Abstract
Feature selection in terms of inductive supervised learning is a process of selecting a subset of features relevant to the target concept and removing irrelevant and redundant features. The majority of feature selection methods, which have been developed in the last decades, can deal with only numerical or categorical features. An exception is the Recursive Feature Elimination under the clinical kernel function which is an embedded feature selection method. However, it suffers from low classification performance. In this work, we propose several embedded feature selection methods which are capable of dealing with hybrid balanced, and hybrid imbalanced data sets. In the experimental evaluation on five UCI Machine Learning Repository data sets, we demonstrate the dominance and effectiveness of the proposed methods in terms of dimensionality reduction and classification performance.
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