Online Feature Selection for Streaming Features Using Self-Adaptation Sliding-Window Sampling

Dianlong You

doi:10.1109/ACCESS.2019.2894121

2019-01-01

DOI：10.1109/ACCESS.2019.2894121

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摘要

En 中文

In recent years, online feature selection has been a research topic on streaming feature mining, as it can reduce the dimensionality of the streaming features by removing the irrelevant and redundant features in real time. There are many representative research efforts on the online feature selection with streaming features, i.e., alpha - investing, online streaming feature selection (OSFS), and scalable and accurate online approach (SAOLA) for feature selection. In these studies, alpha-investing has limited prediction accuracy and a large number of selected features. SAOLA sometimes offers outstanding efficiency in running time and prediction accuracy but possesses a large number of selected features. OSFS offers high prediction accuracy in many datasets, but its running time increases exponentially with an increasing number of features with low redundancy and high relevance. To address the limitations of the above-mentioned works, we propose an online learning algorithm named OSFASW, which samples streaming features in real-time by a self-adaption sliding-window and discards the irrelevant and redundant features by conditional independence. The OSFASW obtains an approximate Markov blanket with high prediction accuracy, meanwhile reducing the number of selected features. The efficiency of the proposed OSFASW algorithm was validated in a performance test on widely used datasets, e.g., NIPS2003 and causalityworkbench. Through the extensive experimental results, we demonstrate that OSFASW significantly improves the prediction accuracy and requires a smaller number of selected features than alpha - investing, OSFS, and SAOLA.

Keyword:

Feature selection

markov blanket

online learning

sliding-window

streaming feature