Fast Feature Selection for Interval-Valued Data Through Kernel Density Estimation Entropy

Kernel density estimation, which is a non-parametric method about estimating probability density distribution of random variables, has been used in feature selection. However, existing feature selection methods based on kernel density estimation seldom consider interval-valued data. Actually, interval-valued data exist widely. In this paper, a feature selection method based on kernel density estimation for interval-valued data is proposed. Firstly, the kernel function in kernel density estimation is defined for interval-valued data. Secondly, the interval-valued kernel density estimation probability structure is constructed by the defined kernel function, including kernel density estimation conditional probability, kernel density estimation joint probability and kernel density estimation posterior probability. Thirdly, kernel density estimation entropies for interval-valued data are proposed by the constructed probability structure, including information entropy, conditional entropy and joint entropy of kernel density estimation. Fourthly, we propose a feature selection approach based on kernel density estimation entropy. Moreover, we improve the proposed feature selection algorithm and propose a fast feature selection algorithm based on kernel density estimation entropy. Finally, comparative experiments are conducted from three perspectives of computing time, intuitive identifiability and classification performance to show the feasibility and the effectiveness of the proposed method.