Parcel: Feature Subset Selection in Variable Cost Domains
Parcel: Feature Subset Selection in Variable Cost Domains
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地块：可变成本域中的特征子集选择
DOI：
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发表时间：
1998
期刊：
影响因子：
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通讯作者：
R. Prager
中科院分区：
文献类型：
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作者：
M. Scott;M. Niranjan;R. Prager
绝大多数的分类系统都设计了一套单一的功能，并优化到一个单一的指定成本。然而，在医疗和金融风险建模等例子中，已知成本在系统设计之后会有所不同。在本文中，我们提出了一种设计方法的特征选择在存在不同的成本。本文从分类系统性能的Wilcoxon非参数统计量出发，引入了最大可实现接收者操作特征（）的概念，并证明了一个相关定理。然后，介绍了一种新的特征选择标准，根据曲线下的面积。这导致了一个我们称之为Parcel的框架。这具有在所得曲线上的不同操作点处使用不同特征组合的灵活性。在我们的方法中的每个阶段的经验支持提供了真实的世界问题的实验，与包裹实现上级的结果。
The vast majority of classification systems are designed with a single set of features, and optimised to a single specified cost. However, in examples such as medical and financial risk modelling, costs are known to vary subsequent to system design. In this paper, we present a design method for feature selection in the presence of varying costs. Starting from the Wilcoxon nonparametric statistic for the performance of a classification system, we introduce a concept called the maximum realisable receiver operating characteristic ( ), and prove a related theorem. A novel criterion for feature selection, based on the area under the curve, is then introduced. This leads to a framework which we call Parcel. This has the flexibility to use different combinations of features at different operating points on the resulting curve. Empirical support for each stage in our approach is provided by experiments on real world problems, with Parcel achieving superior results.