Improving feature selection process resistance to failures caused by curse-of-dimensionality effects
The purpose of feature selection in machine learning is at least two-fold - saving measurement acquisition costs and reducing the negative effects of the curse of dimensionality with the aim to improve the accuracy of the models and the classification rate of classifiers with respect to previously unknown data. Yet it has been shown recently that the process of feature selection itself can be negatively affected by the very same curse of dimensionality - feature selection methods may easily over-fit...