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A survey on online feature selection with streaming features

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Abstract

In the era of big data, the dimensionality of data is increasing dramatically in many domains. To deal with high dimensionality, online feature selection becomes critical in big data mining. Recently, online selection of dynamic features has received much attention. In situations where features arrive sequentially over time, we need to perform online feature selection upon feature arrivals. Meanwhile, considering grouped features, it is necessary to deal with features arriving by groups. To handle these challenges, some state-of-the-art methods for online feature selection have been proposed. In this paper, we first give a brief review of traditional feature selection approaches. Then we discuss specific problems of online feature selection with feature streams in detail. A comprehensive review of existing online feature selection methods is presented by comparing with each other. Finally, we discuss several open issues in online feature selection.

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Acknowledgements

This work was supported in part by the National Key Research and Development Program of China (2016YFB1000901), the Program for Changjiang Scholars and Innovative Research Team in University (PCSIRT) of the Ministry of Education, China (IRT13059), the National Basic Research Program (973 Program) of China (2013CB329604), the Specialized Research Fund for the Doctoral Program of Higher Education (20130111110011), and the National Natural Science Foundation of China (Grant Nos. 61273292, 61229301, 61503112, 61673152).

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Correspondence to Xindong Wu.

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Xuegang Hu received the BS degree from the Department of Mathematics at Shandong University, China and the MS and PhD degrees at Hefei University of Technology (HFUT), China. He is a professor in the School of Computer Science and Information Engineering, HFUT and the director-general of Computer Association of Higher Education at Anhui Province. His research interests include data mining and knowledge engineering.

Peng Zhou is currently working toward the PhD degree at Hefei University of Technology, China. His research interests are in data mining and knowledge engineering.

Peipei Li is currently a lecturer at Hefei University of Technology (HFUT), China. She received her BS, MS and PhD degrees from HFUT in 2005, 2008 and 2013 respectively. She was a research fellow at Singapore Management University, Singapore from 2008 to 2009. She was a student intern at Microsoft Research Asia between August 2011 and December 2012. Her research interests are in data mining and knowledge engineering.

Jing Wang received the BE, ME and PhD degrees from the School of Computer Science and Information Engineering, Hefei University of Technology, China in 2009, 2011 and 2015 respectively. She is a visiting research student in the Learning and Vision Research Group of National University of Singapore, Singapore. Her research interests include data mining, computer vision, and machine learning.

Xindong Wu is currently the director of School of Computing and Informatics and professor at University of Louisiana at Lafayette, USA. From 2001 to 2015, he was a professor of Computer Science at the University of Vermont, USA. He is a fellow of the IEEE and the AAAS. He holds a PhD in artificial intelligence from the University of Edinburgh, Britain. He is the founder and current Steering Committee Chair of the IEEE International Conference on Data Mining and the founder and current Editor-in-Chief of Knowledge and Information Systems. He was the Editor-in-Chief of the IEEE Trans. on Knowledge and Data Eng. from 2005 to 2008. His research interests include data mining, big data analytics, etc.

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Hu, X., Zhou, P., Li, P. et al. A survey on online feature selection with streaming features. Front. Comput. Sci. 12, 479–493 (2018). https://doi.org/10.1007/s11704-016-5489-3

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