Title
Training Error And Sensitivity-Based Ensemble Feature Selection
Abstract
Ensemble feature selection combines feature selection and ensemble learning to improve the generalization capability of ensemble systems. However, current methods minimizing only the training error may not generalize well on future unseen samples. In this paper, we propose a training error and sensitivity-based ensemble feature selection method. The NSGA-III is applied to find optimal feature subsets by minimizing two objective functions of the whole ensemble system simultaneously: the training error and the sensitivity of the ensemble. With this scheme, the ensemble system maintains both high accuracy and high stability which is expected to achieve a high generalization capability. Experimental results on 18 datasets show that the proposed method significantly outperforms state-of-the-art methods.
Year
DOI
Venue
2020
10.1007/s13042-020-01120-8
INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS
Keywords
DocType
Volume
Ensemble, Feature selection, Sensitivity, NSGA-III
Journal
11
Issue
ISSN
Citations 
10
1868-8071
1
PageRank 
References 
Authors
0.35
0
4
Name
Order
Citations
PageRank
Wing W. Y. Ng152856.12
Yuxi Tuo210.35
Jianjun Zhang393.48
Sam Kwong44590315.78