A new improved maximal relevance and minimal redundancy method based on feature subset

Abstract

Feature selection plays a very significant role for the success of pattern recognition and data mining. Based on the maximal relevance and minimal redundancy (mRMR) method, combined with feature subset, this paper proposes an improved maximal relevance and minimal redundancy (ImRMR) feature selection method based on feature subset. In ImRMR, the Pearson correlation coefficient and mutual information are first used to measure the relevance of a single feature to the sample category, and a factor is introduced to adjust the weights of the two measurement criteria. And an equal grouping method is exploited to generate candidate feature subsets according to the ranking features. Then, the relevance and redundancy of candidate feature subsets are calculated and the ordered sequence of these feature subsets is gained by incremental search method. Finally, the final optimal feature subset is obtained from these feature subsets by combining the sequence forward search method and the classification learning algorithm. Experiments are conducted on seven datasets. The results show that ImRMR can effectively remove irrelevant and redundant features, which can not only reduce the dimension of sample features and time of model training and prediction, but also improve the classification performance.