Dynamic feature selection method with minimum redundancy information for linear data

Feature selection plays a fundamental role in many data mining and machine learning tasks. In this paper, we proposed a novel feature selection method, namely, Dynamic Feature Selection Method with Minimum Redundancy Information (MRIDFS). In MRIDFS, the conditional mutual information is used to calculate the relevance and the redundancy among multiple features, and a new concept, the feature-dependent redundancy ratio, was introduced. Such ratio can represent redundancy more accurately. To evaluate our method, MRIDFS is tested and compared with seven popular methods on 16 benchmark data sets. Experimental results show that MRIDFS outperforms in terms of average classification accuracy.