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Understanding a Version of Multivariate Symmetric Uncertainty to assist in Feature Selection

Machine Learning 2023-06-29 v1 Information Theory math.IT Machine Learning

Abstract

In this paper, we analyze the behavior of the multivariate symmetric uncertainty (MSU) measure through the use of statistical simulation techniques under various mixes of informative and non-informative randomly generated features. Experiments show how the number of attributes, their cardinalities, and the sample size affect the MSU. We discovered a condition that preserves good quality in the MSU under different combinations of these three factors, providing a new useful criterion to help drive the process of dimension reduction.

Keywords

Cite

@article{arxiv.1709.08730,
  title  = {Understanding a Version of Multivariate Symmetric Uncertainty to assist in Feature Selection},
  author = {Gustavo Sosa-Cabrera and Miguel García-Torres and Santiago Gómez and Christian Schaerer and Federico Divina},
  journal= {arXiv preprint arXiv:1709.08730},
  year   = {2023}
}