Major depressive disorder (MDD) poses a significant challenge in mental healthcare due to difficulties in accurate diagnosis and timely identification. This study explores the potential of machine learning models trained on EEG-based features for depression detection. Six models and six feature selection techniques were compared, highlighting the crucial role of feature selection in enhancing classifier performance. This study investigates the six feature selection methods: Elastic Net, Mutual Information (MI), Chi-Square, Forward Feature Selection with Stochastic Gradient Descent (FFS-SGD), Support Vector Machine-based Recursive Feature Elimination (SVM-RFE), and Minimal-Redundancy-Maximal-Relevance (mRMR). These methods were combined with six diverse classifiers: Logistic Regression, Support Vector Machine (SVM), Random Forest, Extreme Gradient Boosting (XGBoost), Categorical Boosting (CatBoost), and Light Gradient Boosting Machine (LightGBM). The results demonstrate the substantial impact of feature selection on model performance. SVM-RFE with SVM achieved the highest accuracy (93.54%) and F1 score (95.29%), followed by Logistic Regression with an accuracy of 92.86% and F1 score of 94.84%. Elastic Net also delivered strong results, with SVM and Logistic Regression both achieving 90.47% accuracy. Other feature selection methods yielded lower performance, emphasizing the importance of selecting appropriate feature selection and machine learning algorithms. These findings suggest that careful selection and application of feature selection techniques can significantly enhance the accuracy of EEG-based depression detection.
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