Table Of ContentMuhammad Summair Raza
Usman Qamar
Understanding and
Using Rough Set Based
Feature Selection:
Concepts, Techniques and
Applications
Understanding and Using Rough Set Based Feature
Selection: Concepts, Techniques and Applications
Muhammad Summair Raza (cid:129) Usman Qamar
Understanding and Using
Rough Set Based Feature
Selection: Concepts,
Techniques and Applications
MuhammadSummairRaza UsmanQamar
DepartmentofComputerEngineering, DepartmentofComputerEngineering,
CollegeofElectrical&Mechanical CollegeofElectrical&Mechanical
Engineering Engineering
NationalUniversityofSciences NationalUniversityofSciences
andTechnology(NUST) andTechnology(NUST)
Rawalpindi,Pakistan Rawalpindi,Pakistan
ISBN978-981-10-4964-4 ISBN978-981-10-4965-1 (eBook)
DOI10.1007/978-981-10-4965-1
LibraryofCongressControlNumber:2017942777
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Preface
Rough set theory (RST) has become a prominent tool for data science in various
domains due to its analysis-friendly nature. From scientific discovery to business
intelligence, both practitioners and scientists are using RST in various domains.
Feature selection (FS) community is one to name. Various algorithms have been
proposedinliteratureusingRST,andalotofsearchisstillinprogress.
For any practitioner and research community, this book provides a strong
foundationoftheconceptsofRSTandFS.Itstartswiththeintroductionoffeature
selection and rough set theory (along with the working examples) right to the
advancedconcepts.Sufficientexplanationisprovidedforeachconceptsothatthe
reader does not need any other source. A complete library of RST-based APIs
implementingfullRSTfunctionalityisalsoprovidedalongwithdetailedexplana-
tionofeachoftheAPI.
The primary audience of this book is the research community using rough set
theory (RST) to perform feature selection (FS) on large-scale datasets in various
domains.However,anycommunityinterestedinfeatureselectionsuchasmedical,
banking,finance,etc.canalsobenefitfromthebook.
Rawalpindi,Pakistan MuhammadSummairRaza
Rawalpindi,Pakistan UsmanQamar
v
Contents
1 IntroductiontoFeatureSelection. . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Feature. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Numerical. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 CategoricalAttributes. . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 FeatureSelection. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.1 SupervisedFeatureSelection. . . . . . . . . . . . . . . . . . . . 4
1.2.2 UnsupervisedFeatureSelection. . . . . . . . . . . . . . . . . . 6
1.3 FeatureSelectionMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.1 FilterMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.2 WrapperMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3.3 EmbeddedMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 ObjectiveofFeatureSelection. . .. . . . . . .. . . . . . .. . . . . . .. . 11
1.5 FeatureSelectionCriteria. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.5.1 InformationGain. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.5.2 Distance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5.3 Dependency. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5.4 Consistency. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5.5 ClassificationAccuracy. . . . . . . . . . . . . . . . . . . . . . . . 15
1.6 FeatureGenerationSchemes. . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6.1 ForwardFeatureGeneration. . . . . . . . . . . . . . . . . . . . . 15
1.6.2 BackwardFeatureGeneration. . . . . . . . . . . . . . . . . . . . 16
1.6.3 RandomFeatureGeneration. . . . . . . . . . . . . . . . . . . . . 17
1.7 RelatedConcepts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.1 SearchOrganization. . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.2 GenerationofaFeatureSelectionAlgorithm. . . . . . . . . 18
1.7.3 FeatureRelevance. . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.7.4 FeatureRedundancy. . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.7.5 ApplicationsofFeatureSelection. . . . . . . . . . . . . . . . . 20
1.7.6 FeatureSelection:Issues. . . . . . . . . . . . . . . . . . . . . . . 21
vii
viii Contents
1.8 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2 Background. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1 CurseofDimensionality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.2 Transformation-BasedReduction. . . . .. . . . . . . . .. . . . . . . . .. 28
2.2.1 LinearMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2.2 NonlinearMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.3 Selection-BasedReduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.3.1 FeatureSelectioninSupervisedLearning. . . . . . . . . . . 36
2.3.2 FilterTechniques. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.3.3 WrapperTechniques. . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.3.4 FeatureSelectioninUnsupervisedLearning. . . . . . . . . 40
2.4 Correlation-BasedFeatureSelection. . . . . . . . . . . . . . . . . . . . . 42
2.4.1 Correlation-BasedMeasures. . . . . . . . . . . . . . . . . . . . . 43
2.4.2 Correlation-BasedFilterApproach(FCBF). . . . . . . . . . 44
2.4.3 EfficientFeatureSelectionBasedonCorrelation
Measure(ECMBF). . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.5 MutualInformation-BasedFeatureSelection. . . . . . . . . . . . . . . 46
2.5.1 AMutualInformation-BasedFeatureSelectionMethod
(MIFS-ND). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.5.2 Multi-objectiveArtificialBeeColony(MOABC)
Approach. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.6 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3 RoughSetTheory. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.1 ClassicalSetTheory. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.1.1 Sets. . . .. . . . . . . . . . .. . . . . . . . . . .. . . . . . . . . . .. . 53
3.1.2 Subsets. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3.1.3 PowerSets. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3.1.4 Operators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.1.5 MathematicalSymbolsforSetTheory. . . . . . . . . . . . . 56
3.2 KnowledgeRepresentationandVagueness. . . . . . . . . . . . . . . . . 56
3.3 RoughSetTheory(RST). . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.3.1 InformationSystems. . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.3.2 DecisionSystems. .. . . . . . . . .. . . . . . . .. . . . . . . .. . 59
3.3.3 Indiscernibility. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.3.4 Approximations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3.3.5 PositiveRegion. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.3.6 DiscernibilityMatrix. . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.3.7 DiscernibilityFunction. . . . . . . . . . . . . . . . . . .. . . . . . 63
3.3.8 Decision-RelativeDiscernibilityMatrix. . . . . . . . . . . . 63
3.3.9 Dependency. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.3.10 ReductsandCore. . . . .. . . . . .. . . . . .. . . . .. . . . . .. 68
Contents ix
3.4 DiscretizationProcess. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.5 MiscellaneousConcepts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
3.6 ApplicationsofRST. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.7 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4 AdvanceConceptsinRST. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.1 FuzzySetTheory. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.1.1 FuzzySet. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.1.2 FuzzySetsandPartialTruth. . . . . . . . . . . . . . . . . . . . . 83
4.1.3 MembershipFunction. . . . . . . . . . . . . . . . . . . . . . . . . 83
4.1.4 FuzzyOperators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.1.5 FuzzySetRepresentation. . . . . . . . . . . . . . . . . . . . . . . 86
4.1.6 FuzzyRules. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
4.2 Fuzzy-RoughSetHybridization. . . . . . . . . . . . . .. . . . . . . . . . . 88
4.2.1 SupervisedLearningandInformationRetrieval. . . . . . . 89
4.2.2 FeatureSelection. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.2.3 RoughFuzzySet. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.2.4 Fuzzy-RoughSet. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
4.3 DependencyClasses. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
4.3.1 IncrementalDependencyClasses(IDC). . . . . . . . . . . . 92
4.3.2 DirectDependencyClasses(DDC). . . . . . . . . . . . . . . . 97
4.4 RedefinedApproximations. . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.4.1 RedefinedLowerApproximation. . . . . . . . . . . . . . . . . 102
4.4.2 RedefinedUpperApproximation. . . . . . . . . . . . . . . . . 104
4.5 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
5 RoughSet-BasedFeatureSelectionTechniques. . . . . . . . . . . . . . . . 109
5.1 QuickReduct. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
5.2 HybridFeatureSelectionAlgorithmBasedonParticleSwarm
Optimization(PSO). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
5.3 GeneticAlgorithm. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
5.4 IncrementalFeatureSelectionAlgorithm(IFSA). . . . . . . . . . . . 115
5.5 FeatureSelectionMethodUsingFishSwarmAlgorithm(FSA). . 116
5.5.1 RepresentationofPosition. . . . . . . . . . . . . . . . . . . . . . 117
5.5.2 DistanceandCentreofFish. . . . . . . . . . . . . . . . . . . . . 118
5.5.3 PositionUpdateStrategies. . . . . . . . . . . . . . . . . . . . . . 119
5.5.4 FitnessFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
5.5.5 HaltingCondition. . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
5.6 FeatureSelectionMethodBasedonQuickReduct
andImprovedHarmonySearchAlgorithm(RS-IHS-QR). . . . . . 119
x Contents
5.7 AHybridFeatureSelectionApproachBasedonHeuristic
andExhaustiveAlgorithmsUsingRoughsetTheory
(FSHEA). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
5.7.1 FeatureSelectionPreprocessor. . . . . . . . . . . . . . . . . . . 120
5.7.2 UsingRelativeDependencyAlgorithmtoOptimize
theSelectedFeatures. . . . . . . . . . . . . . . . . . . . . . . . . . 122
5.8 ARoughSet-BasedFeatureSelectionApproachUsingRandom
FeatureVectors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
5.9 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
6 UnsupervisedFeatureSelectionUsingRST. . . . . . . . . . . . . . . . . . . 131
6.1 UnsupervisedQuickReductAlgorithm(USQR). . . . . . . . . . . . . 131
6.2 UnsupervisedRelativeReductAlgorithm. . . . . . . . . . . . . . . . . . 134
6.3 UnsupervisedFuzzy-RoughFeatureSelection. . . . . . . . . . . . . . 136
6.4 UnsupervisedPSO-BasedRelativeReduct(US-PSO-RR). . . . . . 137
6.5 UnsupervisedPSO-BasedQuickReduct(US-PSO-QR). . . . . . . 140
6.6 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
7 CriticalAnalysisofFeatureSelectionAlgorithms. . . . . . . . . . . . . . 145
7.1 ProsandConsofFeatureSelectionTechniques. . . . . . . . . . . . . 145
7.1.1 FilterMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
7.1.2 WrapperMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
7.1.3 EmbeddedMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . 146
7.2 ComparisonFramework. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
7.2.1 PercentageDecreaseinExecutionTime. . . . . . . . . . . . 147
7.2.2 MemoryUsage. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
7.3 CriticalAnalysisofVariousFeatureSelectionAlgorithms. . . . . 148
7.3.1 QuickReduct. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
7.3.2 RoughSet-BasedGeneticAlgorithm. . . . . . . . . . . . . . . 149
7.3.3 PSO-QR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
7.3.4 IncrementalFeatureSelectionAlgorithm(IFSA). . . . . . 151
7.3.5 AFSA. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
7.3.6 FeatureSelectionUsingExhaustiveandHeuristic
Approach. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
7.3.7 FeatureSelectionUsingRandomFeatureVectors. . . . . 153
7.4 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
Bibliography. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
8 RSTSourceCode. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
8.1 ASimpleTutorial. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . .. . . . 155
8.1.1 VariableDeclaration. . . . . . . . . . . . . . . . . . . . . . . . . . 156
8.1.2 ArrayDeclaration. . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
8.1.3 Comments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
8.1.4 If-ElseStatement. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
Contents xi
8.1.5 Loops. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
8.1.6 Functions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
8.1.7 LBoundandUBoundFunctions. . . . . . . . . . . . . . . . . . 158
8.2 HowtoImporttheSourceCode. . . . . . . . . . . . . . . . . . . . . . . . 158
8.3 CalculatingDependencyUsingPositiveRegion. . . . . . . . . . . . . 163
8.3.1 MainFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
8.3.2 CalculateDRRFunction. . . . . . . . . . . . . . . . . . . . . . . 164
8.3.3 SetDClassesMethod. . . . . . . . . . . . . . . . . . . . . . . . . . 166
8.3.4 FindIndexFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . 167
8.3.5 ClrTCCFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
8.3.6 AlreadyExistsMethod. . . . . . . . . . . . . . . . . . . . . . . . . 169
8.3.7 InsertObjectMethod. . . . . . . . . . . . . . . . . . . . . . . . . . 170
8.3.8 MatchCClassesFunction. . . . . . . . . . . . . . . . . . . . . . . 171
8.3.9 PosRegFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
8.4 CalculatingDependencyUsingIncrementalDependency
Classes. . . . .. . . .. . . .. . . .. . . .. . . .. . . . .. . . .. . . .. . . .. 173
8.4.1 MainFunction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
8.4.2 CalculateDIDFunction. . . . . . . . . . . . . . . . . . . . . . . . 173
8.4.3 InsertMethod. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
8.4.4 MatchChromMethod. . . . . . . . . . . . . . . . . . . . . . . . . . 177
8.4.5 MatchDClassMethod. . .. . . . .. . . .. . . .. . . . .. . . .. 178
8.5 LowerApproximationUsingConventionalMethod. . . . . . . . . . 178
8.5.1 MainMethod. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . 178
8.5.2 CalculateLAObjectsMethod. . . .. . . .. . . .. . . .. . . .. 180
8.5.3 FindLAOMethod. . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
8.5.4 SetDConceptMethod. . . . . . . . . . . . . . . . . . . . . . . . . . 182
8.6 LowerApproximationUsingRedefinedPreliminaries. . . . . . . . . 183
8.7 UpperApproximationUsingConventionalMethod. . . . . . . . . . 186
8.8 UpperApproximationUsingRedefinedPreliminaries. . . . . . . . . 187
8.9 QuickReductAlgorithm. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
8.9.1 MiscellaneousMethods. . . . . . . . . . . . . . . . . . . . . . . . 191
8.9.2 RestoreMethod. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
8.9.3 C_RMethod. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
8.10 Summary. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194