Feature selection for high-dimensional class-imbalanced data sets using Support Vector Machines
Author
dc.contributor.author
Maldonado, Sebastián
Author
dc.contributor.author
Weber, Richard
es_CL
Author
dc.contributor.author
Famili, Fazel
es_CL
Admission date
dc.date.accessioned
2014-12-22T19:46:31Z
Available date
dc.date.available
2014-12-22T19:46:31Z
Publication date
dc.date.issued
2014
Cita de ítem
dc.identifier.citation
Information Sciences Volume 286, 1 December 2014, Pages 228–246
en_US
Identifier
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doi:10.1016/j.ins.2014.07.015
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/126745
General note
dc.description
Artículo de publicación SCOPUS
en_US
Abstract
dc.description.abstract
Feature selection and classification of imbalanced data sets are two of the most interesting machine learning challenges, attracting a growing attention from both, industry and academia. Feature selection addresses the dimensionality reduction problem by determining a subset of available features to build a good model for classification or prediction, while the class-imbalance problem arises when the class distribution is too skewed. Both issues have been independently studied in the literature, and a plethora of methods to address high dimensionality as well as class-imbalance has been proposed. The aim of this work is to simultaneously explore both issues, proposing a family of methods that select those attributes that are relevant for the identification of the target class in binary classification. We propose a backward elimination approach based on successive holdout steps, whose contribution measure is based on a balanced loss function obtained on an independent subset. Our experiments are based on six highly imbalanced microarray data sets, comparing our methods with well-known feature selection techniques, and obtaining a better prediction with consistently fewer relevant features.