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A noise resistant dependency measure for rough set-based feature selection

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Abstract

The aim of feature selection (FS) is to select a small subset of most important and discriminative features. Many FS approaches based on rough set theory up to now, have employed reduct analysis using feature dependency measures. However the critical shortcoming for such approaches is that they are not able to manage useful information that may be destroyed by noise elements. Therefore several extensions to the original theory have been proposed. Three notable extensions are fuzzy rough set (FRS), variable precision rough set (VPRS), and tolerance rough set model (TRSM). Although successful, each of the extensions exhibits a critical shortcoming which makes that extension inapplicable in most of scenarios. For example, FRS is able to describe the existing dependencies between different attributes accurately, but its high run-times makes it inapplicable to larger datasets. As another example, VPR is very fast, but requires more information than contained within the data itself, which is inaccessible for most of the applications. This paper examines a rough set FS technique which uses a noise resistant dependency measure to quantify information that may be hidden due to the noise elements. Experimental results demonstrate that the use of this measure can result more discriminative reducts than those obtained using other RSFS approaches. Moreover, the proposed measure is as fast as VPRS and as accurate as FRS and TRSM, while it need no additional information other than contained within the data.

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