Robust weighted fuzzy margin-based feature selection with three-way decision

Feature selection has shown noticeable benefits to the tasks of machine learning and data mining, and an extensive variety of feature selection methods has been proposed to remove redundant and irrelevant features. However, most of the existing methods aim to find a feature subset to perfectly fit data with the minimum empirical risk, thus causing the problems of overfitting and noise sensitivity. In this study, a robust weighted fuzzy margin-based feature selection is proposed for uncertain data with noise. Concretely, a robust weighted fuzzy margin based on fuzzy rough sets is first introduced to evaluate the significance of different features. Then, a gradient ascent algorithm based on the noise filtering strategy and three-way decision is developed to optimize the sample and feature weights to further enlarge the fuzzy margin. Finally, an adaptive feature selection algorithm based on the robust weighted fuzzy margin is presented to generate an optimal feature subset with a large margin. Extensive experiments on the UCI benchmark datasets show that the proposed method could obtain high-quality feature subsets and outperform other representative methods under different noise rates.