FSCME: A Feature Selection Method Combining Copula Correlation and Maximal Information Coefficient by Entropy Weights.

ABSTRACT

Feature selection is a critical component of data mining and has garnered significant attention in recent years. However, feature selection methods based on information entropy often introduce complex mutual information forms to measure features, leading to increased redundancy and potential errors. To address this issue, we propose FSCME, a feature selection method combining Copula correlation (Ccor) and the maximum information coefficient (MIC) by entropy weights. The FSCME takes into consideration the relevance between features and labels, as well as the redundancy among candidate features and selected features. Therefore, the FSCME utilizes Ccor to measure the redundancy between features, while also estimating the relevance between features and labels. Meanwhile, the FSCME employs MIC to enhance the credibility of the correlation between features and labels. Moreover, this study employs the Entropy Weight Method (EWM) to evaluate and assign weights to the Ccor and MIC. The experimental results demonstrate that FSCME yields a more effective feature subset for subsequent clustering processes, significantly improving the classification performance compared to the other six feature selection methods. The source codes of the FSCME are available online at https//github.com/CDMBlab/FSCME.