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[Author] Wittawat JITKRITTUM(1hit)

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  • Feature Selection via 1-Penalized Squared-Loss Mutual Information

    Wittawat JITKRITTUM  Hirotaka HACHIYA  Masashi SUGIYAMA  

     
    PAPER-Pattern Recognition

      Vol:
    E96-D No:7
      Page(s):
    1513-1524

    Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As an attempt to take feature interaction into account, we propose 1-LSMI, an 1-regularization based algorithm that maximizes a squared-loss variant of mutual information between selected features and outputs. Numerical results show that 1-LSMI performs well in handling redundancy, detecting non-linear dependency, and considering feature interaction.