Linear feature selection with applications

Abstract

Several ways in which feature selection techniques were used in LACIE are discussed. In all cases, the methods require some a priori information and assumptions; in most, the classification procedure (Bayes optimal) was chosen in advance. The transformations used for dimensionality reduction are linear, that is, the variables in feature space are always linear combinations of the original measurements. Several numerically tractable criteria developed for LACIE, which provide information about the probability of misclassification, are discussed. Recent results on linear feature selection techniques are included. Their use in LACIE is discussed. Related open questions are mentioned.