2008
DOI: 10.18267/j.aop.131
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Identifying the most Informative Variables for Decision-Making Problems - a Survey of Recent Approaches and Accompanying Problems

Abstract: In the following paper, we provide an overview of problems related to variable selection (also known as feature selection) techniques in decision-making problems based on machine learning with a particular emphasis on recent knowledge. Several popular methods are reviewed and assigned to a taxonomical context. Issues related to the generalization-versus-performance trade-off, inherent in currently used variable selection approaches, are addressed and illustrated on real-world examples.

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Cited by 12 publications
(9 citation statements)
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References 35 publications
(52 reference statements)
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“…This procedure will be repeated until one of the stopping criteria is achieved. The selection approach belongs to the sequential backward selection methods (Pudil and Somo, 2008). In this study the following stopping criteria are chosen (see Fig.…”
Section: Feature Selectionmentioning
confidence: 99%
See 1 more Smart Citation
“…This procedure will be repeated until one of the stopping criteria is achieved. The selection approach belongs to the sequential backward selection methods (Pudil and Somo, 2008). In this study the following stopping criteria are chosen (see Fig.…”
Section: Feature Selectionmentioning
confidence: 99%
“…It was chosen because it is a popular state-of-the-art approach, which is part of many comparative studies of feature selection methods (Pudil and Somo, 2008;Wu et al, 2013;Datta et al, 2014). The following paragraph is a summary of the study of Robnik-Sikonja and Kononenko (2003), which describes the 'ReliefF' algorithm in detail.…”
Section: Relieffmentioning
confidence: 99%
“…On the contrary, wrapper techniques depend on a classification algorithm which is used to evaluate the candidate solutions (subsets of features) generated by a search algorithm, and thus are more computationally expensive. In spite of this drawback, they often provide better results, and should be applied whenever possible [19], although some care should be taken to prevent over-fitting, since the classifier used within the wrapper procedure evaluates solutions according to their performance for the training data. Lastly, embedded methods are applied during the classifier learning process to remove features based on the prediction errors of training data [20,21].…”
Section: Introductionmentioning
confidence: 99%
“…Among the three main approaches for feature selection: filter, wrapper, and embedded methods [ 3 ], our proposals in this paper lie inside the wrapper alternative as wrapper and embedded methods are usually recognized as the preferable approaches whenever they would be feasible [ 4 ]. Nevertheless, as the size of the search space depends exponentially on the number of possible features, an exhaustive search for the best feature set is almost impossible when the feature dimension is high.…”
Section: Introductionmentioning
confidence: 99%