Unsupervised feature selection based on non-parametric mutual information

Lev Faivishevsky, Jacob Goldberger

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

12 Scopus citations

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
ISSN (Print)2161-0363
ISSN (Electronic)2161-0371

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

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