Hill-climbing feature selection with max-relevancy and minimum redundancy criteria

Abstract

Various embodiments select features from a feature space. In one embodiment a candidate feature set of k′ features is selected from at least one set of features based on maximum relevancy and minimum redundancy (MRMR) criteria. A target feature set of k features is identified from the candidate feature set, where k′>k. Each a plurality of features in the target feature set is iteratively updated with each of a plurality of k′−k features from the candidate feature set. The feature from the plurality of k′−k features is maintained in the target feature set, for at least one iterative update, based on a current MRMR score of the target feature set satisfying a threshold. The target feature set is stored as a top-k feature set of the at least one set of features after a given number of iterative updates.

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