PG-HMI:一种基于互信息的特征选择方法

PG-HMI:Mutual Information Based Feature Selection Method

传统的基于样本的互信息估计方法不能直接处理离散、连续属性混合的情况.本文给出一种能够直接处理混合属性的互信息估计方法(PG 法).为了更好地考虑属性之间的关联,提出名为 HMI 的特征选择准则.结合PG 互信息估计方法和 HMI 特征选择准则,给出一种新的特征选择方法(PG-HMI).实验结果验证 PG 互信息估计法的合理性及 PG-HMI 特征选择方法的有效性.

Conventional sample-based mutual information estimation methods can＇t handle the mixed features directly that include both numeric attributes and nominal attributes. A Parzen window based general mutual information calculation method, PG method, is proposed in this paper, which could deal with the mixed attributes directly. A criterion named hybrid mutual information （HMI） is presented. Based on PG mutual information estimation method and HMI feature selection criterion, a feature selection algorithm （PG-HMI） is proposed. Experimental results show the correctness of PG and the effectiveness of PG-HMI.