Toward optimal feature selection using ranking methods and classification algorithms

We presented a comparison between several feature ranking methods used on two real datasets. We considered six ranking methods that can be divided into two broad categories: statistical and entropy-based. Four supervised learning algorithms are adopted to build models, namely, IB1, Naive Bayes, C4.5 decision tree and the RBF network. We showed that the selection of ranking methods could be important for classification accuracy. In our experiments, ranking methods with different supervised learning algorithms give quite different results for balanced accuracy. Our cases confirm that, in order to be sure that a subset of features giving the highest accuracy has been selected, the use of many different indices is recommended.