Feature Selection in an Electric Billing Database Considering Attribute Inter-dependencies

With the increasing size of databases, feature selection has become a relevant and challenging problem for the area of knowledge discovery in databases. An effective feature selection strategy can significantly reduce the data mining processing time, improve the predicted accuracy, and help to understand the induced models, as they tend to be smaller and make more sense to the user. Many feature selection algorithms assumed that the attributes are independent between each other given the class, which can produce models with redundant attributes and/or exclude sets of attributes that are relevant when considered together. In this paper, an effective best first search algorithm, called buBF, for feature selection is described. buBF uses a novel heuristic function based on

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entropy to capture inter-dependencies among variables. It is shown that buBF produces more accurate models than other state-of-the-art feature selection algorithms when compared on several real and synthetic datasets. Specifically we apply buBF to a Mexican Electric Billing database and obtain satisfactory results.