DBFS: An effective Density Based Feature Selection scheme for small sample size and high dimensional imbalanced data sets

Nowadays, imbalanced data sets are pervasive in real world human practices, and hence, become a very interesting research area within machine learning communities. Imbalanced data sets introduce a significant reduction in performance of standard classifiers when they are invoked to learn data underlying concepts. The problem becomes even more sever when imbalanced data sets are involved with high dimensions.This paper presents a novel feature ranking approach based on the probability density estimation to cope with these issues. The idea behind our approach, named Density Based Feature Selection (DBFS), is that features' distributions over classes can bring significant benefits to feature selection algorithms. In other words, to explore the contribution of each attribute and assign it an appropriate rank, DBFS takes into account features' corresponding distributions over all classes along with their correlations.To show the effectiveness of the presented approach, well-known feature ranking methods are implemented and compared with our approach across varieties of small sample size and high dimensional data sets from microarray, mass spectrometry and text mining domains. Our theoretical analysis and experimental observations reveal that our approach is the method of choice by offering a simple yet effective feature ranking method based on well-known statistical evaluation measures.