Robust Feature Selection Technique using Rank Aggregation

Although feature selection is a well-developed research area, there is an ongoing need to develop methods to make classifiers more efficient. One important challenge is the lack of a universal feature selection technique which produces similar outcomes with all types of classifiers. This is because all feature selection techniques have individual statistical biases while classifiers exploit different statistical properties of data for evaluation. In numerous situations this can put researchers into dilemma as to which feature selection method and a classifiers to choose from a vast range of choices. In this paper, we propose a technique that aggregates the consensus properties of various feature selection methods to develop a more optimal solution. The ensemble nature of our technique makes it more robust across various classifiers. In other words, it is stable towards achieving similar and ideally higher classification accuracy across a wide variety of classifiers. We quantify this concept of robustness with a measure known as the Robustness Index (RI). We perform an extensive empirical evaluation of our technique on eight data sets with different dimensions including Arrythmia, Lung Cancer, Madelon, mfeat-fourier, internet-ads, Leukemia-3c and Embryonal Tumor and a real world data set namely Acute Myeloid Leukemia (AML). We demonstrate not only that our algorithm is more robust, but also that compared to other techniques our algorithm improves the classification accuracy by approximately 3-4% (in data set with less than 500 features) and by more than 5% (in data set with more than 500 features), across a wide range of classifiers.