Feature selection based on mutual information

The application of machine learning models such as support vector machine (SVM) and artificial neural networks (ANN) in predicting reservoir properties has been effective in the recent years when compared with the traditional empirical methods. Despite that the machine learning models suffer a lot in the faces of uncertain data which is common characteristics of well log dataset. The reason for uncertainty in well log dataset includes a missing scale, data interpretation and measurement error problems. Feature Selection aimed at selecting feature subset that is relevant to the predicting property. In this paper a feature selection based on mutual information criterion is proposed, the strong point of this method relies on the choice of threshold based on statistically sound criterion for the typical greedy feedforward method of feature selection. Experimental results indicate that the proposed method is capable of improving the performance of the machine learning models in terms of prediction accuracy and reduction in training time.