Quadratic Programming Feature Selection

Irene Rodriguez-Lujan, Ramon Huerta, Charles Elkan, Carlos Santa Cruz; 11(Apr):1491−1516, 2010.

Abstract

Identifying a subset of features that preserves classification accuracy is a problem of growing importance, because of the increasing size and dimensionality of real-world data sets. We propose a new feature selection method, named Quadratic Programming Feature Selection (QPFS), that reduces the task to a quadratic optimization problem. In order to limit the computational complexity of solving the optimization problem, QPFS uses the Nyström method for approximate matrix diagonalization. QPFS is thus capable of dealing with very large data sets, for which the use of other methods is computationally expensive. In experiments with small and medium data sets, the QPFS method leads to classification accuracy similar to that of other successful techniques. For large data sets, QPFS is superior in terms of computational efficiency.

[abs][pdf]




Home Page

Papers

Submissions

News

Editorial Board

Announcements

Proceedings

Open Source Software

Search

Statistics

Login

Contact Us



RSS Feed