Feature Selection Metrics: Similarities, Differences, and Characteristics of the Selected Models

Supervised machine learning has become one of the most important methods for developing educational and intelligent tutoring software; it is the backbone of many educational data mining methods for estimating knowledge, emotion, and other aspects of learning. Hence, in order to ensure optimal utilization of computing resources and effective analysis of models, it is essential that researchers know which evaluation metrics are best suited to educational data. In this article, we focus on the problem of wrapper feature selection, where predictors are added to models based on how much they improve model accuracy in terms of a given metric. We compared commonly-used machine learning algorithms including naive Bayes, support vector machines, logistic regression, and random forests on 11 diverse learning-related datasets. We optimized feature selection based on nine different metrics, then evaluated each to address research questions about how effective each metric was in terms of the others (e.g., does optimizing for precision also result in good F1?) as well as calibration (i.e., are predictions produced by models accurate probabilities of correctness?). We provide empirical evidence that the Matthews correlation coefficient (MCC) produced the overall best results across the other metrics, but that root mean squared error (RMSE) selected the best-calibrated models. Finally, we also discuss issues related to the number of features selected when optimizing for each metric, as well as the types of datasets for which certain metrics were more effective.