Cost-Sensitive Feature Selection by Optimizing F-Measures

DOI10.1109/TIP.2017.2781298MaRDI QIDQ4617118zbMATH OpenWikidataFDO

Authors Meng Liu, Chang Xu, Yong Luo, Chao Xu, Yonggang Wen, Dacheng Tao

Publication date 6 February 2019

Published in IEEE Transactions on Image Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.02301

Mathematics Subject Classification ID

Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Abstract: Feature selection is beneficial for improving the performance of general machine learning tasks by extracting an informative subset from the high-dimensional features. Conventional feature selection methods usually ignore the class imbalance problem, thus the selected features will be biased towards the majority class. Considering that F-measure is a more reasonable performance measure than accuracy for imbalanced data, this paper presents an effective feature selection algorithm that explores the class imbalance issue by optimizing F-measures. Since F-measure optimization can be decomposed into a series of cost-sensitive classification problems, we investigate the cost-sensitive feature selection by generating and assigning different costs to each class with rigorous theory guidance. After solving a series of cost-sensitive feature selection problems, features corresponding to the best F-measure will be selected. In this way, the selected features will fully represent the properties of all classes. Experimental results on popular benchmarks and challenging real-world data sets demonstrate the significance of cost-sensitive feature selection for the imbalanced data setting and validate the effectiveness of the proposed method.

Cited in

(7)

• Cost-sensitive feature selection for support vector machines
• Tree-based space partition and merging ensemble learning framework for imbalanced problems
• Feature selection with test cost constraint
• scientific article; zbMATH DE number 2042277 (Why is no real title available?)
• scientific article; zbMATH DE number 2090241 (Why is no real title available?)
• Feature selection for high-dimensional imbalanced class datasets using harmony search and Kullback-Leibler divergence
• Optimal model averaging for imbalanced classification

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