Unsupervised feature selection based on non-parametric mutual information

Lev Faivishevsky, Jacob Goldberger

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We present a novel filter approach to unsupervised feature selection based on the mutual information estimation between features. Our feature selection approach does not impose a parametric model on the data and no clustering structure is estimated. Instead, to measure the statistical dependence between features, we employ a mutual information criterion, which is computed by using a non-parametric method, and remove uncorrelated features. Numerical experiments on synthetic and real world tasks show that the performance of our algorithm is comparable to previously suggested state-of-the-art methods.

Original languageEnglish
Title of host publication2012 IEEE International Workshop on Machine Learning for Signal Processing - Proceedings of MLSP 2012
DOIs
StatePublished - 2012
Event2012 22nd IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2012 - Santander, Spain
Duration: 23 Sep 201226 Sep 2012

Publication series

NameIEEE International Workshop on Machine Learning for Signal Processing, MLSP

Conference

Conference2012 22nd IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2012
Country/TerritorySpain
CitySantander
Period23/09/1226/09/12

Keywords

  • feature selection
  • mutual information

All Science Journal Classification (ASJC) codes

  • Human-Computer Interaction
  • Signal Processing

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