Fast Binary Feature Selection with Conditional Mutual Information

@article{Fleuret2004FastBF,
  title={Fast Binary Feature Selection with Conditional Mutual Information},
  author={François Fleuret},
  journal={Journal of Machine Learning Research},
  year={2004},
  volume={5},
  pages={1531-1555}
}
We propose in this paper a very fast feature selection techni que based on conditional mutual information. By picking features which maximize their mutual information with the class to predict conditional to any feature already picked, it ensures the se lection of features which are both individually informative and two-by-two weakly dependant. We show that this feature selection method outperforms other classical algorithms, and that a naive Ba yesi n classifier built with features selected… CONTINUE READING
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