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data analysis, the employment of exhaustive search, and thus the guaranteed
finding of the global optimum, will be infeasible.
In addition to first-order selection schemes, for more features, heuris-
tic search strategies employing tree search schemes, e.g., Sequential For-
ward/Backward Selection (SFS/SBS) were devised [2.16]. These are also im-
plemented in the method collection and corresponding toolbox within the
QuickCog system [2.28]. These heuristic approaches systematically reduce
the number of searched and assessed feature combinations. As many combi-
nations are left out of consideration, the global optimum can be missed, and
convergence to just a local optimum solution for the selection problem is guar-
anteed. In SFS, for instance, initially no features are selected. Now each of
the N features is tentatively selected and its effect on the figure of merit, e.g.,
class regions overlap, is computed. The feature with the best assessment is
permanently selected and frozen. The same procedure is iteratively repeated
for the remaining ( N −
1) features until only one feature can be altered. Now
either the feature combination with the best assessment value can be se-
lected, regardless of the number of selected features, or for a fixed maximum
number of features the row with the best compromise of assessment value
and required minimum number of features will be selected. In SBS, the same
process starts from the initial condition that all features are selected and get
rejected in the process. Figure 2.16 elucidates the SBS process and Table 2.3
shows an example of a selection process protocol for Iris train data using SBS
[2.16] and the q s quality measure [2.28]. As M ∗
1) / 2+ M combinations
have to be assessed in both cases, the computational complexity is given by
O( M 2 ). Thus, for M = 16, in this case, a local optimum solution will be
found within approximately 4 seconds compared to more than 18 hours for
an exhaustive search. Though the finding of a global optimum is not guaran-
teed, these robust methods provide good solutions quickly, and in practical
work the global optimum was often found. 9 Comparing these heuristic meth-
ods with the simple first-order selection schemes, it can be stated with some
( M −
9 These were cases where an exhaustive search for result comparison was still
feasible.
Permanent removal of the
feature maximizing J
Tentative removal of
each active feature
1 features active
M features active
M-2 features active
M-1 features active
Fig. 2.16. Illustration of SBS feature selection.
 
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