Using covariates for improving the minimum redundancy maximum relevance feature selection method

Authors: OLCAY KURŞUN, CEMAL OKAN ŞAKAR, OLEG FAVOROV, NİZAMETTİN AYDIN, SADIK FİKRET GÜRGEN

Abstract: Maximizing the joint dependency with a minimum size of variables is generally the main task of feature selection. For obtaining a minimal subset, while trying to maximize the joint dependency with the target variable, the redundancy among selected variables must be reduced to a minimum. In this paper, we propose a method based on recently popular minimum Redundancy-Maximum Relevance} (mRMR) criterion. The experimental results show that instead of feeding the features themselves into mRMR, feeding the covariates improves the feature selection capability and provides more expressive variable subsets.

Keywords: Mutual information; mRMR; unsupervised learning; support vector machines; SINBAD covariates

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