ECM-EFS: An ensemble feature selection based on enhanced co-association matrix

Currently, feature selection faces a huge challenge that no single feature selection method can effectively deal with various data sets for all real cases. Ensemble learning is a potential promising solution to address this problem. We propose an ensemble feature selection method based on enhanced co-association matrix (ECM-EFS). Positive-co-association matrix (PCM), negative-co-association matrix (NCM), and relative-co-association matrix (RCM) are first introduced to discover the relationship among features by ensembling the results in multiple feature selection methods. To further produce a more stable feature selection result, "Feature Kernel" is also introduced and used as a starting point for feature selection. Comparative experiments with four state-of-the-art methods have confirmed that the ECM-EFS can provide more robust results. Moreover, compared with traditional ensemble feature selection methods, our method can compensate information loss and reduce computational cost significantly.