Feature Selection via Dependence Maximization

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 ] &copy JMLR 2012. ( edit, beta )

Authors

• Le Song
• Alex Smola
• Arthur Gretton University College London
• Justin Bedo
• Karsten Borgwardt

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