Efficient High-Order Interaction-Aware Feature Selection Based on Conditional Mutual Information

1 code implementation • NeurIPS 2016 • Alexander Shishkin, Anastasia Bezzubtseva, Alexey Drutsa, Ilia Shishkov, Ekaterina Gladkikh, Gleb Gusev, Pavel Serdyukov

This study introduces a novel feature selection approach CMICOT, which is a further evolution of filter methods with sequential forward selection (SFS) whose scoring functions are based on conditional mutual information (MI).

feature selection