Trinity College Dublin, Department of Computer Science
Dunne, Kevin; Cunningham, Pádraig; Azuaje, Francisco. 'Solutions to Instability Problems with Sequential Wrapper-based Approaches to Feature Selection'. - Dublin, Trinity College Dublin, Department of Computer Science, TCD-CS-2002-28, 2002, pp22
Computer Science Technical Report TCD-CS-2002-28
It is generally accepted that Wrapper approaches will outperform
Filter-based approaches to feature selection, particularly in situations
where an adequate amount of data is available. What is often overlooked
is that Wrapper approaches can be unstable. For instance, different
partitionings of the training data can result in dierent routes
through the search space and thus in dierent feature subsets being
selected. In this paper we illustrate examples of this problem and a
solution based on the aggregation of several runs of a sequential search
is suggested. This is essentially an ensemble solution to instability in
feature subset selection and it does seem to stabilise the process.
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