Speculative Markov Blanket Discovery for Optimal Feature Selection

In this paper we address the problem of learning the Markov blanket of a quantity from data in an efficient manner. Markov blanket discovery can be used in the feature selection problem to find an optimal set of features for classification tasks, and is a frequently-used preprocessing phase in data mining, especially for high-dimensional domains. Our contribution is a novel algorithm for the induction of Markov blankets from data, called Fast-IAMB, that employs a heuristic to quickly recover the Markov blanket. Empirical results show that Fast-IAMB performs in many cases faster and more reliably than existing algorithms without adversely affecting the accuracy of the recovered Markov blankets.

• Type: Conference
• Year: 2005
• Where: ICDM
• Authors: Sandeep Yaramakala, Dimitris Margaritis
• Keywords: Data Mining, Feature Selection Problem, ICDM 2005, Markov Blanket Discovery, Markov Blankets