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Another variant being developed includes multivariate feature selection by bootstrapping to select the most significant factors.
To handle the problem of small ratio of samples to features, in this paper, we have also utilized three well-known multivariate feature selection methods viz.
3. Multivariate feature selection methods are included in Sect. 4. Description of experimental setup and results are discussed in Sect. 5. Finally, Sect.
Multivariate feature selection and/or deep learning could potentially be used to help stress these interconnections and remove features which are redundant.
To investigate the performance of different combinations of the two feature extraction and multivariate feature selection methods, experiments are performed on a publicly available EEG data [4].
A multivariate feature selection method based on wavelet transform and empirical mode decomposition is proposed in [11] for mental task classification.
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It is possible that nonparametric or multivariate feature-selection methods could yield different results.
Other publications that compared several univariate and multivariate feature-selection methods in public cancer data sets by using 10-fold cross-validation estimates found that simple univariate feature-selection methods often outperformed more-complex multivariate approaches [ 27, 28].
In the second phase, the multivariate filter feature selection approach is employed to select a set of relevant and non-redundant features.
Further, it was observed during experiment that not all features were accountable for distinguishing two different mental tasks (see Fig. 2), and therefore, we have applied multivariate filter feature selection (BD, LR, and Ratio of SR) approach to select a set of relevant and non-redundant features.
This data mining approach makes use of random resampling of the dataset, a multivariate feature subset selection and the induction of a k-dependence Bayesian network classifier [ 31].
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