Feature Selection with Conditional Mutual Information Considering Feature Interaction

Feature interaction is a newly proposed feature relevance relationship, but the unintentional removal of interactive features can result in poor classification performance for this relationship. However, traditional feature selection algorithms mainly focus on detecting relevant and redundant features while interactive features are usually ignored. To deal with this problem, feature relevance, feature redundancy and feature interaction are redefined based on information theory. Then a new feature selection algorithm named CMIFSI (Conditional Mutual Information based Feature Selection considering Interaction) is proposed in this paper, which makes use of conditional mutual information to estimate feature redundancy and interaction, respectively. To verify the effectiveness of our algorithm, empirical experiments are conducted to compare it with other several representative feature selection algorithms. The results on both synthetic and benchmark datasets indicate that our algorithm achieves better results than other methods in most cases. Further, it highlights the necessity of dealing with feature interaction.