Filters, Wrappers and a Boosting-Based Hybrid for Feature Selection
ICML '01 Proceedings of the Eighteenth International Conference on Machine Learning
An introduction to variable and feature selection
The Journal of Machine Learning Research
Streaming feature selection using alpha-investing
Proceedings of the eleventh ACM SIGKDD international conference on Knowledge discovery in data mining
A note on adaptive group lasso
Computational Statistics & Data Analysis
Trace ratio criterion for feature selection
AAAI'08 Proceedings of the 23rd national conference on Artificial intelligence - Volume 2
Online feature selection for mining big data
Proceedings of the 1st International Workshop on Big Data, Streams and Heterogeneous Source Mining: Algorithms, Systems, Programming Models and Applications
Robust and efficient subspace segmentation via least squares regression
ECCV'12 Proceedings of the 12th European conference on Computer Vision - Volume Part VII
Online Feature Selection with Streaming Features
IEEE Transactions on Pattern Analysis and Machine Intelligence
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Online feature selection with dynamic features has become an active research area in recent years. However, in some real-world applications such as image analysis and email spam filtering, features may arrive by groups. Existing online feature selection methods evaluate features individually, while existing group feature selection methods cannot handle online processing. Motivated by this, we formulate the online group feature selection problem, and propose a novel selection approach for this problem. Our proposed approach consists of two stages: online intra-group selection and online inter-group selection. In the intra-group selection, we use spectral analysis to select discriminative features in each group when it arrives. In the inter-group selection, we use Lasso to select a globally optimal subset of features. This 2-stage procedure continues until there are no more features to come or some predefined stopping conditions are met. Extensive experiments conducted on benchmark and real-world data sets demonstrate that our proposed approach outperforms other state-of-the-art online feature selection methods.