Scheme-specific attribute selection with the wrapper and variants of forward selection is a popular attribute selection technique for classification that yields good results. However, it can run the risk of overfitting because of the extent of the search and the extensive use of internal cross-validation. Moreover, although wrapper evaluators tend to achieve superior accuracy compared to filters, they face a high computational cost. The problems of overfitting and high runtime occur in particular on high-dimensional datasets, like microarray data. We investigate Linear Forward Selection, a technique to reduce the number of attributes expansions in each forward selection step. Our experiments demonstrate that this approach is faster, finds smaller subsets and can even increase the accuracy compared to standard forward selection. We also investigate a variant that applies explicit subset size determination in forward selection to combat overfitting, where the search is forced to stop at a precomputed “optimal” subset size. We show that this technique reduces subset size while maintaining comparable accuracy.

UNLABELLED: The Weka machine learning workbench provides a general-purpose environment for automatic classification, regression, clustering and feature selection-common data mining problems in bioinformatics research. It contains an extensive collection of machine learning algorithms and data pre-processing methods complemented by graphical user interfaces for data exploration and the experimental comparison of different machine learning techniques on the same problem. Weka can process data given in the form of a single relational table. Its main objectives are to (a) assist users in extracting useful information from data and (b) enable them to easily identify a suitable algorithm for generating an accurate predictive model from it. AVAILABILITY: http://www.cs.waikato.ac.nz/ml/weka.

Data engineering is generally considered to be a central issue in the development of data mining applications. The success of many learning schemes, in their attempts to construct models of data, hinges on the reliable identification of a small set of highly predictive attributes. The inclusion of irrelevant, redundant, and noisy attributes in the model building process phase can result in poor predictive performance and increased computation. Attribute selection generally involves a combination of search and attribute utility estimation plus evaluation with respect to specific learning schemes. This leads to a large number of possible permutations and has led to a situation where very few benchmark studies have been conducted. This paper presents a benchmark comparison of several attribute selection methods for supervised classification. All the methods produce an attribute ranking, a useful devise for isolating the individual merit of an attribute. Attribute selection is achieved by cross-validating the attribute rankings with respect to a classification learner to find the best attributes. Results are reported for a selection of standard data sets and two diverse learning schemes C4.5 and naive Bayes.