SVM-FuzCoC: A novel SVM-based feature selection method using a fuzzy complementary criterion

An efficient filter feature selection (FS) method is proposed in this paper, the SVM-FuzCoC approach, achieving a satisfactory trade-off between classification accuracy and dimensionality reduction. Additionally, the method has reasonably low computational requirements, even in high-dimensional feature spaces. To assess the quality of features, we introduce a local fuzzy evaluation measure with respect to patterns that embraces fuzzy membership degrees of every pattern in their classes. Accordingly, the above measure reveals the adequacy of data coverage provided by each feature. The required membership grades are determined via a novel fuzzy output kernel-based support vector machine, applied on single features. Based on a fuzzy complementary criterion (FuzCoC), the FS procedure iteratively selects features with maximum additional contribution in regard to the information content provided by previously selected features. This search strategy leads to small subsets of powerful and complementary features, alleviating the feature redundancy problem. We also devise different SVM-FuzCoC variants by employing seven other methods to derive fuzzy degrees from SVM outputs, based on probabilistic or fuzzy criteria. Our method is compared with a set of existing FS methods, in terms of performance capability, dimensionality reduction, and computational speed, via a comprehensive experimental setup, including synthetic and real-world datasets.