Feature Selection With Local Density-Based Fuzzy Rough Set Model for Noisy Data

Fuzzy rough set theory can model uncertainty in data and has been applied to feature selection for machine learning tasks. The existence of noise in data is one of the reasons for data uncertainty. However, most classical fuzzy rough set models are often sensitive to the noise in data, which somewhat degrades their applicability to process uncertainty of data. Furthermore, a robust feature evaluation function is nontrivial in a fuzzy rough set model as a nonoptimal feature subsets may be selected due to the perturbations from redundant features. In this article, we delve into local density and indispensable features for fuzzy rough feature selection to address these challenges. We first propose a local density-based fuzzy rough set (LDFRS) model to tackle noisy data. Mutual information is then plugged into the proposed LDFRS model to evaluate uncertainty in data. A joint feature evaluation function on the indispensability and relevance of features is constructed to evaluate the significance of features. On this basis, a fuzzy rough feature selection algorithm is built upon the LDFRS model. Experimental results using four typical classifiers demonstrate the robustness and effectiveness of the proposed model including our feature selection algorithm and its superiority against baseline methods.