Feature selection of time series based on reinforcement learning.
Yi JiaZhenguo ZhangRongyi CuiPublished in: CISP-BMEI (2020)
Keyphrases
- reinforcement learning
- feature selection
- machine learning
- dynamic time warping
- text categorization
- text classification
- function approximation
- temporal abstractions
- feature selection algorithms
- mutual information
- markov decision processes
- non stationary
- support vector machine
- feature space
- information gain
- high dimensionality
- method for feature selection
- state space
- dimensionality reduction
- feature ranking
- discriminative features
- feature set
- temporal difference
- reinforcement learning algorithms
- model selection
- multivariate time series
- data sets
- dynamic programming
- gene expression data
- support vector
- optimal control
- action selection
- optimal policy
- redundant features
- unsupervised feature selection
- moving average
- model free
- learning classifier systems
- data mining tasks
- stock market
- unsupervised learning
- semi supervised
- knn
- learning process
- feature extraction
- learning algorithm
- data mining