10 Feature Selection

Learn how to perform feature selection and attribute importance.

Oracle Machine Learning for SQL supports attribute importance as a supervised and unsurpervised machine learning technique .

10.1 Finding the Attributes

Find the attributes by using preprocessing steps to reduce the effect of noise, correlation, and high-dimensionality.

Sometimes too much information can reduce the effectiveness of Oracle Machine Learning for SQL. Some of the columns of data attributes assembled for building and testing a model in a supervised learning do not contribute meaningful information to the model. Some actually detract from the quality and accuracy of the model.

For example, you want to collect a great deal of data about a given population because you want to predict the likelihood of a certain illness within this group. Some of this information, perhaps much of it, has little or no effect on susceptibility to the illness. It is possible that attributes such as the number of cars per household do not have effect whatsoever.

Irrelevant attributes add noise to the data and can affect model accuracy. Noise increases the size of the model and the time and system resources needed for model building and scoring.

Data sets with many attributes can contain groups of attributes that are correlated. These attributes actually measure the same underlying feature. Their presence together in the build data can skew the patterns found by algorithm and affect the accuracy of the model.

Wide data (many attributes) typically results in more processing by machine learning algorithms. Model attributes are the dimensions of the processing space used by the algorithm. The higher the dimensionality of the processing space, the higher the computation cost involved in algorithmic processing.

To minimize the effects of noise, correlation, and high dimensionality, some form of dimension reduction is often a desirable preprocessing step. Feature selection involves identifying those attributes that are most predictive and selecting among those to provide the algorithm for model building. By removing attributes that add little or no value to a model has these benefits - potentially increasing model accuracy while reducing compute time since fewer attributes need to be processed. Informative and representative samples are best suited in feature selection. Sometimes you can represent the variables that are important than to represent the linear combination of variables. You can single-out and measure the "importance" of a column or a row in a data matrix in an unsupervised manner (a low-rank matrix decomposition).

Feature selection optimization is performed in the Decision Tree algorithm and within Naive Bayes as an algorithm behavior. The Generalized Linear Model (GLM) algorithm can be configured to perform feature selection through model setting.

10.2 About Feature Selection and Attribute Importance

Finding the most significant predictors is the goal of some machine learning projects. For example, a model might seek to find the principal characteristics of clients who pose a high credit risk.

Oracle Machine Learning for SQL supports the attribute importance machine learning technique, which ranks attributes according to their importance. Attribute importance does not actually select the features, but ranks them as to their relevance to predicting the result. It is up to the user to review the ranked features and create a data set to include the desired features.

Feature selection is useful as a preprocessing step to improve computational efficiency in predictive modeling.

10.2.1 Attribute Importance and Scoring

The results of attribute importance are the attributes of the build data ranked according to their influence.

The ranking and the measure of importance can be used in selecting training data for classification and regression models. Also, used for selecting data for unsupervised algorithm like CUR matrix decomposition. Oracle Machine Learning for SQL does not support the scoring operation for attribute importance.

10.3 Algorithms for Attribute Importance

Understand the algorithms used for attribute importance.

Oracle Machine Learning for SQL supports the following algorithms for attribute importance:

  • Minimum Description Length

  • CUR Matrix Decomposition