Sparse Zero-Sum Games as Stable Functional Feature Selection.

Autor: Nataliya Sokolovska, Olivier Teytaud, Salwa Rizkalla, MicroObese consortium, Karine Clément, Jean-Daniel Zucker
Jazyk: angličtina
Rok vydání: 2015
Předmět:
Zdroj: PLoS ONE, Vol 10, Iss 9, p e0134683 (2015)
Druh dokumentu: article
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0134683
Popis: In large-scale systems biology applications, features are structured in hidden functional categories whose predictive power is identical. Feature selection, therefore, can lead not only to a problem with a reduced dimensionality, but also reveal some knowledge on functional classes of variables. In this contribution, we propose a framework based on a sparse zero-sum game which performs a stable functional feature selection. In particular, the approach is based on feature subsets ranking by a thresholding stochastic bandit. We provide a theoretical analysis of the introduced algorithm. We illustrate by experiments on both synthetic and real complex data that the proposed method is competitive from the predictive and stability viewpoints.
Databáze: Directory of Open Access Journals