COPULA-THEORY BASED FEATURE SELECTION

摘要

PROBLEM TO BE SOLVED: To provide feature selection.SOLUTION: A method of selecting input features may include identifying a first input feature from an input feature set stored in an electronic data storage device. The method may also include generating, by a processor, a first copula to model a dependence structure between the first input feature and an output variable. The method may further include determining a first dependence degree between the first input feature and the output variable based on the first copula. The input feature set may include a second input feature with a second dependence degree having a lower value relative to the first dependence degree. The method may include selecting, by the processor, the first input feature from the input feature set in response to the first dependence degree being greater than the second dependence degree.SELECTED DRAWING: Figure 1