Performance comparison of linear and non-linear feature selection methods for the analysis of large survey datasets

Olga Krakovska, Gregory Christie, Andrew Sixsmith, Martin Ester and Sylvain Moreno

PLOS ONE, 2019, vol. 14, issue 3, 1-17

Abstract: Large survey databases for aging-related analysis are often examined to discover key factors that affect a dependent variable of interest. Typically, this analysis is performed with methods assuming linear dependencies between variables. Such assumptions however do not hold in many cases, wherein data are linked by way of non-linear dependencies. This in turn requires applications of analytic methods, which are more accurate in identifying potentially non-linear dependencies. Here, we objectively compared the feature selection performance of several frequently-used linear selection methods and three non-linear selection methods in the context of large survey data. These methods were assessed using both synthetic and real-world datasets, wherein relationships between the features and dependent variables were known in advance. In contrast to linear methods, we found that the non-linear methods offered better overall feature selection performance than linear methods in all usage conditions. Moreover, the performance of the non-linear methods was more stable, being unaffected by the inclusion or exclusion of variables from the datasets. These properties make non-linear feature selection methods a potentially preferable tool for both hypothesis-driven and exploratory analyses for aging-related datasets.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0213584

DOI: 10.1371/journal.pone.0213584

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