TY - GEN
T1 - On the optimality of sequential forward feature selection using class separability measure
AU - Wang, Lei
AU - Shen, Chunhua
AU - Hartley, Richard
PY - 2011
Y1 - 2011
N2 - This paper studies sequential forward feature selection that uses the scatter-matrix-based class separability measure. We find that by adding a scale factor to each iteration of the conventional sequential selection, a sequential selection that guarantees the global optimum can be attained. We give a thorough theoretical proof of its optimality via a novel geometric interpretation, and this leads to a unified framework including the optimal sequential selection, the conventional sequential selection and the best-individual-N selection. In addition, we show that with our formulation, feature selection can be treated as a linear fractional maximization problem, and it can be efficiently solved by algorithms well developed in the literature. This gives a non-sequential globally optimal feature selection algorithm. Both theoretical and experimental study demonstrate their efficiency.
AB - This paper studies sequential forward feature selection that uses the scatter-matrix-based class separability measure. We find that by adding a scale factor to each iteration of the conventional sequential selection, a sequential selection that guarantees the global optimum can be attained. We give a thorough theoretical proof of its optimality via a novel geometric interpretation, and this leads to a unified framework including the optimal sequential selection, the conventional sequential selection and the best-individual-N selection. In addition, we show that with our formulation, feature selection can be treated as a linear fractional maximization problem, and it can be efficiently solved by algorithms well developed in the literature. This gives a non-sequential globally optimal feature selection algorithm. Both theoretical and experimental study demonstrate their efficiency.
KW - class separability
KW - feature selection
KW - sequential
UR - http://www.scopus.com/inward/record.url?scp=84863055744&partnerID=8YFLogxK
U2 - 10.1109/DICTA.2011.41
DO - 10.1109/DICTA.2011.41
M3 - Conference contribution
SN - 9780769545882
T3 - Proceedings - 2011 International Conference on Digital Image Computing: Techniques and Applications, DICTA 2011
SP - 203
EP - 208
BT - Proceedings - 2011 International Conference on Digital Image Computing
T2 - 2011 International Conference on Digital Image Computing: Techniques and Applications, DICTA 2011
Y2 - 6 December 2011 through 8 December 2011
ER -