Adaptive branch and bound algorithm for selecting optimal features

We propose a new adaptive branch and bound algorithm for selecting the optimal subset of features in pattern recognition applications. The algorithm improves the search speed by avoiding unnecessary criterion function calculations at nodes in the solution tree. Our algorithm includes the following new properties: (i) ordering the tree nodes by the significance of features during construction of the tree, (ii) obtaining a large “good” initial bound by a floating search method, (iii) a new method to select an initial starting search level in the tree, and (iv) a new adaptive jump search strategy to select subsequent search levels to avoid redundant criterion function calculations. Our experimental results for four different databases demonstrate that our method is significantly faster than other versions of the branch and bound algorithm when the database has more than 30 features.