Title
On Feature Selection, Bias-Variance, and Bagging
Abstract
We examine the mechanism by which feature selection improves the accuracy of supervised learning. An empirical bias/variance analysis as feature selection progresses indicates that the most accurate feature set corresponds to the best bias-variance trade-off point for the learning algorithm. Often, this is not the point separating relevant from irrelevant features, but where increasing variance outweighs the gains from adding more (weakly) relevant features. In other words, feature selection can be viewed as a variance reduction method that trades off the benefits of decreased variance (from the reduction in dimensionality) with the harm of increased bias (from eliminating some of the relevant features). If a variance reduction method like bagging is used, more (weakly) relevant features can be exploited and the most accurate feature set is usually larger. In many cases, the best performance is obtained by using all available features.
Year
DOI
Venue
2009
10.1007/978-3-642-04174-7_10
ECML/PKDD
Keywords
Field
DocType
feature selection,relevant feature,bias-variance trade-off point,accurate feature set,variance reduction method,irrelevant feature,accurate feature set corresponds,variance analysis,available feature,best performance,supervised learning,variance reduction
Dimensionality reduction,Feature selection,Pattern recognition,Feature (computer vision),Mean squared error,Supervised learning,Curse of dimensionality,Feature extraction,Artificial intelligence,Variance reduction,Machine learning,Mathematics
Conference
Volume
ISSN
Citations 
5782
0302-9743
10
PageRank 
References 
Authors
0.64
21
2
Name
Order
Citations
PageRank
M. Arthur Munson1281.81
Rich Caruana24503655.71