A Fast Feature Selection Algorithm by Accelerating Computation of Fuzzy Rough Set-Based Information Entropy.

The information entropy developed by Shannon is an effective measure of uncertainty in data, and the rough set theory is a useful tool of computer applications to deal with vagueness and uncertainty data circumstances. At present, the information entropy has been extensively applied in the rough set theory, and different information entropy models have also been proposed in rough sets. In this paper, based on the existing feature selection method by using a fuzzy rough set-based information entropy, a corresponding fast algorithm is provided to achieve efficient implementation, in which the fuzzy rough set-based information entropy taking as the evaluation measure for selecting features is computed by an improved mechanism with lower complexity. The essence of the acceleration algorithm is to use iterative reduced instances to compute the lambda-conditional entropy. Numerical experiments are further conducted to show the performance of the proposed fast algorithm, and the results demonstrate that the algorithm acquires the same feature subset to its original counterpart, but with significantly less time.