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

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.