Orthogonal variance decomposition based feature selection

dc.contributor.author Kamalov, Firuz
dc.date.accessioned 2022-03-17T06:40:19Z
dc.date.available 2022-03-17T06:40:19Z
dc.date.copyright © 2021
dc.date.issued 2021-11-15
dc.description This article is not available at CUD collection. The version of scholarly record of this article is published in Expert Systems with Applications (2021), available online at: https://doi.org/10.1016/j.eswa.2021.115191 en_US
dc.description.abstract Existing feature selection methods fail to properly account for interactions between features. In this paper, we attempt to remedy this issue by using orthogonal variance decomposition to evaluate features. The orthogonality of the decomposition allows us to directly calculate the total contribution of each feature to the output variance. As a result, we obtain an efficient and technically sound feature selection algorithm which takes into account feature interactions. The proposed algorithm has low computational complexity compared to other methods used in the literature. Numerical experiments demonstrate that our method accurately identifies relevant features and improves the accuracy of numerical models. © 2021 Elsevier Ltd en_US
dc.identifier.citation Kamalov, F. (2021). Orthogonal variance decomposition based feature selection. Expert Systems with Applications, 182 https://doi.org/10.1016/j.eswa.2021.115191 en_US
dc.identifier.issn 09574174
dc.identifier.uri http://hdl.handle.net/20.500.12519/524
dc.language.iso en en_US
dc.publisher Elsevier Ltd en_US
dc.relation Authors Affiliations : Kamalov, F., Faculty of Engineering, Canadian University of Dubai, Dubai, United Arab Emirates
dc.relation.ispartofseries Expert Systems with Applications;Volume 182
dc.rights License to reuse the abstract has been secured from Elsevier and Copyright Clearance Center.
dc.rights.holder Copyright : © 2021 Elsevier Ltd
dc.rights.license License Number : 5239211234430 License date : Jan 31, 2022
dc.rights.uri https://s100.copyright.com/MyAccount/viewLicenseDetails?ref=aa3821de-5882-4cd2-82b9-a86e60eabd95
dc.subject Data mining en_US
dc.subject Feature selection en_US
dc.subject Sensitivity index en_US
dc.subject Sobol decomposition en_US
dc.subject Total sensitivity index en_US
dc.subject Variance decomposition en_US
dc.subject Wrapper methods en_US
dc.title Orthogonal variance decomposition based feature selection en_US
dc.type Article en_US
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