Feature Selection with Positive Region Constraint for Test-Cost-Sensitive Data

In many data mining and machine learning applications, data are not free, and there is a test cost for each data item. Due to economic, technological and legal reasons, it is neither possible nor necessary to obtain a classifier with 100% accuracy. In this paper, we consider such a situation and propose a new constraint satisfaction problem to address it. With this in mind, one has to minimize the test cost to keep the accuracy of the classification under a budget. The constraint is expressed by the positive region, whereas the object is to minimizing the total test cost. The new problem is essentially a dual of the test cost constraint attribute reduction problem, which has been addressed recently. We propose a heuristic algorithm based on the information gain, the test cost, and a user specified parameter λ to deal with the new problem. The algorithm is tested on four University of California Irvine datasets with various test cost settings. Experimental results indicate that the algorithm finds optimal feature subset in most cases, the rational setting of λ is different among datasets, and the algorithm is especially stable when the test cost is subject to the Pareto distribution.