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基于高维k-近邻互信息的特征选择方法

周红标 乔俊飞

智能系统学报2017,Vol.12Issue(5):595-600,6.
智能系统学报2017,Vol.12Issue(5):595-600,6.DOI:10.11992/tis.201609020

基于高维k-近邻互信息的特征选择方法

Feature selection method based on high dimensional k-nearest neighbors mutual information

周红标 1乔俊飞2

作者信息

  • 1. 北京工业大学 信息学部,北京100124
  • 2. 计算智能和智能系统北京市重点实验室,北京 100124
  • 折叠

摘要

Abstract

Feature selection plays an important role in the modeling and forecast of multivariate series. In this paper, we propose a feature selection method based on data-driven high-dimensional k-nearest neighbor mutual information. First, this method extends the k-nearest neighbor method to estimate the amount of mutual information among high-dimensional feature variables. Next, optimal sorting of all these features is achieved by adopting a forward accumulation strategy in which irrelevant features are eliminated according to a preset number. Then, redundant features are located and removed using a backward cross strategy. Lastly, this method obtains optimal subsets that feature a strong correlation. Using Friedman data, housing data, and actual effluent total-phosphorus forecast data from wastewater treatment plant as examples, we performed a simulation experiment by adopting a neural network forecast model with multilayer perception. The simulation results demonstrate the feasibility of the proposed method.

关键词

特征选择/互信息/k-近邻/高维互信息/多层感知器

Key words

feature selection/mutual information/k-nearest neighbor/high-dimensional mutual information/multilayer perceptron

分类

信息技术与安全科学

引用本文复制引用

周红标,乔俊飞..基于高维k-近邻互信息的特征选择方法[J].智能系统学报,2017,12(5):595-600,6.

基金项目

国家自然科学基金重点项目(61533002) (61533002)

国家杰出青年科学基金项目(61225016). (61225016)

智能系统学报

OA北大核心CSCDCSTPCD

1673-4785

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