We develop an algorithm to evolve sets of probabilistically significant multivariate feature interactions, with co-evolved feature ranges, for classification in large, complex datasets. The datasets may include nominal, ordinal, and/or continuous features, missing data, imbalanced classes, and other complexities. Our age-layered evolutionary algorithm generates conjunctive clauses to model multivariate interactions in datasets that are too large to be analyzed using traditional methods such as logistic regression. Using a novel hypergeometric probability mass function for fitness evaluation, the algorithm automatically archives conjunctive clauses that are probabilistically significant at a given threshold, thus identifying strong complex multivariate interactions. The method is validated on two synthetic epistatic datasets and applied to a complex real-world survey dataset aimed at determining the drivers of household infestation for an insect that transmits Chagas disease. We identify a set of 178,719 predictive feature interactions that are associated with household infestation, thus dramatically reducing the size of the search space for future analysis.
['John P. Hanley', 'Margaret J. Eppstein', 'Jeffrey S. Buzas', 'Donna M. Rizzo']
Evolving Probabilistically Significant Epistatic Classification Rules for Heterogeneous Big Datasets