Feature Selection for Data Mining

Abstract

Feature Selection methods in Data Mining and Data Analysis problems aim at selecting a subset of the variables, or features, that describe the data in order to obtain a more essential and compact representation of the available information. The selected subset has to be small in size and must retain the information that is most useful for the specific application. The role of Feature Selection is particularly important when computationally expensive Data Mining tools are used, or when the data collection process is difficult or costly. Feature Selection problems are typically solved in the literature using search techniques, where the evaluation of a specific subset is accomplished by a proper function (filter methods) or directly by the performance of a Data Mining tool (wrapper methods). In this work we show how the Feature Selection problem can be formulated as a subgraph selection problem derived from the lightest k-subgraph problem, and solved as an Integer Program. The proposed formulation is very flexible, as additional conditions on the solution can be added in the formulation. Although optimal solutions for such problems are difficult to find in the worst case, a large number of test instances have been solved efficiently by commercial tools. Finally, an application to a database on urban mobility is presented, where the proposed method is integrated in the Data Mining tool named Lsquare and is compared with other approaches.