A nominal association matrix with feature selection for categorical data

DOI10.1080/03610926.2014.930911MaRDI QIDQ5367268zbMATH OpenOpenAlexFDO

Authors Huang Wenxue, Yong Shi, Xiao-Gang Wang

Publication date 12 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.7841

zbMATH Keywords

feature selectioncategorical dataassociation matrixassociation vectorproportional predictionthe GK-tau

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Measures of association (correlation, canonical correlation, etc.) (62H20) Knowledge representation (68T30)

Abstract: We introduce an informative probabilistic association matrix to measure a proportional local-to-global association of categories of one variable with another categorical variable. Towards a probability based proportional prediction, the association matrix gives rise to the expected predictive distribution of the first and second types of errors for a multinomial response variable. In addition, the normalization of the diagonal of the matrix gives rise to an association vector, which provides the expected category accuracy lift rate distribution. A general scheme of global-to-global association measures with flexible weight vectors is further developed from the matrix. A hierarchy of equivalence relations defined by the association matrix and vector is shown. Applications to financial and survey data together with simulations results are presented.

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• A general framework for association analysis of heterogeneous data
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