Abstract
The current study presents a technique that aims at improving stability of feature subset selection by means of a combined instance and feature weighting process. Both types of weights are based on margin concepts and can therefore be naturally interlaced. We report experiments performed on both synthetic and real data (including microarray data) showing improvements in selection stability at a similar level of prediction performance.
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- 1.
Recall \(=\) True positives/(True Positives \(+\) False Negatives); Precision \(=\) True positives/(True Positives \(+\) False Positives). A True Positive is a selected and relevant feature, a False Negative is a discarded and relevant feature, etc.
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Prat, G., Belanche, L.A. (2014). Improved Stability of Feature Selection by Combining Instance and Feature Weighting. In: Bramer, M., Petridis, M. (eds) Research and Development in Intelligent Systems XXXI. SGAI 2014. Springer, Cham. https://doi.org/10.1007/978-3-319-12069-0_3
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DOI: https://doi.org/10.1007/978-3-319-12069-0_3
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