Causal & non-causal feature selection for ridge regression

Cawley, G. C. ORCID: (2009) Causal & non-causal feature selection for ridge regression. In: Journal of Machine Learning Research: Workshop and Conference Proceedings, 2008-06-01 - 2008-06-06.

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In this paper we investigate the use of causal and non-causal feature selection methods for linear classifiers in situations where the causal relationships between the input and response variables may differ between the training and operational data. The causal feature selection methods investigated include inference of the Markov Blanket and inference of direct causes and of direct effects. The non-causal feature selection method is based on logistic regression with Bayesian regularisation using a Laplace prior. A simple ridge regression model is used as the base classifier, where the ridge parameter is efficiently tuned so as to minimise the leave-one-out error, via eigen-decomposition of the data covariance matrix. For tasks with more features than patterns, linear kernel ridge regression is used for computational efficiency. Results are presented for all of the WCCI-2008 Causation and Prediction Challenge datasets, demonstrating that, somewhat surprisingly, causal feature selection procedures do not provide significant benefits in terms of predictive accuracy over non-causal feature selection and/or classification using the entire feature set.

Item Type: Conference or Workshop Item (Paper)
Faculty \ School: Faculty of Science > School of Computing Sciences

UEA Research Groups: Faculty of Science > Research Groups > Computational Biology
Faculty of Science > Research Groups > Data Science and Statistics
Faculty of Science > Research Groups > Centre for Ocean and Atmospheric Sciences
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Depositing User: Vishal Gautam
Date Deposited: 11 Mar 2011 16:02
Last Modified: 20 Jun 2023 14:31

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