Total correlation feature selection method and device based on Shapley value and hypothesis testing
A feature selection method and hypothesis testing technology, applied in the field of full correlation feature selection method and device based on Shapley values and hypothesis testing, can solve the problems of inability to effectively evaluate feature correlation and inability to adaptively identify relevant features, etc. Achieve the effect of improving interpretability and enhancing reliability
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[0090] It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.
[0091] In the first aspect, the embodiment of the present invention provides a fully relevant feature selection method based on Shapley values and hypothesis testing.
[0092] refer to figure 1 , figure 1 It is a schematic flow chart of the full correlation feature selection method based on Shapley value and hypothesis testing involved in the embodiment of the present invention.
[0093] Such as figure 1 As shown, the fully relevant feature selection methods based on Shapley values and hypothesis testing include:
[0094] Step 1: Relevance assessment;
[0095] The input of step 1 is a data set consisting of N samples, denoted as where the feature vector of the nth sample is x (n) =(x 1 ,...,x M ), a total of M candidate features, and record the feature set as
[0096] Use the Shapley value to quantify ...
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