Comparative study of techniques for large-scale feature selection* *This work was suported by a SERC grant GR/E 97549. The first author was also supported by a FPI grant from the Spanish MEC, PF92 73546684

The combinatorial search problem arising in feature selection in high dimensional spaces is considered. Recently developed techniques based on the classical sequential methods and the (l, r) search called Floating search algorithms are compared against the Genetic approach to feature subset search. Both approaches have been designed with the view to give a good compromise between efficiency and effectiveness for large problems. The purpose of this paper is to investigate the applicability of these techniques to high dimensional problems of feature selection. The aim is to establish whether the properties inferred for these techniques from medium scale experiments involving up to a few tens …