2021
DOI: 10.48550/arxiv.2110.10713
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PPFS: Predictive Permutation Feature Selection

Abstract: We propose Predictive Permutation Feature Selection (PPFS), a novel wrapper-based feature selection method based on the concept of Markov Blanket (MB). Unlike previous MB methods, PPFS is a universal feature selection technique as it can work for both classification as well as regression tasks on datasets containing categorical and/or continuous features. We propose Predictive Permutation Independence (PPI), a new Conditional Independence (CI) test, which enables PPFS to be categorised as a wrapper feature sel… Show more

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Cited by 3 publications
(4 citation statements)
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“…It works by randomly permuting the values of each feature and measuring the decrease in model performance. This method provides a more accurate measure of feature importance but can be computationally expensive for large datasets (Hassan et al, 2021;Chamma et al, 2023;Fumagalli et al, 2023). Random Forest features are useful in several ways.…”
Section: Random Forest Feature Importancesmentioning
confidence: 99%
“…It works by randomly permuting the values of each feature and measuring the decrease in model performance. This method provides a more accurate measure of feature importance but can be computationally expensive for large datasets (Hassan et al, 2021;Chamma et al, 2023;Fumagalli et al, 2023). Random Forest features are useful in several ways.…”
Section: Random Forest Feature Importancesmentioning
confidence: 99%
“…16 Descriptions of these methods are presented in ►Supplementary Appendix B (available in the online version). PyImpetus, 17 another causal feature selection model, was also evaluated. PyImpetus employs a modified IAMB algorithm using predictive permutation impact instead of conditional mutual information.…”
Section: Feature Selectionmentioning
confidence: 99%
“…Predictive Permutation Feature Selection (PPFS) 14 is a novel feature selection algorithm based on the concept of Markov Blanket (MB). MB can be described by the following Fig.…”
Section: Feature Selectionmentioning
confidence: 99%
“…The PPFS algorithm selects a subset of features based on their performance both individually and as a group, and it can automatically decide how many features to take and tries to nd the optimal combination of features 14 . The PPFS algorithm is implemented by using the PPIMBC function in the PyImeptus package for python.…”
Section: Feature Selectionmentioning
confidence: 99%