Feature Selection Using Games with Imperfect Information (FSGIN)

Abstract

Game Theory (GT) is the study of strategic decision making. By virtue of its importance, several GT based methodologies for Feature Selection (FS) are proposed in recent times. FS problem can be abstracted as a game by considering each feature as a player and their values as their strategies. Additionally, overall goal of the game is set to classify a data instance appropriately. Most of the existing GT based FS techniques are restricted to Zero Sum Games, Non-Zero Sum Games and Cooperative Games. The classical setting of assuming that all the details of players are known to all players cannot hold in many real-world problems. When the given features are independent, they cannot be treated alike and a characteristics based uncertainty persists among the features. This uncertainty is handled by none of the game forms used in the existing methods. Unlike the mentioned game techniques, Bayesian Games (BG) address the games with imperfect information. This paper investigate the FS problem in terms of BG and proposes a novel method to select the best features. The proposed BG based FS method is a filter type FS method and it starts with identifying Principle Features (PF) and proceeds to play global pairwise Bayesian games between those PF to obtain feature scores. Later, the features are ranked using these scores. In the final stage, a forward selection method with Support Vector Machine (SVM) is used to evaluate the classification performance of the ranked features and helps in the selection of the optimal set of features. Besides these, to improve the scalability of the proposed method MapReduce paradigm is exploited. In order to show the efficacy of the proposed method, experiments are carried out with seven real-world datasets from UCI and Statlog repositories. The promising results showed a significant improvement in the classification performance with fewer selected features than which is achieved using the existing methods.