Feature Selection Based on Sensitivity Analysis

摘要

In this paper an incremental version of the ANOVA and Functional Networks Feature Selection (AFN-FS) method is presented. This new wrapper method (IAFN-FS) is based on an incremental functional decomposition, thus eliminating the main drawback of the basic method: the exponential complexity of the functional decomposition. This complexity limited its scope of applicability, being only applicable to datasets with a relatively small number of features. The performance of the incremental version of the method was tested against several real data sets. The results show that IAFN-FS outperforms the accuracy obtained by other standard and novel feature selection methods, using a small set of features.