Supervised Feature Selection via Dependence Estimation.
We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such dependence. Feature selection for various supervised learning problems (including classification and regression) is unified under this framework, and the solutions can be approximated using a backward-elimination algorithm. We demonstrate the usefulness of our method on both artificial and real world datasets.
|Title:||Supervised Feature Selection via Dependence Estimation|
|Additional information:||9 pages|
|UCL classification:||UCL > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neuroscience Unit|
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