Technical report available

[M.J.J. Scott]

The following technical report is available by anonymous ftp from the
archive of the Speech, Vision and Robotics Group at the Cambridge
University Engineering Department. 

The authors would welcome comments on this report.


			  Parcel: 
		  feature subset selection
		  in variable cost domains

		M.J.J. Scott, M. Niranjan, R.W. Prager.

            Technical Report CUED/F-INFENG/TR.323

            Cambridge University Engineering Department 
                        Trumpington Street 
                        Cambridge CB2 1PZ 
                             England 


                             Abstract
The vast majority of classification systems are designed with a single
set of features, and optimised to a single specified cost. However, in
examples such as medical and financial risk modelling, costs are known
to vary subsequent to system design. In this paper, we present a design
method for feature selection in the presence of varying costs.

Starting from the Wilcoxon nonparametric statistic for the performance
of a classification system, we introduce a concept called the maximum
realisable receiver operating characteristic (MRROC), and prove a
related theorem. A novel criterion for feature selection, based on the
area under the MRROC curve, is then introduced. This leads to a
framework which we call Parcel. This has the flexibility to use
different combinations of features at different operating points on the
resulting MRROC curve. Empirical support for  each stage in our approach
is provided by experiments on real world problems, with Parcel achieving
superior results.


************************ How to obtain a copy ************************
a) http://svr-www.eng.cam.ac.uk/reports/abstracts/Scott_tr323.html
             
b) Via FTP:  
             
unix> ftp svr-ftp.eng.cam.ac.uk
Name: anonymous
Password: (type your email address)
ftp> cd reports
ftp> binary  
ftp> get Scott_tr323.ps.gz
ftp> quit    
unix> gunzip Scott_tr323.ps.gz
unix> lpr Scott_tr323.ps (or however you print PostScript)
             
c) Via postal mail:
             
Request a hardcopy from
             
Martin J.J. Scott,
Cambridge University Engineering Department, 
Trumpington Street, 
Cambridge CB2 1PZ,
England.     
             
or email me: mjjs at eng.cam.ac.uk
 
-- 
Martin JJ Scott					
Fallside Lab, Engineering Dept, Trumpington St.,	
Cambridge CB2 1PZ, +(44 1223) 332754			
http://svr-www.eng.cam.ac.uk/~mjjs/Personal.html
 "We have heard the chimes at midnight ..."