BASSUM: A Bayesian semi-supervised method for classification feature selection

Feature selection is an important preprocessing step for building efficient, generalizable and interpretable classifiers on high dimensional data sets. Given the assumption on the sufficient labelled samples, the Markov Blanket provides a complete and sound solution to the selection of optimal features, by exploring the conditional independence relationships among the features. In real-world applications, unfortunately, it is usually easy to get unlabelled samples, but expensive to obtain the corresponding accurate labels on the samples. This leads to the potential waste of valuable classification information buried in unlabelled samples. s paper, we propose a new BAyesian Semi-SUpervised Method, or BASSUM in short, to exploit the values of unlabelled samples on classification feature selection problem. Generally speaking, the inclusion of unlabelled samples helps the feature selection algorithm on (1) pinpointing more specific conditional independence tests involving fewer variable features and (2) improving the robustness of individual conditional independence tests with additional statistical information. Our experimental results show that BASSUM enhances the efficiency of traditional feature selection methods and overcomes the difficulties on redundant features in existing semi-supervised solutions.