Online Multi-label Streaming Feature Selection with Missing Features by Dual-Space Consistency Information Measurement

Multi-label feature selection is critical to address the challenges of high dimensionality and computational complexity in multi-label learning. However, in some practical applications, a more complex challenge is the dynamic generation of features, known as streaming features. Although some scholars have studied multi-label streaming feature selection methods, the problem of missing features during dynamic feature generation in multi-label data is rarely considered. Hence, we propose an online multi-label streaming feature selection method for multilabel data containing missing features by dual-space consistency information measurement. Firstly, we construct the dual-space consistency information measurement, which can effectively capture the relationships between features and labels. Specifically, we consider it from the perspective of instance correlation, and propose a fuzzy α-tolerance relation in the feature space to directly deal with missing features, and introduce an improved neighbour similarity relation in the label space to capture the instance similarity between the label combinations. Secondly, based on the dual-space consistency information, we further introduce the consistency gain index to help identify those features with important information during the streaming feature selection process. Thirdly, by combining online significance analysis, online relevance analysis, and online redundancy analysis, a new streaming feature selection framework is constructed, which can comprehensively evaluate the newly arrived features in terms of strong consistency, weak consistency and irrelevance, so as to identify the most representative features in the continuously arriving feature streams. Finally, a series of comparative experiments on multiple benchmark datasets demonstrate the effectiveness and superiority of our proposed method.