feature selection method
MinShap: A Modified Shapley Value Approach for Feature Selection
Zheng, Chenghui, Raskutti, Garvesh
Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other hand, Shapley values are a classic solution concept from cooperative game theory that is widely used for feature attribution in general non-linear models with highly-dependent features. However, Shapley values are not naturally suited for feature selection since they tend to capture both direct effects from each feature to the response and indirect effects through other features. In this paper, we combine the advantages of Shapley values and adapt them to feature selection by proposing \emph{MinShap}, a modification of the Shapley value framework along with a suite of other related algorithms. In particular for MinShap, instead of taking the average marginal contributions over permutations of features, considers the minimum marginal contribution across permutations. We provide a theoretical foundation motivated by the faithfulness assumption in DAG (directed acyclic graphical models), a guarantee for the Type I error of MinShap, and show through numerical simulations and real data experiments that MinShap tends to outperform state-of-the-art feature selection algorithms such as LOCO, GCM and Lasso in terms of both accuracy and stability. We also introduce a suite of algorithms related to MinShap by using the multiple testing/p-value perspective that improves performance in lower-sample settings and provide supporting theoretical guarantees.
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A Performance-Driven Benchmark for Feature Selection in Tabular Deep Learning
Academic tabular benchmarks often contain small sets of curated features. In contrast, data scientists typically collect as many features as possible into their datasets, and even engineer new features from existing ones. To prevent over-fitting in subsequent downstream modeling, practitioners commonly use automated feature selection methods that identify a reduced subset of informative features. Existing benchmarks for tabular feature selection consider classical downstream models, toy synthetic datasets, or do not evaluate feature selectors on the basis of downstream performance. We construct a challenging feature selection benchmark evaluated on downstream neural networks including transformers, using real datasets and multiple methods for generating extraneous features. We also propose an input-gradient-based analogue of LASSO for neural networks that outperforms classical feature selection methods on challenging problems such as selecting from corrupted or second-order features.
A Multi-objective Optimization Approach for Feature Selection in Gentelligent Systems
Ghahramani, Mohammadhossein, Qiao, Yan, Wu, NaiQi, Zhou, Mengchu
Abstract--The integration of advanced technologies, such as Artificial Intelligence (AI), into manufacturing processes is attracting significant attention, paving the way for the development of intelligent systems that enhance efficiency and automation. This paper uses the term "Gentelligent system" to refer to systems that incorporate inherent component information (akin to genes in bioinformatics--where manufacturing operations are likened to chromosomes in this study) and automated mechanisms. By implementing reliable fault detection methods, manufacturers can achieve several benefits, including improved product quality, increased yield, and reduced production costs. T o support these objectives, we propose a hybrid framework with a dominance-based multi-objective evolutionary algorithm. This mechanism enables simultaneous optimization of feature selection and classification performance by exploring Pareto-optimal solutions in a single run. This solution helps monitor various manufacturing operations, addressing a range of conflicting objectives that need to be minimized together . Manufacturers can leverage such predictive methods and better adapt to emerging trends. T o strengthen the validation of our model, we incorporate two real-world datasets from different industrial domains. The results on both datasets demonstrate the generalizability and effectiveness of our approach. ORE recently, manufacturing has embraced the Industrial Internet of Things (IIoT), where digital sensors, network technologies, and gentelligent components are integrated into manufacturing processes. A gentelligent component, as defined in the Collaborative Research Centre 653 project [1], refers to components that intrinsically store information. The focus of that work is on encoding and preserving data within physical parts throughout the product lifecycle. Inspired by this concept, we extend the notion into what we define as a "gentelligent system."
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