MARS: Magnitude-Aware Rank Statistics

Comprehensive evaluation of machine learning models is the key to make sure that they perform as robustly and consistently as desired. In order to summarize the experimental results and pick a winner, Critical Difference (CD) diagrams are used. Standard CD diagrams rely on discrete ranks, discarding the magnitude of performance gaps between models, raising an issue which we call magnitude-blindness. In order to address this issue, we propose Magnitude-Aware Rank Statistics (MARS) that incorporates a relative margin coefficient as a weight for the discrete ranks. This coefficient scales ranks based on the distance between the best and worst performers, with a dynamic projection to handle boundary cases. Followed by the calculation of a CD value, MARS results in a more realistic statistical representation of differences of model performances and more insights on how methods actually perform in vast and extensive experimental settings.

Worse than Random: The Importance of a Baseline for Unsupervised Feature Selection

Many novel unsupervised feature selection methods are proposed each year, yet their empirical evaluation is limited to supervised and unsupervised evaluation metrics computed on selected datasets, along with comparisons to existing methods. However, in the absence of an established evaluation baseline, it is difficult to determine the value added to the existing literature by each of these methods, and how effective their underlying approaches are. We propose using random feature selection as a baseline for evaluating the unsupervised feature selection methods. We empirically show that many of the state-of-the-art methods in unsupervised feature selection are outperformed by random feature selection in both performance and efficiency. Accordingly, we emphasize on the strict requirement of considering random feature selection as a baseline in the development process of novel unsupervised feature selection methods to ensure a consistent improvement over random feature selection.

FSEVAL: Feature Selection Evaluation Toolbox and Dashboard

Feature selection is a fundamental machine learning and data mining task, involved with discriminating redundant features from informative ones. It is an attempt to address the curse of dimensionality by removing the redundant features, while unlike dimensionality reduction methods, preserving explainability. Feature selection is conducted in both supervised and unsupervised settings, with different evaluation metrics employed to determine which feature selection algorithm is the best. In this paper, we propose FSEVAL, a feature selection evaluation toolbox accompanied with a visualization dashboard, with the goal to make it easy to comprehensively evaluate feature selection algorithms. FSEVAL aims to provide a standardized, unified, evaluation and visualization toolbox to help the researchers working in the field, conduct extensive and comprehensive evaluation of feature selection algorithms with ease.

Metrics for Inter-Dataset Similarity with Example Applications in Synthetic Data and Feature Selection Evaluation -- Extended Version

Measuring inter-dataset similarity is an important task in machine learning and data mining with various use cases and applications. Existing methods for measuring inter-dataset similarity are computationally expensive, limited, or sensitive to different entities and non-trivial choices for parameters. They also lack a holistic perspective on the entire dataset. In this paper, we propose two novel metrics for measuring inter-dataset similarity. We discuss the mathematical foundation and the theoretical basis of our proposed metrics. We demonstrate the effectiveness of the proposed metrics by investigating two applications in the evaluation of synthetic data and in the evaluation of feature selection methods. The theoretical and empirical studies conducted in this paper illustrate the effectiveness of the proposed metrics.

FSDEM: Feature Selection Dynamic Evaluation Metric

Expressive evaluation metrics are indispensable for informative experiments in all areas, and while several metrics are established in some areas, in others, such as feature selection, only indirect or otherwise limited evaluation metrics are found. In this paper, we propose a novel evaluation metric to address several problems of its predecessors and allow for flexible and reliable evaluation of feature selection algorithms. The proposed metric is a dynamic metric with two properties that can be used to evaluate both the performance and the stability of a feature selection algorithm. We conduct several empirical experiments to illustrate the use of the proposed metric in the successful evaluation of feature selection algorithms. We also provide a comparison and analysis to show the different aspects involved in the evaluation of the feature selection algorithms. The results indicate that the proposed metric is successful in carrying out the evaluation task for feature selection algorithms. This paper is an extended version of a paper accepted at SISAP 2024.