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dc.contributor.authorSaltiel, David
dc.contributor.authorBenhamou, Eric
dc.date.accessioned2019-05-14T10:49:14Z
dc.date.available2019-05-14T10:49:14Z
dc.date.issued2018-12
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18907
dc.language.isoenen
dc.subjectfeature selectionen
dc.subjectcoordinate ascenten
dc.subjectgradient boosting methoden
dc.subject.ddc006.3en
dc.titleFeature selection with optimal coordinate ascent (OCA)en
dc.typeDocument de travail / Working paper
dc.description.abstractenIn machine learning, Feature Selection (FS) is a major part of efficient algorithm. It fuels the algorithm and is the starting block for our prediction. In this paper, we present a new method, called Optimal Coordinate Ascent (OCA) that allows us selecting features among block and individual features. OCA relies on coordinate ascent to find an optimal solution for gradient boosting methods score (number of correctly classified samples). OCA takes into account the notion of dependencies between variables forming blocks in our optimization. The coordinate ascent optimization solves the issue of the NP hard original problem where the number of combinations rapidly explode making a grid search unfeasible. It reduces considerably the number of iterations changing this NP hard problem into a polynomial search one. OCA brings substantial differences and improvements compared to previous coordinate ascent feature selection method: we group variables into block and individual variables instead of a binary selection. Our initial guess is based on the k-best group variables making our initial point more robust. We also introduced new stopping criteria making our optimization faster. We compare these two methods on our data set. We found that our method outperforms the initial one. We also compare our method to the Recursive Feature Elimination (RFE) method and find that OCA leads to the minimum feature set with the highest score. This is a nice byproduct of our method as it provides empirically the most compact data set with optimal performance.en
dc.publisher.namePreprint Lamsadeen
dc.publisher.cityParisen
dc.identifier.citationpages15en
dc.relation.ispartofseriestitlePreprint Lamsadeen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-02012473en
dc.subject.ddclabelIntelligence artificielleen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-04-30T12:03:54Z
hal.person.labIds157346
hal.person.labIds989


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