Conditional Mutual Information Based Feature Selection for Classification Task

We propose a sequential forward feature selection method to find a subset of features that are most relevant to the classification task. Our approach uses novel estimation of the conditional mutual information between candidate feature and classes, given a subset of already selected features which is utilized as a classifier independent criterion for evaluation of feature subsets. The proposed mMIFS-U algorithm is applied to text classification problem and compared with MIFS method and MIFS-U method proposed by Battiti and Kwak and Choi, respectively. Our feature selection algorithm outperforms MIFS method and MIFS-U in experiments on high dimensional Reuters textual data.