Online Feature Selection for Streaming Features with Group Structure

Contents

• Algorithm: OGFS,
• Datasets: Cifar-10, Spectf, Spambase, Wdbc, Ionosphere in MATLAB format,
• Comparative feature selection methods: Alpha-investing, Grafting, GBFS,
• Liblinear-1.94,
• Spams.

How to use

Choose the algorithm in Main.m

# At the matlab prompt, run the script:
>> Main

Reference papers

If you find this work useful in your research, please consider citing:

@inproceedings{wang2013online,
    title={Online Group Feature Selection.},
    author={Wang, Jing and Zhao, Zhong-Qiu and Hu, Xuegang and Cheung, Yiu-Ming and Wang, Meng and Wu, Xindong},
    booktitle={IJCAI},
    year={2013},
    organization={Citeseer}
}

@article{wang2015online,
    title={Online feature selection with group structure analysis},
    author={Wang, Jing and Wang, Meng and Li, Peipei and Liu, Luoqi and Zhao, Zhongqiu and Hu, Xuegang and Wu, Xindong},
    journal={IEEE Transactions on Knowledge and Data Engineering},
    volume={27},
    number={11},
    pages={3029--3041},
    year={2015},
    publisher={IEEE}
}