Non-parametric classifier-independent feature selection

Feature selection is used for finding a feature subset that has the most discriminative information from the original feature set. In practice, since we do not know the classifier to be used after feature selection, it is desirable to find a feature subset that is universally effective for any classifier. Such a trial is called classifier-independent feature selection. In this study, we propose a novel classifier-independent feature selection method on the basis of the estimation of Bayes discrimination boundary. The experimental results on 12 real-world datasets showed the fundamental effectiveness of the proposed method.