Multi-label feature selection algorithm based on joint mutual information of max-relevance and min-redundancy

Feature selection has played an important role in machine learning and artificial intelligence in the past decades.Many existing feature selection algorithm have chosen some redundant and irrelevant features,which is leading to overestimation of some features.Moreover,more features will significantly slow down the speed of machine learning and lead to classification over-fitting.Therefore,a new nonlinear feature selection algorithm based on forward search was proposed.The algorithm used the theory of mutual information and mutual information to find the optimal subset associated with multi-task labels and reduced the computational complexity.Compared with the experimental results of nine datasets and four different classifiers in UCI,the proposed algorithm is superior to the feature set selected by the original feature set and other feature selection algorithms.