
4.8 Feature Subset Selection 123
4.8.1 Scalar Feature Selection
One way of reducing t he available features is to consider them individually and use one of the rel ated
criteria, such as the t-test , ROC, or FDR, t o discard and/or rank them in descending order; then choose the
top, say, l feat ures. Such an approach does not t ake into account existing correlations among the feat ures,
so here the cross-correlation coefficient between them is considered and the following procedure may
be followed [Theo 09, Section 5.7.1].
First, features are ranked in descending order according to some criterion C.Leti
1
be the index of
the best one. Next, the cross- ...