Improved forward floating selection algorithm for feature subset selection

We present results on two new databases for a new improved forward floating selection (IFFS) algorithm for selecting a subset of features. The algorithm is an improvement upon the state-of-the-art sequential forward floating selection algorithm that includes a new search strategy to check whether removing any feature in the selected feature set and adding a new one at each sequential step can improve the resultant feature set. We find that this method provides the optimal or quasi-optimal (close to optimal) solutions for many selected subsets and requires significantly less computational load than an exhaustive search optimal feature selection algorithm. Our experimental results for two different databases demonstrate that our algorithm consistently selects better subsets than other quasi-optimal feature selection algorithms do.