A more efficient branch and bound algorithm for feature selection

Abstract

An algorithm is presented to be able to select the globally optimal subset of d features from a larger D-feature set. This is a fundamental problem in statistical pattern recognition and combinatorial optimization. Exhaustive enumeration is computationally unfeasible in most applications. This algorithm dynamically searches for the globally optimal solution on a minimum solution tree which is a subtree of the solution tree used in the traditional branch and bound algorithm. The new algorithm is compared theoretically with the branch and bound algorithm. The analysis and the experimental results show that it is more efficient than the traditional algorithm.