Efficient feature subset selection with probabilistic distance criteria

Abstract

Recursive expressions are derived for efficiently computing the commonly used probabilistic distance measures as a change in the criteria both when a feature is added to and when a feature is deleted from the current feature subset. A combinatorial algorithm for generating all possible r feature combinations from a given set of s features in (s/r) steps with a change of a single feature at each step is presented. These expressions can also be used for both forward and backward sequential feature selection.