Feature reduction based on Sum-Of-SNR (SOSNR) optimization

Dimensionality reduction plays an important role in machine learning techniques. In classification, data transformation aims to reduce the number of feature dimensions, whereas attempts to enhance the class separability. To this end, we propose a new classifier-independent criterion called “Sum-of-Signal-to-Noise-Ratio” (SoSNR). A framework designed for maximization with respect to this criterion is presented and three types of algorithms, respectively based on (1) gradient, (2) deflation and (3) sparsity, are proposed. The techniques are conducted on standard UCI databases and compared to other related methods. Results show trade-offs between computational complexity and classification accuracy among different approaches.