Sequential Feature Classification in the Context of Redundancies
2020-04-01Code Available0· sign in to hype
Lukas Pfannschmidt, Barbara Hammer
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Abstract
The problem of all-relevant feature selection is concerned with finding a relevant feature set with preserved redundancies. There exist several approximations to solve this problem but only one could give a distinction between strong and weak relevance. This approach was limited to the case of linear problems. In this work, we present a new solution for this distinction in the non-linear case through the use of random forest models and statistical methods.