Parameter tuning for induction-algorithm-oriented feature elimination

Feature selection has long been an active research topic in machine learning. Beginning with an empty set of features, it selects features most necessary for learning a target concept. Feature elimination, a newer technique, starts out with a full set of features and eliminates those most unnecessary for learning the target concept. Feature elimination tends to be more effective, can capture interacting features more easily, and suffers less from feature interaction than feature selection. Because the most unnecessary features are eliminated from the beginning, they will not mislead the induction process in terms of efficiency or accuracy. Induction-algorithm-oriented feature elimination, with particular parameter configurations, can achieve higher predictive accuracy than existing popular feature selection approaches. We propose two sets of well-tuned parameters based on empirical analysis. To understand how to achieve the best performance possible from IAOFE, we conducted a comprehensive analysis of IAOFE parameter tuning.