Improved Hybrid Feature Selection Framework

An efficient Feature selection strategy is important in the dimension reduction of data. Extensive existing research efforts could be summarized into three classes: Filter method, Wrapper method, and Embedded method. In this work, we propose an integrated two-stage feature extraction method, referred to as FWS, which combines Filter and Wrapper method to efficiently extract important features in an innovative hybrid mode. FWS conducts the first level of selection to filter out non-related features using correlation analysis and the second level selection to find out the near-optimal sub set that capturing valuable discrete features by evaluating the performance of predictive model trained on such sub set. Compared with the technologies such as mRMR and Relief-F, FWS significantly improves the detection performance through an integrated optimization strategy.Results show the performance superiority of the proposed solution over several well-known methods for feature selection.