Abstract. Feature sets in many domains often contain many irrelevant and redundant features, both of which have a negative effect on the performance and complexity of agents that use the data [8]. Supervised feature selection aims to overcome this problem by selecting features that are highly related to the class labels, yet unrelated to each other. One proposed technique to select good features with few inter-dependencies is minimal Redundancy Maximal Relevance (mRMR) [11], but this can be impractical with large feature sets. In many situations, features are extracted from signal data such as vehicle telemetry, medical sensors, or financial time-series, and it is possible for feature redundancies to exist both between features extracted from the same signal (intra-signal), and between features extracted from different signals (inter-signal). We propose a two stage selection process to take advantage of these different types of redundancy, considering intra-signal and inter-signal redundancies separately. We illustrate the process on vehicle telemetry signal data collected in a driver distraction monitoring project. We evaluate it using several machine learning algorithms: Random Forest; Naïve Bayes; and C4.5 Decision Tree. Our results show that this two stage process significantly reduces the computation required because of inter-dependency calculations, while having minimal detrimental effect on the performance of the feature sets produced.
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