J. Novovicova et al., DIVERGENCE BASED FEATURE-SELECTION FOR MULTIMODAL CLASS DENSITIES, IEEE transactions on pattern analysis and machine intelligence, 18(2), 1996, pp. 218-223
A new feature selection procedure based on the Kullback J-divergence b
etween two class conditional density functions approximated by a finit
e mixture of parameterized densities of a special type is presented. T
his procedure is suitable especially for multimodal data. Apart from f
inding a feature subset of any cardinality without involving any searc
h procedure, it also simultaneously yields a pseudo-Bayes decision rul
e. Its performance is tested on real data.