Online Feature Selection
Haichuan Yang, Ryohei Fujimaki, Yukitaka Kusumura, Ji Liu · 2016
This paper considers the feature selection scenario where only a few features are accessible at any time point. For example, features are generated sequentially and visible one by one. Therefore, one has to make an online decision to identify key features after all features are only scanned once or twice. The optimization based approach is a powerful tool for the online feature selection.