Online group streaming feature selection using entropy-based uncertainty measures for fuzzy neighborhood rough sets.

Online group streaming feature selection, as an essential online processing method, can deal with dynamic feature selection tasks by considering the original group structure information of the features. Due to the fuzziness and uncertainty of the feature stream, some existing methods are unstable and yield low predictive accuracy. To address these issues, this paper presents a novel online group streaming feature selection method (FNE-OGSFS) using fuzzy neighborhood entropy-based uncertainty measures. First, a separability measure integrating the dependency degree with the coincidence degree is proposed and introduced into the fuzzy neighborhood rough sets model to define a new fuzzy neighborhood entropy. Second, inspired by both algebra and information views, some fuzzy neighborhood entropy-based uncertainty measures are investigated and some properties are derived. Furthermore, the optimal features in the group are selected to flow into the feature space according to the significance of features, and the features with interactions are left. Then, all selected features are re-evaluated by the Lasso model to discard the redundant features. Finally, an online group streaming feature selection algorithm is designed. Experimental results compared with eight representative methods on thirteen datasets show that FNE-OGSFS can achieve better comprehensive performance. [ABSTRACT FROM AUTHOR]