Feature Selection Based on Interaction Information

Self-contained package for feature selection based on mutual information/interaction information.
4.5K Downloads
Updated Wed, 17 Mar 2010 03:13:08 +0000

View License

This is a self-contained package for running feature selection filters: Given a (usually large) number of noisy and partly redundant variables and a target choose a small but indicative subset as input to a classification or regression technique.
For background information, see e.g: Gavin Brown, 'A New Perspective for Information Theoretic Feature Selection', Artificial Intelligence and Statistics, 2009.

The Matlab function select_features.m includes several previously published methods as special cases, such as FOU, MRMR, MIFS-U, JMI, and CMIM. It allows for higher-order interaction terms, forward and backward search, priors, several redundancy weighting options, and pessimistic estimates.

Auxiliary functions for discretization, construction and marginalization of probability tables, conditional entropy, mutual information and interaction information are included and are usable by themselves. See demo_feature_select.m for examples.

Cite As

Stefan Schroedl (2024). Feature Selection Based on Interaction Information (https://www.mathworks.com/matlabcentral/fileexchange/26981-feature-selection-based-on-interaction-information), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Biological and Health Sciences in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

select_features/html/

Version Published Release Notes
1.0.0.0