Analytic Feature Selection for Support Vector Machines

Abstract: Support vector machines (SVMs) rely on the inherent geometry of a data set to classify training data. Because of this, we believe SVMs are an excellent candidate to guide the development of an analytic feature selection algorithm, as opposed to the more commonly used heuristic methods. We propose a filter-based feature selection algorithm based on the inherent geometry of a feature set. Through observation, we identified six geometric properties that differ between optimal and suboptimal feature sets, and have statistically significant correlations to classifier performance. Our algorithm is based on logistic and linear regression models using these six geometric properties as predictor variables. The proposed algorithm achieves excellent results on high dimensional text data sets, with features that can be organized into a handful of feature types; for example, unigrams, bigrams or semantic structural features. We believe this algorithm is a novel and effective approach to solving the feature selection problem for linear SVMs.