A novel feature selection method using fuzzy rough sets

The fuzzy set theory and the rough set theory are two distinct but complementary theories that deal with uncertainty in data. The salient features of both the theories are encompassed in the domain of the fuzzy rough set theory so as to cope with the problems of vagueness and indiscernibility in real world data. This hybrid theory has been found to be a potential tool for data mining, particularly useful for feature selection. Most of the existing approaches to fuzzy rough sets are based on fuzzy relations. In this paper, a new definition for fuzzy rough sets in an information system based on the divergence measure of fuzzy sets is introduced. The properties of the fuzzy rough approximations are explored. Moreover, an algorithm for feature selection using the proposed approximations is presented and experimented using real data sets.