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.
Categories
Top: Computer Science: Machine Learning: PreprocessingTop: Computer Science: Machine Learning: Ensemble Methods
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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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