Feature Selection via Maximizing Distances between Class Conditional Distributions
This addresses feature selection for supervised classification tasks, offering a more intuitive and effective approach, though it appears incremental as it builds on existing distribution distance concepts.
The authors tackled the problem of feature selection by proposing a framework based on distances between class conditional distributions, using integral probability metrics like the 1-Wasserstein distance, and showed it outperforms state-of-the-art methods in classification accuracy and robustness on real datasets.
For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature selection framework based on the distance between class conditional distributions, measured by integral probability metrics (IPMs). Our framework directly explores the discriminative information of features in the sense of distributions for supervised classification. We analyze the theoretical and practical aspects of IPMs for feature selection, construct criteria based on IPMs. We propose several variant feature selection methods of our framework based on the 1-Wasserstein distance and implement them on real datasets from different domains. Experimental results show that our framework can outperform state-of-the-art methods in terms of classification accuracy and robustness to perturbations.