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**Alexey Tsymbal1,3, Seppo Puuronen1, Mykola Pechenizkiy2, Matthias Baumgarten3, David Patterson3
**

1 Department of Computer Science and Information Systems, University of Jyväskylä, P.O.Box 35, FIN-40351, Jyväskylä, Finland alexey@cs.jyu.fi 2 Niilo Mäki Institute, Jyväskylä, Finland 3 Northern Ireland Knowledge Engineering Laboratory, University of Ulster, U.K.

Abstract

This paper shows the importance of the use of class information in feature extraction for classification and inappropriateness of conventional PCA to feature extraction for classification. We consider two eigenvector-based approaches that take into account the class information. The first approach is parametric and optimizes the ratio of between-class variance to within-class variance of the transformed data. The second approach is a nonparametric modification of the first one based on local calculation of the between-class covariance matrix. We compare the two approaches with each other, with conventional PCA, and with plain nearest neighbor classification without feature extraction.

1. Introduction

Data mining is the process of finding previously unknown and potentially interesting patterns and relations in large databases. A typical data-mining task is to predict an unknown value of some attribute of a new instance when the values of the other attributes of the new instance are known and a collection of instances with known values of all the attributes is given. In many applications, data, which is the subject of analysis and processing in data mining, is multidimensional, and presented by a number of features. The so-called “curse of dimensionality” pertinent to many learning algorithms, denotes the drastic raise of computational complexity and the classification error in high dimensions (Aha et al., 1991). Hence, the dimensionality of the feature space is often reduced before classification is undertaken. Feature extraction (FE) is a dimensionality reduction technique that extracts a subset of new features from the original set by means of some functional mapping keeping as much information in the data as possible (Fukunaga 1990). Conventional Principal Component Analysis (PCA) is one of the most commonly used feature extraction techniques, that is based on extracting the axes on which the data shows the highest variability (Jolliffe 1986). Although this approach “spreads” out the data in the new

Copyright © 2002, American Association for Artificial Intelligence (www.aaai.org). All rights reserved.

basis, and can be of great help in regression problems and unsupervised learning, there is no guarantee that the new axes are consistent with the discriminatory features in a classification problem. Unfortunately, this often is not taken into account by data mining researchers (Oza 1999). There are many variations on PCA that use local and/or non-linear processing to improve dimensionality reduction (Oza 1999), though they generally are also based solely on the inputs. In this paper we consider two eigenvector-based approaches that use the within- and between-class covariance matrices and thus do take into account the class information. In the next section we consider conventional PCA and give a simple example of why PCA is not always appropriate to feature extraction for classification.

2. Conventional PCA

PCA transforms the original set of features into a smaller subset of linear combinations that account for most of variance of the original set (Jolliffe 1986). The main idea of PCA is to determine the features, which explain as much of the total variation in the data as possible with as few of these features as possible. In PCA we are interested in finding a projection w: (1) y = wT x , where y is a p'×1 transformed data point, w is a p × p ' transformation matrix, and x is a p × 1 original data point. PCA can be done through eigenvalue decomposition of the covariance matrix S of the original data:

S = ∑ ( x i − m )(x i − m) T ,

i =1 n

(2)

where n is the number of instances, xi is the i-th instance, and m is the mean vector of the input data. Computation of the principal components can be presented with the following algorithm: 1. Calculate the covariance matrix S from the input data. 2. Compute the eigenvalues and eigenvectors of S and sort them in a descending order with respect to eigenvalues. 3. Form the actual transition matrix by taking the predefined number of components (eigenvectors).

ni is the number of instances in a class i. w T SW w (6) a) x1 b) x1 Fig.. 4. and the total covariance matrices. 1994). PCA for classification: a) effective work of PCA. 4. but from the second case one can see that the chosen principal component is not always good for class discrimination. which preserves class separability as much as possible in the space with the lowest possible dimensionality (Aladjem. i =1 c (4) where c is the number of classes. multiply the original feature space with the obtained transition matrix. and (4) it maximizes the information contained in the extracted features. PCA has the following properties: (1) it maximizes the variance of the extracted features. new feature space Z = ΨT Y . and hence no more than c-1 of the eigenvalues will be nonzero. (2) the extracted features are uncorrelated. b) an irrelevant principal component was chosen wrt. (3) it finds the best linear approximation in the mean-square sense. ψ m . j and m(i) is the mean vector of the instances of i-th class. and m is the mean vector of all the input data. 3. where Λ and Φ are the eigenvalues and eigenvectors matrices of S W . The usual decision is to use some class separability criterion.. Nonparametric Eigenvalue-based FE The nonparametric method tries to increase the number of degrees of freedom in the between-class covariance matrix (4). the between-class covariance. based on a family of functions of scatter matrices: the withinclass covariance. 3. The first case shows the proper work of PCA where the first principal component corresponds to the variable with the highest discriminating power. ψ1. 2.. m(i) is the mean vector of the instances of i-th class. which correspond to the m largest eigenvalues. Transformation of X to Y: Y = Λ −1/2Φ T X . i =1 j =1 c ni A number of other criteria were proposed in (Fukunaga 1990). Although PCA has a number of advantages. Finally. It should be noted that there is a fundamental problem with the parametric nature of the covariance matrices. ni is the number of instances in a class i.. Parametric Eigenvalue-based FE Feature extraction for classification is a search among all possible transformations for the best one. A two-class nonparametric feature extraction method was considered in (Fukunaga 1990). there are some drawbacks. The algorithm for (3) where c is the number of classes. The nonparametric method for feature extraction overcomes the above-mentioned problem. which defines the number of components to be chosen. The rank of the betweenclass covariance matrix (4) is at most c-1 (because it is the summation of c rank one matrices and only c-1 of them are independent). x (i ) is the j-th instance of i-th class. measuring the between-class covariances on a local basis. One of them is that PCA gives high weights to features with higher variabilities disregarding whether they are useful for classification or not. where m Ψ = [ψ1. . Computation of S B in the obtained Y space. From Figure 1 one can see why it can be dangerous not to use the class information (Oza 1999)..and within-class covariance matrices (3) and (4) to be optimized for feature extraction transformation (1) is defined in Fisher linear discriminant analysis: J (w ) = wT S B w . ψ m ] .. x2 y2 y1 x2 y2 y1 The between-class covariance matrix shows the scatter of the expected vectors around the mixture mean: S B = ∑ ni (m (i ) − m )(m (i ) − m ) T . can be obtained. The total covariance matrix shows the scatter of all samples around the mixture mean. One possible criterion based on the between. The criterion (6) and some other relevant criteria may be optimized by the following algorithm often called simultaneous diagonalization (Fukunaga 1990): 1. Nevertheless. and it is extended in this paper to the multiclass case. It can be shown analytically that this matrix is equal to the sum of the within-class and between-class covariance matrices (Fukunaga 1990): (5) S = S B + SW . conventional PCA is still often applied to feature extraction for classification by researchers. to classification. The necessary cumulative percentage of variance explained by the principal axes should be consulted in order to set a threshold. Selection of m eigenvectors of S B . The within-class covariance matrix shows the scatter of samples around their respective class expected vectors: SW = ∑ ni ∑ ( x (ji ) − m (i ) )(x (ji ) − m (i ) ) T . K-nearest neighbor (kNN) technique is used for this purpose. 1. which yields a lowerdimensional representation. The features extracted with the parametric approach are suboptimal in the Bayes sense. Finally.4...

selection of the best parameters did not give almost any improvement in comparison with the considered in (Fukunaga 1990) α =1 and nNN=3. thus demonstrating that the nonparametric approach is robust wrt. nNN k (8) ∑d j =1 c α ( x (i ) . The number of nearest instances nNN is a parameter. the data set is first split into the training set and the test set by stratified random sampling to keep class distributions approximately same. the numbers of instances included in the data sets. The remaining 70 percent instances form the training set. the scatter of the samples around the expected vectors of other classes’ instances in the neighborhood is calculated: ( ) ( ) S B = ∑ ni ∑ wik ∑ (x (i ) − m ikj* )(x (i ) − m ikj* ) T . which shows importance of each summand in (7). and the number of nearest neighbors nNN from the set of 8 values: . 127. and the numbers of different kinds of features (categorical and numerical) included in the instances. Each categorical feature was replaced with a redundant set of binary features. In the nonparametric between-class covariance matrix. and the difference is only in calculation of the between-class covariance matrix. Table 1. In the experiments. 1 / 5. In (Fukunaga 1990) it was proposed to use nNN equal to 3. which are nearest neighbors to . Experiments The experiments were conducted on 21 data sets with different characteristics taken from the UCI machine learning repository (Blake et al. which includes the names of the data sets. each corresponding to a value of the original feature.nonparametric feature extraction is the same as for the parametric extraction (Section 3). The pre-selected values for the α and nNN are included in the table as well. and after to evaluate the classification accuracy with the three feature extraction approaches and without any feature extraction. which should be set in advance. 1998). LED and LED17. optimizing the classification accuracy. which involve instances lying near the class boundaries and thus more important for classification. 20} . 5. In the next section we consider our experiments where we analyze and compare the described above featureextraction techniques. 1 / 10. Simultaneous diagonalization is used as well.. It is necessary to note that the selection of the α and nNN parameters changed the ranking of the three feature extraction approaches from the accuracy point of view only on two data sets. 2001) we have presented results of experiments with several feature selection techniques on these data sets. 5. and α is a parameter which should be set in advance. 1 / 3. In (Fukunaga 1990) the parameter α equal to 1 was used. 63.. For some data sets. The main characteristics of the data sets are presented in Table 1. 255} . 31. the numbers of different classes of instances. but without any justification. 2000). 7. The parameter α was selected from the set of 9 1 values: α ∈ { / 20. i = 1.8 . k k i =1 k =1 j =1 j ≠i c ni c done in the correlation-based feature selection experiments in (Hall et al. 1996). but without any justification. 3. Categorical features were binarized as it was nNN = 2 i − 1. 10. 1 The parameters were selected on the wrapper-like basis.. Characteristics of the data sets Data set Balance Breast Car Diabetes Glass Heart Ionosphere Iris Plants LED LED17 Liver Lymph MONK-1 MONK-2 MONK-3 Soybean Thyroid Tic-Tac-Toe Vehicle Voting Zoo Instances 625 286 1728 768 214 270 351 150 300 300 345 148 432 432 432 47 215 958 846 435 101 Classes 3 2 4 2 6 2 2 3 10 10 2 4 2 2 2 4 3 2 4 2 7 Features Categorical 0 9 6 0 0 0 0 0 7 24 0 15 6 6 6 0 0 9 0 16 16 Numerical 4 0 0 8 9 13 34 4 0 0 6 3 0 0 0 35 5 0 18 0 0 α 1/3 5 5 1/5 1 1 3 1/5 1/3 5 3 1 1 20 1/3 1 3 1 3 1/3 1/20 nNN 255 1 63 127 1 31 255 31 15 15 7 7 1 63 1 3 215 1 3 15 7 (7) where ( ) m ikj* is the mean vector of the nNN instances of j-th x (i ) k class. x ( j ) )} .. x ( j ) ) is the distance from x (i ) to its nNNnNN k k nearest neighbor of class j. first. We generalize the two-class version of this coefficient proposed in (Fukunaga 1990) to the multiclass case: wik = min j {d α ( x (i ) . for some data sets the selection of the parameters had a significant positive effect on the For each data set 70 test runs of Monte-Carlo cross validation were made. x ( j ) nNN k ) where d (x (i ) . Each time 30 percent instances of the data set are first randomly picked up to the test set. which is used for finding the feature-extraction transformation matrix (1). to select the best α and nNN parameters. In each run. nNN ∈ { . the accuracy of 3-nearest neighbor classification based on the heterogeneous Euclideanoverlap metric was measured to test the feature extraction approaches. 15. In (Tsymbal et al. and the classification accuracy varied within the range of one percent..g. the built-in parameters. e. 1.. 3.. However. a series of experiments were conducted to select the best α and nNN coefficients for the nonparametric approach. First. The goal of this coefficient is to assign more weight to those elements of the matrix. The test environment was implemented within the MLC++ framework (the machine learning library in C++) (Kohavi et al. The coefficient wik is a weighting coefficient.

990 .54 .849 .73 .8 5.11 5. 0.65.659 .4 PCA 3.03 1.9 15. we have compared four classification techniques: the first three were based on the three considered above feature extraction approaches.834 .955 .8 4.3 24.46 3.630 .50 .0 1.43 1. but it reaches 0. For each feature selection technique.22 1.88 12.88 . improving the accuracy of the other approaches (as on the MONK data sets.00 .806 .68 2.725 . and still it is less time-consuming than the PCA and Plain classification.0 1. it is necessary to note that each feature extraction technique was significantly worse than all the other techniques at least on one data set (e. the Heart data set for the nonparametric approach).758 .44 1.872 .0 33.94 1.0 47. and it is the least timeconsuming approach.766 PCA 4.790 .37 .722 .0 1.17 2.0 2.778 .0 2.0 6.0 2.39 .0 4. 0.0 9.493 .724 .0 34.00 1.05 .08 6.39 . sec.60 1.00 .02 4.66 1. Still.01 2.5 2.796 when α =1 and nNN=3.77 2.0 6.937 .29 5.813 .0 5.9 1.968 . The parametric approach is the second best.73 1.378 . Par NPar 1.05 .832 .31 1.96 4.45 10.980 .980 .55 .964 .0 1.13 .61 5.0 14.395 .3).38 .92 1.2 2.885 .47 .69 2. sec.03 .4 13.843 .795 .55 .9 2.3 15.0 7.0 4.10 . and not robust to different data sets’ characteristics (as on the MONK-1.33 1.962 .31 9.1 3.990 .34 5.01 .88 2. The basic results of the experiments are presented in Table 2.863 .987 .684 .667 .17 .53 1.53 .814 .0 7.05 1. we have considered experiments with the best eigenvalue threshold of the following set {0.938 .08 .5 14.02 6.10 4.676 .0 18.45 .893 .50 2.08 1.13 .48 1.96 4.40 .717 .14 6.0 1.7 6.23 4.37 4.0 24.730 .50 2.843 . the parametric (Par) and nonparametric (NPar) feature extraction.0 4.28 2.7 3. on the MONK-2 data set.0 32.44 .0 9.39 4. Then.971 .09 . PCA Par Npar .949 .0 7.952 .06 . Results of the experiments PCA . As we supposed.39 8.32 3.94 4. 0.33 12.4 10.88 1.08 .99.921 .612 .35 .91 . 0.85 1.13 .08 1.4 1.47 3.. and the Tic-TacToe data set).classification accuracy. The nonparametric approach is able to extract more features due to its nonparametric nature (9. and no feature extraction (Plain).17 5.90 1.0 1.67 . The last two rows include the results averaged over all the data sets (the last row).0 36.0 2.504 . First.21 .67 3.04 .15 .66 3. Each row of Table 2 corresponds to one data set.46 14.2 and Glass data sets).20 Total time.5 1.921 .9 Plain 4.992 .0 3.646 .0 4.14 .977 .0 7.0 1.69 1.0 3. the corresponding average numbers of extracted features are given.777 .730 .604 .0 16. the bold-faced only accuracies represent the approaches that were significantly worse on the corresponding data sets (according to the Student t-test with 0.21 2.76 .7 11.52 11.96 1.38 4.78 5.63 3.467 .02 1.23 .801 Accuracy Par NPar .752 .69 . 1}.6 Features Par NPar 1.5 11.0 2. From Table 2 one can see that the nonparametric approach has the best accuracy on average (0.52 1.0 1.20 2. The parametric approach extracts the least number of features on average (only 2.15 .69 11.9 on average).55 5.844 .60 4. and over the data sets containing Data set Balance Breast Car Diabetes Glass Heart Ionospher Iris LED LED17 Liver Lymph MONK-1 MONK-2 MONK-3 Soybean Thyroid TicTacToe Vehicle Voting Zoo Average (categoric) Average (total) categorical features (the row before the last one). it is quite unstable.787 .0 35.04 2. For each data set.4 1.22 .39 1.70 .95.0 8.94 .767 .0 48.05 . and the last one did not use any feature extraction.942 . For example.635 .806 .24 .07 1.24 10.87 3.9.9 31.694 . 0.99 3.995 .06 1.46 .76 4.89 .939 .730 .827 .664 .0 1.53 .0 17.85.721 . Comparing the total average accuracy with the average accuracy on the categorical data sets.49 1. 0.80 .1 9.0 16.22 Plain 2. accuracy is 0.g.55 .824 .963 .57 1.654 . After.0 21.19 .0 17.0 2.03 5.07 .42 7.932 .0 18.58 2.97.0 8.0 2.616 .933 .0 6.923 .64 .51 3.753 .1 15. 0.984 .0 15.95 level of significance). and it is a question for further research to define the dependencies between the characteristics of a data set and the type and parameters of the feature extraction approach best suited for it.0 9.0 17.0 12.60 .974 when α =20 and nNN=63. All the results are averaged over the 70 Monte-Carlo cross-validation runs.827 .54 4.38 4.0 82. one can see that the nonparametric approach performs much better on the categorical data.23 .676 .14 1.803 .999.0 61.577 .36 Table 2.07 7. The bold-faced and underlined accuracies represent the approaches that were significantly better than all the other approaches.49 .4 1.48 .11 .0 13.706 .62 .0 27. 0. The case with no feature selection has the worst average accuracy.56 1.0 3.995.4 6.946 .15 1.888 .986 . The remaining part contains the average extraction and the total expended time (in seconds) for the classification techniques.0 7.0 2.30 .65 3. average classification accuracies are given for the three extraction techniques: PCA.824 Plain .75.50 .09 .0 34.0 51.598 .664 .824).55 .0 11.09 1.21 1.687 . we have also pairwise compared each feature extraction technique with the others using the paired Extraction time.13 .845 .66 4.

However. which supports our expectations. University of California. however. 1996. N. Besides. Conventional PCA was the worst feature extraction technique on average and. Oza. M. Only the nonparametric technique performs much better on the categorical data for this selection of the data sets. I. Another important topic for further research is to define the dependencies between the characteristics of a data set and the type and parameters of the feature extraction approach best suited for it. cannot be recommended for finding features that are useful for classification. there is no guarantee that the new axes are consistent with the discriminatory features in a classification problem. among the three feature extraction techniques.. For example.J. Tumer. Moffett Field. Wales. CA. and the MLC++ library for the source code used in this study.K.edu/ ~mlearn/ MLRepository. J. Although this approach can be of great help in unsupervised learning.html]. Albert. 2 one can see that classification without feature extraction is clearly the worst technique even for such data sets with relatively small numbers of features. This is an interesting topic for further research. Dimensionality Reduction Through Classifier Ensembles. CA. of Information and Computer Science. D. The nonparametric technique performed much better on the categorical data for this selection of the data sets. Tsymbal A.Student t-test with 0. the parametric and nonparametric techniques are the best on average.95 level of significance.L. Academic Press. but it was still the worst one only on three data sets (the best result). San Francisco. D.. Skrypnyk I. 6:37-66. New York. Principal Component Analysis. Multiclass discriminant mappings. Data mining using MLC++: a machine learning library in C++.. Finland. 1991. In: Int. Hall. 1999. 234-245. . Conf. Blake. Sommerfield. Instance-based learning algorithms. 35:1-18. 2001. NASA Ames Research Center. domain theories and data generators for the data sets. U. IEEE CS Press. Computational Sciences Division. London. Columns 2-5 of the table contain results of the comparison of the technique corresponding to the row of the cell against the technique corresponding to the column using the paired t-test. 1994. We would like to thank the UCI ML repository of databases. From Tables 1. This shows the so-called “curse of dimensionality” and necessity in feature extraction.. 1990. Dept... and 5 of them are on categorical data sets. On the categorical data sets the results are almost the same as on the rest of data sets. ICSC Congress on Computational Intelligence Methods and Applications CIMA’2001. Aladjem. UCI Repository of Machine Learning Databases [http:// www. 2000.. with the nonparametric technique being only slightly better than the parametric (3 wins versus 2 on the categorical data sets). Kohavi. Int. and in parenthesis the same results are given for the eleven data sets including categorical features. further experiments are necessary to check this finding. 1986. Conclusions PCA-based techniques are widely used for classification problems.. M. K. Bangor. Acknowledgements.uci. R. Each cell contains win/tie/loss information according to the t-test. 1998. References Aha. This shows the so-called “curse of dimensionality” and necessity in feature extraction. This research is partly supported by the COMAS Graduate School of the University of Jyväskylä. Table 3. 359-366. San Francisco. Conventional PCA was the worst feature extraction technique on average. D. C. Introduction to Statistical Pattern Recognition. It was the best technique only on four data sets. PCA has 8 wins against the parametric extraction on 21 data sets. Morgan Kaufmann. which are relatively easy to learn and do not include significant nonnormal class distributions. M. Fukunaga. better parameter tuning can be used to achieve better results with the nonparametric technique.A. Merz.C. Technical Report NASAARC-IC-1999-124. Tools with Artificial Intelligence. Jolliffe. Finland and NEURE project of Niilo Mäki Institute. Results of the comparison are given in Table 3. K. as it does not take into account the class information. On Machine Learning (ICML-2000).ics. further research is necessary to check this finding. Signal Processing. it was surprisingly stable. Dougherty.T. NY. Springer. Results of the paired t-test (win/tie/loss information) PCA PCA Parametric Nonparametric Plain 10/3/8 (6/0/5) 13/1/8 (8/0/3) 4/8/9 (1/5/5) Parametric 8/3/10 (5/0/6) 5/11/5 (3/6/2) 5/5/11 (4/0/7) Nonparametric 8/1/13 (3/0/8) 5/11/5 (2/6/3) 8/3/11 (3/0/8) Plain 9/8/4 (5/5/1) 11/5/5 (7/0/4) 11/3/8 (8/0/3) therefore. Machine Learning. CA. this can be explained by the selection of the data sets. Classification without feature extraction was clearly the worst. Correlation-based feature selection of discrete and numeric class machine learning. C.. Ensemble feature selection with dynamic integration of classifiers. According to Table 3. though they generally do not take into account the class information and are based solely on inputs. The nonparametric technique was only slightly better than the parametric one on average. 6. However. The experimental results supported our expectations. Kibler. Irvine CA. however. In Proc. Puuronen S.

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