Estimation of Distribution Algorithms for Feature Subset Selection in Large Dimensionality Domains

Feature Subset Selection (FSS) is a well-known task of Machine Learning, Data Mining, Pattern Recognition or Text Learning paradigms. Genetic Algorithms (GAs) are possibly the most commonly used algorithms for Feature Subset Selection tasks. Although the FSS literature contains many papers, few of them tackle the task of FSS in domains with more than 50 features. In this chapter we present a novel search heuristic paradigm, called Estimation of Distribution Algorithms (EDAs), as an alternative to GAs, to perform a population-based and randomized search in datasets of a large dimensionality. The EDA paradigm avoids the use of genetic crossover and mutation operators to evolve the populations. In absence of these operators, the evolution is guaranteed by the factorization of the probability distribution of the best solutions found in a generation of the search and the subsequent simulation of this distribution to obtain a new pool of solutions. In this chapter we present four different probabilistic models to perform this factorization. In a comparison with two types of GAs in natural and artificial datasets of a large dimensionality, EDAbased approaches obtain encouraging results with regard to accuracy, and a fewer number of evaluations were needed than used in genetic approaches.