Adjusted Measures for Feature Selection Stability for Data Sets with Similar Features

25 Sep 2020  ·  Andrea Bommert, Jörg Rahnenführer ·

For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features. Existing adjusted stability measures, that is, stability measures that take into account the similarities between features, have major theoretical drawbacks. We introduce new adjusted stability measures that overcome these drawbacks. We compare them to each other and to existing stability measures based on both artificial and real sets of selected features. Based on the results, we suggest using one new stability measure that considers highly similar features as exchangeable.

PDF Abstract

Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here