Feature Selection with Distance Correlation

Autor: Das, Ranit, Kasieczka, Gregor, Shih, David
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: Choosing which properties of the data to use as input to multivariate decision algorithms -- a.k.a. feature selection -- is an important step in solving any problem with machine learning. While there is a clear trend towards training sophisticated deep networks on large numbers of relatively unprocessed inputs (so-called automated feature engineering), for many tasks in physics, sets of theoretically well-motivated and well-understood features already exist. Working with such features can bring many benefits, including greater interpretability, reduced training and run time, and enhanced stability and robustness. We develop a new feature selection method based on Distance Correlation (DisCo), and demonstrate its effectiveness on the tasks of boosted top- and $W$-tagging. Using our method to select features from a set of over 7,000 energy flow polynomials, we show that we can match the performance of much deeper architectures, by using only ten features and two orders-of-magnitude fewer model parameters.
Comment: 14 pages, 8 figures, 3 tables
Databáze: arXiv