Feature Selection With Redundancy-Constrained Class Separability

Scatter-matrix-based class separability is a simple and efficient feature selection criterion in the literature. However, the conventional trace-based formulation does not take feature redundancy into account and is prone to selecting a set of discriminative but mutually redundant features. In this brief, we first theoretically prove that in the context of this trace-based criterion the existence of sufficiently correlated features can always...