Feature selection using sparse Bayesian inference

T. Scott Brandes, James R. Baxter, Jonathan Woodworth · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2014

A process for selecting a sparse subset of features that maximize discrimination between target classes is described in a Bayesian framework. Demonstrated on high range resolution radar (HRR) signature data, this has the effect of selecting the most informative range bins for a classification task. The sparse Bayesian classifier (SBC) model is directly compared against Fisher's linear discriminant analysis (LDA), showing a clear performance gain with the Bayesian framework using HRRs from the publicly available MSTAR data set. The discriminative power of the selected features from the SBC is shown to be particularly dominant over LDA when only a few features are selected or when there is a shift in training and testing data sets, as demonstrated by training on a specific target type and testing on a slightly different target type.

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