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What is the Optimal Number of Features? A learning theoretic perspective
Published on 2007-02-256912 Views
In this paper we discuss the problem of feature selection for supervised learning from the standpoint of statistical machine learning. We inquire what subset of features will lead to the best classifi
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Presentation
What is The Optimal Number of Features? A learning theoretic Perspective 00:01
What is Feature Selection?00:18
Reasons to do Feature Selection01:09
The Questions02:10
Two Gaussians - Problem Setting02:42
Problem Setting – Cont.04:18
Illustration05:42
Result07:23
Solving for Specific 08:07
Solving for Specific - Cont.10:33
Proof 12:13
Proof – Cont.14:49
“Empirical Proof” of the Lemma16:37
Linear SVM Error (averaged on 200 repeats, c=0.01, using Gavin Cawley’s tool box)17:25
Conclusions19:34