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Register a new userFeature Selection Based on Term Frequency and T-Test for Text Categorization
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Added by
Deqing Wang
Publication date
2013
fields
Informatics Engineering
and research's language is
English
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Much work has been done on feature selection. Existing methods are based on document frequency, such as Chi-Square Statistic, Information Gain etc. However, these methods have two shortcomings: one is that they are not reliable for low-frequency terms, and the other is that they only count whether one term occurs in a document and ignore the term frequency. Actually, high-frequency terms within a specific category are often regards as discriminators. This paper focuses on how to construct the feature selection function based on term frequency, and proposes a new approach based on $t$-test, which is used to measure the diversity of the distributions of a term between the specific category and the entire corpus. Extensive comparative experiments on two text corpora using three classifiers show that our new approach is comparable to or or slightly better than the state-of-the-art feature selection methods (i.e., $chi^2$, and IG) in terms of macro-$F_1$ and micro-$F_1$.
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Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However, since financial datasets have very low signal-to-noise ratio and are non-stationary, complex models are often very prone to overfitting and suffer from instability issues. Moreover, as various machine learning and data mining tools become more widely used in quantitative trading, many trading firms have been producing an increasing number of features (aka factors). Therefore, how to automatically select effective features becomes an imminent problem. To address these issues, we propose DoubleEnsemble, an ensemble framework leveraging learning trajectory based sample reweighting and shuffling based feature selection. Specifically, we identify the key samples based on the training dynamics on each sample and elicit key features based on the ablation impact of each feature via shuffling. Our model is applicable to a wide range of base models, capable of extracting complex patterns, while mitigating the overfitting and instability issues for financial market prediction. We conduct extensive experiments, including price prediction for cryptocurrencies and stock trading, using both DNN and gradient boosting decision tree as base models. Our experiment results demonstrate that DoubleEnsemble achieves a superior performance compared with several baseline methods.
Document categorization, which aims to assign a topic label to each document, plays a fundamental role in a wide variety of applications. Despite the success of existing studies in conventional supervised document classification, they are less concerned with two real problems: (1) textit{the presence of metadata}: in many domains, text is accompanied by various additional information such as authors and tags. Such metadata serve as compelling topic indicators and should be leveraged into the categorization framework; (2) textit{label scarcity}: labeled training samples are expensive to obtain in some cases, where categorization needs to be performed using only a small set of annotated data. In recognition of these two challenges, we propose textsc{MetaCat}, a minimally supervised framework to categorize text with metadata. Specifically, we develop a generative process describing the relationships between words, documents, labels, and metadata. Guided by the generative model, we embed text and metadata into the same semantic space to encode heterogeneous signals. Then, based on the same generative process, we synthesize training samples to address the bottleneck of label scarcity. We conduct a thorough evaluation on a wide range of datasets. Experimental results prove the effectiveness of textsc{MetaCat} over many competitive baselines.
When dealing with continuous numeric features, we usually adopt feature discretization. In this work, to find the best way to conduct feature discretization, we present some theoretical analysis, in which we focus on analyzing correctness and robustness of feature discretization. Then, we propose a novel discretization method called Local Linear Encoding (LLE). Experiments on two numeric datasets show that, LLE can outperform conventional discretization method with much fewer model parameters.
Uplift modeling is a predictive modeling technique that estimates the user-level incremental effect of a treatment using machine learning models. It is often used for targeting promotions and advertisements, as well as for the personalization of product offerings. In these applications, there are often hundreds of features available to build such models. Keeping all the features in a model can be costly and inefficient. Feature selection is an essential step in the modeling process for multiple reasons: improving the estimation accuracy by eliminating irrelevant features, accelerating model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnostics capability. However, feature selection methods for uplift modeling have been rarely discussed in the literature. Although there are various feature selection methods for standard machine learning models, we will demonstrate that those methods are sub-optimal for solving the feature selection problem for uplift modeling. To address this problem, we introduce a set of feature selection methods designed specifically for uplift modeling, including both filter methods and embedded methods. To evaluate the effectiveness of the proposed feature selection methods, we use different uplift models and measure the accuracy of each model with a different number of selected features. We use both synthetic and real data to conduct these experiments. We also implemented the proposed filter methods in an open source Python package (CausalML).
Feature selection is important in data representation and intelligent diagnosis. Elastic net is one of the most widely used feature selectors. However, the features selected are dependant on the training data, and their weights dedicated for regularized regression are irrelevant to their importance if used for feature ranking, that degrades the model interpretability and extension. In this study, an intuitive idea is put at the end of multiple times of data splitting and elastic net based feature selection. It concerns the frequency of selected features and uses the frequency as an indicator of feature importance. After features are sorted according to their frequency, linear support vector machine performs the classification in an incremental manner. At last, a compact subset of discriminative features is selected by comparing the prediction performance. Experimental results on breast cancer data sets (BCDR-F03, WDBC, GSE 10810, and GSE 15852) suggest that the proposed framework achieves competitive or superior performance to elastic net and with consistent selection of fewer features. How to further enhance its consistency on high-dimension small-sample-size data sets should be paid more attention in our future work. The proposed framework is accessible online (https://github.com/NicoYuCN/elasticnetFR).
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