Many feature selection algorithms have been proposed in the past focusing on improving classification accuracy. In this work, we point out the importance of stable feature selection for knowledge discovery from high-dimensional data, and identify two causes of instability of feature selection algorithms: selection of a minimum subset without redundant features and small sample size. We propose a general framework for stable feature selection which emphasizes both good generalization and stability of feature selection results. The framework identifies dense feature groups based on kernel density estimation and treats features in each dense group as a coherent entity for feature selection. An efficient algorithm DRAGS (Dense Relevant Attribute Group Selector) is developed under this framework. We also introduce a general measure for assessing the stability of feature selection algorithms. Our empirical study based on microarray data verifies that dense feature groups remain stable under random sample hold out, and the DRAGS algorithm is effective in identifying a set of feature groups which exhibit both high classification accuracy and stability.

Stability is an important yet under-addressed issue in feature selection from high-dimensional and small sample data. In this paper, we show that stability of feature selection has a strong dependency on sample size. We propose a novel framework for stable feature selection which first identifies consensus feature groups from subsampling of training samples, and then performs feature selection by treating each consensus feature group as a single entity. Experiments on both synthetic and real-world data sets show that an algorithm developed under this framework is effective at alleviating the problem of small sample size and leads to more stable feature selection results and comparable or better generalization performance than state-of-the-art feature selection algorithms. Synthetic data sets and algorithm source code are available at

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Reinforcement learning (RL) is designed to learn optimal control policies from unsupervised interactions with the environment. Many successful RL algorithms have been developed, however, none of them can efficiently tackle problems with high-dimensional state spaces due to the "curse of dimensionality", and so their applicability to real-world scenarios is limited. Here we propose a Sample Aware Feature Selection algorithm embedded in NEAT, or SAFS-NEAT, to help address this challenge. This algorithm builds upon the powerful evolutionary policy search algorithm NEAT, by exploiting data samples collected during the learning process. This data permits feature selection techniques from the supervised learning domain to be used to help RL scale to problems with high-dimensional state spaces. We show that by exploiting previously observed samples, on-line feature selection can enable NEAT to learn near optimal policies for such problems, and also outperform an existing feature selection algorithm which does not explicitly make use of this available data.

Automatic learning of control policies is becoming increasingly important to allow autonomous agents to operate alongside, or in place of, humans in dangerous and fast-paced situations. Reinforcement learning (RL), including genetic policy search algorithms, comprise a promising technology area capable of learning such control policies. Unfortunately, RL techniques can take prohibitively long to learn a sufficiently good control policy in environments described by many sensors (features). We argue that in many cases only a subset of available features are needed to learn the task at hand, since others may represent irrelevant or redundant information. In this work, we propose a predictive feature selection framework that analyzes data obtained during execution of a genetic policy search algorithm to identify relevant features on-line. This serves to constrain the policy search space and reduces the time needed to locate a sufficiently good policy by embedding feature selection into the process of learning a control policy. We explore this framework through an instantiation called predictive feature selection embedded in neuroevolution of augmenting topology (NEAT), or PFS-NEAT. In an empirical study, we demonstrate that PFS-NEAT is capable of enabling NEAT to successfully find good control policies in two benchmark environments, and show that it can outperform three competing feature selection algorithms, FS-NEAT, FD-NEAT, and SAFS-NEAT, in several variants of these environments.