Random feature subset selection for analysis of data with missing features

We discuss an ensemble-of-classifiers based algorithm for the missing feature problem. The proposed approach is inspired in part by the random subspace method, and in part by the incremental learning algorithm, Learn(++). The premise is to generate an adequately large number of classifiers, each trained on a different and random combination of features, drawn from an iteratively updated distribution. To classify an instance with missing features, only those classifiers whose training data did not include the currently missing feature are used. These classifiers are combined by using a majority voting combination rule to obtain the final classification of the given instance. We had previously presented preliminary results on a similar approach, which could handle up to 10% missing data. In this study, we expand our work to include different types of rules to update the distribution, and also examine the effect of the algorithm's primary free parameter (the number of features used to train the ensemble of classifiers) on the overall classification performance. We show that this algorithm can now accommodate up to 30% of features missing without a significant drop in performance.