Multi-class classifier-independent feature analysis

In ( Holz and Loew, 1994a , Holz and Loew, 1994b ), we presented a metric for use in classifier-independent feature analysis called relative feature importance (RFI). RFI was shown to correctly rank features on a variety of two-class multi-cluster, mixed-distribution problems, including problems that cannot be solved using the marginal distributions of the features. We present here a complete design for RFI, including new results on parameter settings and calculation details determined on two-class problems. We then show that, using the design arising from exploration of two-class problems, RFI extends naturally and successfully to multi-class problems.