Weighted Fuzzy Rough Sets Feature Selection for High Dimensional Classification Problems

Feature selection holds significant importance in knowledge mining as it plays a pivotal role in selecting and preserving the most informative features within a dataset while discarding irrelevant, redundant, or noisy attributes. This process contributes to enhancing model performance, reducing computational complexity, and refining interpretability, thus facilitating more accurate and efficient data analysis. In high-dimensional datasets, the necessity for feature selection becomes more pronounced due to the heightened risk of encountering the curse of dimensionality. Therefore, this study proposes a weighted fuzzy rough quickreduct (FRQR) feature selection approach employing feature weights to handle the equal situation problem inherent in FRQR. The proposed method is evaluated on ten publicly available datasets with feature sizes ranging from 2000 to 15154. The selected features are used to train and test random forest candidate models whose estimates are then combined according to the posterior probabilities by Bayesian Model Averaging (BMA). The performance of the model on the selected features is evaluated on four performance metrics. The essentiality of the selected features is further determined by comparing the model classification performance achieved on the non-selected features and all the dataset features. The results indicate competitiveness in the performance metric values achieved on selected features over the other two feature categories affirming the efficacy of the proposed method.