Conformal Prediction for Reliable Machine Learning

Chapter 6

Feature Selection

Tony Bellotti^a, Ilia Nouretdinov^b, Meng Yang^b and Alexander Gammerman^b,    ^aMathematics Department, Imperial College, London, United Kingdom,    ^bComputer Learning Research Centre, Department of Computer Science, Royal Holloway, University of London, United Kingdom

Abstract

In this chapter we consider the implementation of feature selection approaches within the Conformal Predictor framework. We begin with a review of feature selection, then consider several approaches to implementation. First, we use existing feature selection methods within conformal predictors, which raises some computational issues. Second, we use techniques specifically designed for conformal predictors: (1) the strangeness minimization feature ...