Combining Lazy Learning, Racing and Subsampling for Effective Feature Selection

This paper presents a wrapper method for feature selection that combines Lazy Learning, racing and subsampling techniques. Lazy Learning (LL) is a local learning technique that, once a query is received, extracts a prediction by locally interpolating the neighboring examples of the query which are considered relevant according to a distance measure. Local learning techniques are often criticized for their limitations in dealing with problems with high number of features and large samples. Similarly wrapper methods are considered prohibitive for large number of features, due to the high cost of the evaluation step. The paper aims to show that a wrapper feature selection method based on LL can take advantage of two effective strategies: racing and subsampling. While the idea of racing was already proposed by Maron and Moore, this paper goes a step further by (i) proposing a multiple testing technique for less conservative racing (ii) combining racing with sub-sampling techniques.