CUDA-JMI: Acceleration of feature selection on heterogeneous systems

Abstract

[Abstract]: Feature selection is a crucial step nowadays in machine learning and data analytics to remove irrelevant and redundant characteristics and thus to provide fast and reliable analyses. Many research works have focused on developing new methods that increase the global relevance of the subset of selected features while reducing the redundancy of information. However, those methods that select features with high relevance and low redundancy are extremely time-consuming when processing large datasets. In this work we present CUDA-JMI, a tool based on Joint Mutual Information that accelerates feature selection by exploiting the computational capabilities of modern heterogeneous systems that contain several CPU cores and GPU devices. The experimental evaluation has been carried out in three systems with different type and amount of CPUs and GPUs using five publicly available datasets from different fields. These results show that CUDA-JMI is significantly faster than its original sequential counterpart for all systems and input datasets. For instance, the runtime of CUDA-JMI is up to 52 times faster than an existing sequential JMI-based implementation in a machine with 24 CPU cores and two NVIDIA M60 boards (four GPUs). CUDA-JMI is publicly available to download from https://sourceforge.net/projects/cuda-jmi