Neighborhood Ranking-Based Feature Selection

This article aims to integrate ${k}$ -NN regression, false-nearest neighborhood (FNN), and trustworthiness and continuity (T&C) neighborhood-based measures into an efficient and robust feature selection method to support the identification of nonlinear regression models. The proposed neighborhood ranking-based feature selection technique (NRFS) is validated in three problems, in a linear regression task, in the nonlinear Friedman database, and in the problem of determining the order of nonlinear dynamical models. A neural network is also identified to validate the resulting feature sets. The analysis of the distance correlation also confirms that the method is capable of exploring the nonlinear correlation structure of complex systems. The results illustrate that the proposed NRFS method can select relevant variables for nonlinear regression models.