Hybrid-Recursive Feature Elimination for Efficient Feature Selection

As datasets continue to increase in size, it is important to select the optimal feature subset from the original dataset to obtain the best performance in machine learning tasks. Highly dimensional datasets that have an excessive number of features can cause low performance in such tasks. Overfitting is a typical problem. In addition, datasets that are of high dimensionality can create shortages in space and require high computing power, and models fitted to such datasets can produce low classification accuracies. Thus, it is necessary to select a representative subset of features by utilizing an efficient selection method. Many feature selection methods have been proposed, including recursive feature elimination. In this paper, a hybrid-recursive feature elimination method is presented which combines the feature-importance-based recursive feature elimination methods of the support vector machine, random forest, and generalized boosted regression algorithms. From the experiments, we confirm that the performance of the proposed method is superior to that of the three single recursive feature elimination methods.