RT Journal Article
T1 A multivariate approach to the symmetrical uncertainty measure: Application to feature selection problem
A1 Sosa Cabrera, Gustavo
A1 García Torres, Miguel
A1 Gómez Guerrero, Santiago
A1 E. Schaerer, Christian
A1 Divina, Federico
K1 Multivariate symmetrical uncertainty
K1 Mutual information
K1 Entropy
K1 Feature selection
AB In this work we propose an extension of the Symmetrical Uncertainty (SU) measure in order to address the multivariate case, simultaneously acquiring the capability to detect possible correlations and interactions among features. This generalization, denoted Multivariate Symmetrical Uncertainty (MSU), is based on the concepts of Total Correlation (TC) and Mutual Information (MI) extended to the multivariate case. The generalized measure accounts for the total amount of dependency within a set of variables as a single monolithic quantity. Multivariate measures are usually biased due to several factors. To overcome this problem, a mathematical expression is proposed, based on the cardinality of all features, which can be used to calculate the number of samples needed to estimate the MSU without bias at a pre-specified significance level. Theoretical and experimental results on synthetic data show that the proposed sample size expression properly controls the bias. In addition, when the MSU is applied to feature selection on synthetic and real-world data, it has the advantage of adequately capturing linear and nonlinear correlations and interactions, and it can therefore be used as a new feature subset evaluation method.
PB Elsevier
YR 2019
FD 2019
LK https://hdl.handle.net/10433/19571
UL https://hdl.handle.net/10433/19571
LA en
NO Information Sciences, vol. 494, p. 1-20
NO Deporte e Informática
DS RIO
RD May 24, 2026