input and the output variables for a given system under study. Any variable that helps to solve the problem may be considered as input. Ideally, any classifier or regressor should be able to detect important features and discard irrelevant features, and consequently, a pre-processing step to reduce dimensionality should not be necessary. Nonetheless, in many cases, reducing the dimensionality of a problem has certain advantages (Alpaydin, 2004; Guyon & Elisseeff, 2003), as follows: • Performance improvement. The complexity of most learning algorithms depends on the number of samples and features (curse of dimensionality). By reducing the number of features, dimensionality is also decreased, and this may save on computational resources—such as memory and time—and shorten training and testing times. • Data compression. There is no need to retrieve and store a feature that is not required. • Data comprehension. Dimensionality reduction facilitates the comprehension and visualisation of data. • Simplicity. Simpler models tend to be more robust when small datasets are used. There are two main methods for reducing dimensionality: feature extraction and feature selection. In this chapter we propose a review of different feature selection (FS) algorithms, including its main approaches: filter, wrapper and hybrid – a filter/wrapper combination.
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