An improvement on floating search algorithms for feature subset selection

A new improved forward floating selection (IFFS) algorithm for selecting a subset of features is presented. Our proposed algorithm improves the state-of-the-art sequential forward floating selection algorithm. The improvement is to add an additional search step called "replacing the weak feature" to check whether removing any feature in the currently selected feature subset and adding a new one at each sequential step can improve the current feature subset. Our method provides the optimal or quasi-optimal (close to optimal) solutions for many selected subsets and requires significantly less computational load than optimal feature selection algorithms. Our experimental results for four different databases demonstrate that our algorithm consistently selects better subsets than other suboptimal feature selection algorithms do, especially when the original number of features of the database is large. (C) 2008 Elsevier Ltd. All rights reserved.