Feature Selection using Multiple Streams
Paramveer Dhillon, Dean Foster, Lyle Ungar ; JMLR W&CP 9:153-160, 2010.
Feature selection for supervised learning can be greatly improved by making use of the fact that features often come in classes. For example, in gene expression data, the genes which serve as features may be divided into classes based on their membership in gene families or pathways. When labeling words with senses for word sense disambiguation, features fall into classes including adjacent words, their parts of speech, and the topic and venue of the document the word is in. We present a streamwise feature selection method that allows dynamic generation and selection of features, while taking advantage of the different feature classes, and the fact that they are of different sizes and have different (but unknown) fractions of good features. Experimental results show that our approach provides significant improvement in performance and is computationally less expensive than comparable ``batch" methods that do not take advantage of the feature classes and expect all features to be known in advance.