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Register a new userComparing interpretability and explainability for feature selection
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A common approach for feature selection is to examine the variable importance scores for a machine learning model, as a way to understand which features are the most relevant for making predictions. Given the significance of feature selection, it is crucial for the calculated importance scores to reflect reality. Falsely overestimating the importance of irrelevant features can lead to false discoveries, while underestimating importance of relevant features may lead us to discard important features, resulting in poor model performance. Additionally, black-box models like XGBoost provide state-of-the art predictive performance, but cannot be easily understood by humans, and thus we rely on variable importance scores or methods for explainability like SHAP to offer insight into their behavior. In this paper, we investigate the performance of variable importance as a feature selection method across various black-box and interpretable machine learning methods. We compare the ability of CART, Optimal Trees, XGBoost and SHAP to correctly identify the relevant subset of variables across a number of experiments. The results show that regardless of whether we use the native variable importance method or SHAP, XGBoost fails to clearly distinguish between relevant and irrelevant features. On the other hand, the interpretable methods are able to correctly and efficiently identify irrelevant features, and thus offer significantly better performance for feature selection.
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Latent factor collaborative filtering (CF) has been a widely used technique for recommender system by learning the semantic representations of users and items. Recently, explainable recommendation has attracted much attention from research community. However, trade-off exists between explainability and performance of the recommendation where metadata is often needed to alleviate the dilemma. We present a novel feature mapping approach that maps the uninterpretable general features onto the interpretable aspect features, achieving both satisfactory accuracy and explainability in the recommendations by simultaneous minimization of rating prediction loss and interpretation loss. To evaluate the explainability, we propose two new evaluation metrics specifically designed for aspect-level explanation using surrogate ground truth. Experimental results demonstrate a strong performance in both recommendation and explaining explanation, eliminating the need for metadata. Code is available from https://github.com/pd90506/AMCF.
We introduce supervised feature ranking and feature subset selection algorithms for multivariate time series (MTS) classification. Unlike most existing supervised/unsupervised feature selection algorithms for MTS our techniques do not require a feature extraction step to generate a one-dimensional feature vector from the time series. Instead it is based on directly computing similarity between individual time series and assessing how well the resulting cluster structure matches the labels. The techniques are amenable to heterogeneous MTS data, where the time series measurements may have different sampling resolutions, and to multi-modal data.
Feature selection is a core area of data mining with a recent innovation of graph-driven unsupervised feature selection for linked data. In this setting we have a dataset $mathbf{Y}$ consisting of $n$ instances each with $m$ features and a corresponding $n$ node graph (whose adjacency matrix is $mathbf{A}$) with an edge indicating that the two instances are similar. Existing efforts for unsupervised feature selection on attributed networks have explored either directly regenerating the links by solving for $f$ such that $f(mathbf{y}_i,mathbf{y}_j) approx mathbf{A}_{i,j}$ or finding community structure in $mathbf{A}$ and using the features in $mathbf{Y}$ to predict these communities. However, graph-driven unsupervised feature selection remains an understudied area with respect to exploring more complex guidance. Here we take the novel approach of first building a block model on the graph and then using the block model for feature selection. That is, we discover $mathbf{F}mathbf{M}mathbf{F}^T approx mathbf{A}$ and then find a subset of features $mathcal{S}$ that induces another graph to preserve both $mathbf{F}$ and $mathbf{M}$. We call our approach Block Model Guided Unsupervised Feature Selection (BMGUFS). Experimental results show that our method outperforms the state of the art on several real-world public datasets in finding high-quality features for clustering.
Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This leads to a combinatorial maximum-likelihood problem, for which we provide an exact solution in the case of binary data, or a bound in the multinomial case. We prove that our bound becomes tight as the marginal contribution of additional features decreases. Both binary and multinomial sparse models are solvable in time almost linear in problem size, representing a very small extra relative cost compared to the classical naive Bayes. Numerical experiments on text data show that the naive Bayes feature selection method is as statistically effective as state-of-the-art feature selection methods such as recursive feature elimination, $l_1$-penalized logistic regression and LASSO, while being orders of magnitude faster. For a large data set, having more than with $1.6$ million training points and about $12$ million features, and with a non-optimized CPU implementation, our sparse naive Bayes model can be trained in less than 15 seconds.
In this paper, we propose a novel weighted combination feature selection method using bootstrap and fuzzy sets. The proposed method mainly consists of three processes, including fuzzy sets generation using bootstrap, weighted combination of fuzzy sets and feature ranking based on defuzzification. We implemented the proposed method by combining four state-of-the-art feature selection methods and evaluated the performance based on three publicly available biomedical datasets using five-fold cross validation. Based on the feature selection results, our proposed method produced comparable (if not better) classification accuracies to the best of the individual feature selection methods for all evaluated datasets. More importantly, we also applied standard deviation and Pearsons correlation to measure the stability of the methods. Remarkably, our combination method achieved significantly higher stability than the four individual methods when variations and size reductions were introduced to the datasets.
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