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Online streaming feature selection: a minimum redundancy, maximum significance approach

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Abstract

All the traditional feature selection methods assume that the entire input feature set is available from the beginning. However, online streaming features (OSF) are integral part of many real-world applications. In OSF, the number of training examples is fixed while the number of features grows with time as new features stream in. A critical challenge for online streaming feature selection (OSFS) is the unavailability of the entire feature set before learning starts. OS-NRRSAR-SA is a successful OSFS algorithm that controls the unknown feature space in OSF by means of the rough sets-based significance analysis. This paper presents an extension to the OS-NRRSAR-SA algorithm. In the proposed extension, the redundant features are filtered out before significance analysis. In this regard, a redundancy analysis method based on functional dependency concept is proposed. The result is a general OSFS framework containing two major steps, (1) online redundancy analysis that discards redundant features, and (2) online significance analysis, which eliminates non-significant features. The proposed algorithm is compared with OS-NRRSAR-SA algorithm, in terms of compactness, running time and classification accuracy during the features streaming. The experiments demonstrate that the proposed algorithm achieves better results than OS-NRRSAR-SA algorithm, in every way.

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Acknowledgements

The authors would like to thank professor Mahbano Tata for her comments that greatly improved the manuscript.

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Correspondence to Mohammad Masoud Javidi.

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Javidi, M.M., Eskandari, S. Online streaming feature selection: a minimum redundancy, maximum significance approach. Pattern Anal Applic 22, 949–963 (2019). https://doi.org/10.1007/s10044-018-0690-7

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