Cost-Sensitive Feature Selection of Numeric Data with Measurement Errors

Algorithm 2

An addition-deletion cost-sensitive feature selection algorithm.

Input:  (𝑈,𝐶,𝑑,{𝑉_𝑎},{𝐼_𝑎},𝑛,tc,mc)

Output:  A feature subset with minimal total cost

Method:

(1)  𝐵=∅;

  //Addition

(2)   𝐶𝐴=𝐶;

(3)  while  (POS_𝐵(𝐷)≠POS_𝐶(𝐷)) do

(4)  for  each 𝑎∈𝐶𝐴  do

(5)   Compute 𝑓(𝐵,𝑎,𝑐(𝑎^′));

(6)  end for

(7)  Select 𝑎^′ with the maximal 𝑓(𝐵,𝑎^′,𝑐(𝑎^′));

(8)  𝐵=𝐵∪{𝑎^′}; 𝐶𝐴=𝐶𝐴−{𝑎^′};

(9)   end while

   //Deletion

(10)  while  (ATC(𝑈,𝐵)>ATC(𝑈,𝐵−{𝑎})) do

(11)  for each 𝑎∈𝐵 do

(12)   Compute ATC(𝑈,𝐵−{𝑎});

(13)  end for

(14)  Select 𝑎^′ with the minimal ATC(𝑈,𝐵−{𝑎^′});

(15)  𝐵=𝐵−{𝑎^′};

(16)  end while

(17) return 𝐵;