Robust weighted fuzzy margin-based feature selection with three-way decision

Zhenxi Chen, Gong Chen, Can Gao, Jie Zhou, Jiajun Wen

Abstract: Highlights•A robust weighted fuzzy margin based on fuzzy rough sets is proposed to evaluate the significance of features.•A gradient optimization algorithm based on three-way decision is developed to learn the sample and feature weights.•A robust weighted fuzzy margin-based adaptive feature selection algorithm is presented to obtain the optimal feature subset.