Next Article in Journal
A Rolling Bearing Fault Diagnosis Method Based on EEMD-WSST Signal Reconstruction and Multi-Scale Entropy
Previous Article in Journal
Role of Waste Cost in Thermoeconomic Analysis
Article

IMMIGRATE: A Margin-Based Feature Selection Method with Interaction Terms

by 1, 2,* and 3,*
1
Department of Biostatistics, Bloomberg School of Public Health, Johns Hopkins University, Baltimore, MD 21205, USA
2
Department of Computer Science, Brandeis University, Waltham, MA 02453, USA
3
Department of Statistics, Harvard University, Cambridge, MA 02138, USA
*
Authors to whom correspondence should be addressed.
Entropy 2020, 22(3), 291; https://doi.org/10.3390/e22030291
Received: 31 January 2020 / Revised: 25 February 2020 / Accepted: 25 February 2020 / Published: 2 March 2020
Traditional hypothesis-margin researches focus on obtaining large margins and feature selection. In this work, we show that the robustness of margins is also critical and can be measured using entropy. In addition, our approach provides clear mathematical formulations and explanations to uncover feature interactions, which is often lack in large hypothesis-margin based approaches. We design an algorithm, termed IMMIGRATE (Iterative max-min entropy margin-maximization with interaction terms), for training the weights associated with the interaction terms. IMMIGRATE simultaneously utilizes both local and global information and can be used as a base learner in Boosting. We evaluate IMMIGRATE in a wide range of tasks, in which it demonstrates exceptional robustness and achieves the state-of-the-art results with high interpretability. View Full-Text
Keywords: hypothesis-margin; feature selection; entropy; IMMIGRATE hypothesis-margin; feature selection; entropy; IMMIGRATE
Show Figures

Figure 1

MDPI and ACS Style

Zhao, R.; Hong, P.; Liu, J.S. IMMIGRATE: A Margin-Based Feature Selection Method with Interaction Terms. Entropy 2020, 22, 291. https://doi.org/10.3390/e22030291

AMA Style

Zhao R, Hong P, Liu JS. IMMIGRATE: A Margin-Based Feature Selection Method with Interaction Terms. Entropy. 2020; 22(3):291. https://doi.org/10.3390/e22030291

Chicago/Turabian Style

Zhao, Ruzhang, Pengyu Hong, and Jun S. Liu. 2020. "IMMIGRATE: A Margin-Based Feature Selection Method with Interaction Terms" Entropy 22, no. 3: 291. https://doi.org/10.3390/e22030291

Find Other Styles
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop