抄録
Feature selection problem has been widely used for various fields. In particular, the sparse estimation has the advantage that its computational cost is the polynomial order of the number of features. However, it has the problem that the obtained solution varies as the dataset has changed a little. The goal of this article is to exhaustively search the solutions which minimize the generalization error for feature selection problem. This article focuses on the feature selection problem for the binary classification with linear discriminant. We calculate the generalization errors for all combinations of features in order to get the histogram of generalization error by using the cross validation method. By using this histogram, we propose a method to verify whether the given data include information for binary classification by comparing the histogram of predictive error for random guessing.
