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Subspace, Latent Structure and Feature Selection techniques: Statistical and Optimisation perspectives Workshop
Pascal

Identifying Feature Relevance using a Random Forest

author: Jeremy D. Rogers, University of Southampton

Description

Many feature selection algorithms are limited in that they attempt to identify relevant feature subsets by examining the features individually. This paper introduces a technique for determining feature relevance using the average information gain achieved during the construction of decision tree ensembles. The technique introduces a node complexity measure and a statistical method for updating the feature sampling distribution based upon confidence intervals to control the rate of convergence. Experiments demonstrate the potential of this method for feature selection and subspace identification.

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Slides
0:00 Identifying Feature Relevance Using a Random Forest
0:19 Overview
1:17 Random Forest
1:46 Random Forest (cont...)
3:05 Feature Relevance: Ranking
4:19 Feature Relevance: Subset Methods
5:56 Relevance Identification using Average Information Gain
7:18 Node Complexity Compensation
8:01 Unique & Non-Unique Arrangements
8:49 Node Complexity Compensation (cont…)
9:43 Information Gain Density Functions
10:34 Information Gain Density Functions
11:25 Employing Feature Relevance
12:51 Parallel
14:08 Convergence Rates
15:03 Results
16:19 Irrelevant Features
16:56 Expected Information Gain
17:54 Expected Information Gain
18:56 Bounds on Expected Information Gain
19:39 Irrelevant Features: Bounds
20:13 Friedman
21:42 Simple
22:08 Results
23:49 Summary

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