Mutual Information (MI) is often used for feature selection when developing classifier models. Estimating the MI for a subset of features is often intractable. We demonstrate, that under the assumptions of conditional independence, MI between a subset of features can be expressed as the Conditional Mutual Information (CMI) between pairs of features. But selecting features with the highest CMI turns out to be a hard combinatorial problem. In this work, we have applied two unique global methods, Truncated Power Method (TPower) and Low Rank Bilinear Approximation (LowRank), to solve the feature selection problem. These algorithms provide very good approximations to the NP-hard CMI based feature selection problem. We experimentally demonstrate the effectiveness of these procedures across multiple datasets and compare them with existing MI based global and iterative feature selection procedures.

Original languageEnglish (US)
Title of host publicationProceedings - 15th IEEE International Conference on Data Mining, ICDM 2015
EditorsCharu Aggarwal, Zhi-Hua Zhou, Alexander Tuzhilin, Hui Xiong, Xindong Wu
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781467395038
StatePublished - Jan 5 2016
Event15th IEEE International Conference on Data Mining, ICDM 2015 - Atlantic City, United States
Duration: Nov 14 2015Nov 17 2015

Publication series

NameProceedings - IEEE International Conference on Data Mining, ICDM
ISSN (Print)1550-4786


Other15th IEEE International Conference on Data Mining, ICDM 2015
Country/TerritoryUnited States
CityAtlantic City

ASJC Scopus subject areas

  • General Engineering


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