Feature selection using correlation fractal dimension: Issues and applications in binary classification problems

Feature selection methods can be classified broadly into filter and wrapper approaches. Filter-based methods filter out features which are irrelevant to the target concept by ranking each feature according to some discrimination measure and then select features with high ranking value. In this paper, a filter-based feature selection method based on correlation fractal dimension (CFD) discrimination measure is proposed. One of the subgoals of this paper is to outline some issues that arise while calculating fractal dimension for higher dimensional ‘empirical’ data sets. It is well known that the calculation of fractal dimension for empirical data sets is meaningful only for an appropriate range of scales. We demonstrate through experimentation on data sets of various sizes that fractal dimension-based algorithms cannot be applied routinely to higher dimensional data sets as the calculation of fractal dimension is inherently sensitive to parameters like range of scales and the size of the data sets. Based on the empirical analysis, we propose a new feature selection technique using CFD that avoids the above issues. We successfully applied the proposed algorithm on a challenging classification problem in bioinformatics, namely, Promoter Recognition.