Feature Selection using Modified Null Importance

S Kimura, D Oda, M Tokuhisa - 2021 IEEE Symposium Series …, 2021 - ieeexplore.ieee.org
S Kimura, D Oda, M Tokuhisa
2021 IEEE Symposium Series on Computational Intelligence (SSCI), 2021ieeexplore.ieee.org
Some difficult feature selection tasks have a property of'small n large p.'Feature selection
methods using variable importance measures that were defined in tree-based ensemble
methods have reportedly shown a relatively good performance even in'small n large p 'tasks.
Among them, this study focuses on the feature selection method using the null importance.
Through our preliminary experiments, we found that this feature selection method often fails
to detect input variables that weakly affect the output. We should note that some practical …
Some difficult feature selection tasks have a property of 'small large . ‘Feature selection methods using variable importance measures that were defined in tree-based ensemble methods have reportedly shown a relatively good performance even in 'small large ‘tasks. Among them, this study focuses on the feature selection method using the null importance. Through our preliminary experiments, we found that this feature selection method often fails to detect input variables that weakly affect the output. We should note that some practical feature selection tasks require to find all of the input variables that actually affect the output. In order to find even input variables that weakly affect the output, we thus modify the feature selection method using the null importance. Specifically, our method, what we call the feature selection method using the modified null importance, normalizes an importance score of each of the input variables by using those of random variables, and then uses the normalized score in order to determine whether or not the variable is relevant to the output. Through numerical experiments, we finally show that the modified method is capable of detecting even input variables that weakly affect the output.
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