Professional Documents
Culture Documents
Model Evaluation and Improvement 3
Model Evaluation and Improvement 3
Filter Approach:
Embedded Approach:
Similar to wrapper approach as it also uses and inductive
algorithm to evaluate the generated feature subsets.
However, the difference is it performs feature selection and
classification simultaneously.
FEATURE SELECTION – KEY DRIVERS
Feature relevance:
In supervised learning, the predictor variables which contribute
information to decide the value of the class label.
In unsupervised learning, certain variables contribute useful
information for deciding the similarity or dissimilarity of data
instances and hence in the grouping process.
Such variables which contribute useful information in deciding
class label or groups that the data instances belong to, are called
relevant.
Other variables are known as irrelevant.
For example, roll number of a student doesn’t contribute any
information in predicting what the weight of a student would be.
Similarly, if we are trying to group together students with
similar academic capabilities, roll number can really not
contribute any information.
Hence, the variable roll number is quite irrelevant.
FEATURE SELECTION – KEY DRIVERS
Measure of Feature relevance:
For supervised learning –
and K = number of classes, C = class variable, f = feature set that take discrete values.
For unsupervised learning –
Entropy of the set of features without one feature at a time, is calculated
for all the features. Then the features are ranked in a descending order
of information gain from a feature and top ‘β’ percentage (value of ‘β’ is a
design parameter of the algorithm) of features are selected as relevant
features. Entropy of a feature f is calculated using the Shannon’s formula
below:
FEATURE SELECTION – KEY DRIVERS
Feature Redundancy: