A dependency-based search strategy for feature selection

Feature selection has become an increasingly important field of research. It aims at finding optimal feature subsets that can achieve better generalization on unseen data. However, this can be a very challenging task, especially when dealing with large feature sets. Hence, a search strategy is needed to explore a relatively small portion of the search space in order to find “semi-optimal” subsets. Many search strategies have been proposed in the literature, however most of them do not take into consideration relationships between features. Due to the fact that features usually have different degrees of dependency among each other, we propose in this paper a new search strategy that utilizes dependency between feature pairs to guide the search in the feature space. When compared to other well-known search strategies, the proposed method prevailed.