Ensemble feature selection combines feature selection and ensemble learning to improve the generalization capability of ensemble systems. However, current methods minimizing only the training error may not generalize well on future unseen samples. In this paper, we propose a training error and sensitivity-based ensemble feature selection method.The NSGA-III is applied to find optimal feature subsets by minimizing two objective functions of the whole ensemble system simultaneously: the training error and the sensitivity of the ensemble. With this scheme, the ensemble system maintains both high accuracy and high stability which is expected to achieve a high generalization capability. Experimental results on 18 datasets show that the proposed method significantly outperforms state-of-the-art methods.
|Journal||International Journal of Machine Learning and Cybernetics|
|Early online date||13 Apr 2020|
|Publication status||Published - Oct 2020|
Bibliographical noteThis work was supported by National Natural Science Foundation of China under Grants 61876066, 61572201 and 61672443, Guangdong Province Science and Technology Plan Project (Collaborative Innovation and Platform Environment Construction) 2019A050510006, Guangzhou Science and Technology Plan Project 201804010245, and Hong Kong RGC General Research Funds under Grant 9042038 (CityU 11205314) and Grant 9042322 (CityU 11200116).
- Feature selection