Suboptimal Searching Techniques
Sequential Backward Selection
We will demonstrate the method via an example. Let m = 4, and the originally available features are x1, x2, x3, x4. We wish to select two of them. The selection procedure consists of the following steps:
- Adopt a class separability criterion, C, and compute its value for the feature vector [x1, x2, x3, x4]T.
- Eliminate one feature and for each of the possible resulting combinations, that is, [x1, x2, x3]T, [x1, x2, x4]T, [x2, x3, x4]T, [x2, x3, x4]T, compute the corresponding criterion value. Select the combination with the best value, say [x1, x2, x3]T.
- From the selected three-dimensional feature vector eliminate one feature and for each of the resulting combinations, [x1,
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