An improvement direction for filter selection techniques using information theory measures and quadratic optimization

Filter selection techniques are known for their simplicity and efficiency. However this kind of methods doesn’t take into consideration the features inter-redundancy. Consequently the un-removed redundant features remain in the final classification model, giving lower generalization performance. In this paper we propose to use a mathematical optimization method that reduces inter-features redundancy and maximize relevance between each feature and the target variable. Keywords-Feature selection; mRMR; Quadratic mutual information ; filter.