相关论文: Feature Selection for Multivariate Time Series via…
Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…
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…
As an effective data preprocessing step, feature selection has shown its effectiveness to prepare high-dimensional data for many machine learning tasks. The proliferation of high di-mension and huge volume big data, however, has brought…
Time-series data in application areas such as motion capture and activity recognition is often multi-dimension. In these application areas data typically comes from wearable sensors or is extracted from video. There is a lot of redundancy…
Building compact convolutional neural networks (CNNs) with reliable performance is a critical but challenging task, especially when deploying them in real-world applications. As a common approach to reduce the size of CNNs, pruning methods…
High-dimensional data in many machine learning applications leads to computational and analytical complexities. Feature selection provides an effective way for solving these problems by removing irrelevant and redundant features, thus…
Time series classification (TSC), the problem of predicting class labels of time series, has been around for decades within the community of data mining and machine learning, and found many important applications such as biomedical…
Feature selection that selects an informative subset of variables from data not only enhances the model interpretability and performance but also alleviates the resource demands. Recently, there has been growing attention on feature…
The applications of traditional statistical feature selection methods to high-dimension, low sample-size data often struggle and encounter challenging problems, such as overfitting, curse of dimensionality, computational infeasibility, and…
Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…
Multivariate time series (MTS) forecasting has attracted much attention in many intelligent applications. It is not a trivial task, as we need to consider both intra-variable dependencies and inter-variable dependencies. However, existing…
Feature selection (FS) is a fundamental challenge in machine learning, particularly for high-dimensional tabular data, where interpretability and computational efficiency are critical. Existing FS methods often cannot automatically detect…
Feature selection is important step in machine learning since it has shown to improve prediction accuracy while depressing the curse of dimensionality of high dimensional data. The neural networks have experienced tremendous success in…
Multivariate time series (MTS) arise when multiple interconnected sensors record data over time. Dealing with this high-dimensional data is challenging for every classifier for at least two aspects: First, an MTS is not only characterized…
Correlations in streams of multivariate time series data means that typically, only a small subset of the features are required for a given data mining task. In this paper, we propose a technique which we call Merit Score for Time-Series…
Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…
Feature selection, which is a technique to select key features in recommender systems, has received increasing research attention. Recently, Adaptive Feature Selection (AdaFS) has shown remarkable performance by adaptively selecting…
Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…
Quantile feature selection over correlated multivariate time series data has always been a methodological challenge and is an open problem. In this paper, we propose a general Bayesian dimension reduction methodology for feature selection…
Dynamic feature selection (DFS) is a machine learning framework in which features are acquired sequentially for individual samples under budget constraints. The exponential growth in the number of possible feature acquisition paths forces a…