JMLR Journal 2012 Journal Article
Feature Selection via Dependence Maximization
- Le Song
- Alex Smola
- Arthur Gretton
- Justin Bedo
- Karsten Borgwardt
We introduce a framework for feature selection based on dependence maximization between the selected features and the labels of an estimation problem, using the Hilbert-Schmidt Independence Criterion. The key idea is that good features should be highly dependent on the labels. Our approach leads to a greedy procedure for feature selection. We show that a number of existing feature selectors are special cases of this framework. Experiments on both artificial and real-world data show that our feature selector works well in practice. [abs] [ pdf ][ bib ] © JMLR 2012. ( edit, beta )