Feature Selection Methods and Algorithms

Feature selection is an important topic in data mining, especially for high dimensional datasets. Feature selection (also known as subset selection) is a process commonly used in machine learning, wherein subsets of the features available from the data are selected for application of a learning algorithm. The best subset contains the least number of dimensions that most contribute to accuracy; we discard the remaining, unimportant dimensions. This is an important stage of preprocessing and is one of two ways of avoiding the curse of dimensionality (the other is feature extraction). There are two approaches in Feature selection known as Forward selection and backward selection. Feature selection has been an active research area in pattern recognition, statistics, and data mining communities. The main idea of feature selection is to choose a subset of input variables by eliminating features with little or no predictive information. Feature selection methods can be decomposed into three broad classes. One is Filter methods and another one is Wrapper method and the third one is Embedded method. This paper presents an empirical comparison of feature selection methods and its algorithms. In view of the substantial number of existing feature selection algorithms, the need arises to count on criteria that enable to adequately decide which algorithm to use in certain situations. This work reviews several fundamental algorithms found in the literature and assesses their performance in a controlled scenario. KeywordsFeature Selection, Feature Selection Methods, Feature Selection Algorithms.