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Abstract Details

Activity Number: 444
Type: Invited
Date/Time: Wednesday, August 1, 2012 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #303879
Title: Assessing the Impacts of Interactions of Feature Selection
Author(s): Peter Hall*+ and Jinghao Xue
Companies: University of Melbourne and University College London
Address: Department of Mathematics and Statistics, The University of Melbourne, , Australia
Keywords: Bootstrap ; Classification ; Feature selection ; High dimension
Abstract:

Many feature selection methods involve assessing features individually. In this talk we present a technique which, without requiring computational resources that are much more than those needed for feature-wise analysis, allows identification of interactions. In particular it enables access to features whose importance is expressed predominantly through their interactions with one or more other features, rather than when acting alone. The approach is recursive, and works by, first, detecting a slight trace of an interacting feature as a univariate quantity, and then exploring that further.


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