In our previous work, we have dev eloped the backward feature selection method based on class regions approximated by ellipsoids. In this paper, we accelerate feature selection by the forward selection search, the symmetric Cholesky factorization, and deletion of duplicated calculations between consecutive factorizations. The feature selection for two data sets shows that our method is faster than and as robust as the previous method.
Citation:
Kota Kawaratani, Shigeo Abe, "Fast Feature Selection by Analyzing Class Regions Approximated by Ellipsoids," ijcnn, vol. 3, pp.3549, IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 3, 2000