Online Feature Selection with Group Structure Analysis

Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture and other visual information. Simply breaking the group structure in feature selection may degrade performance. Motivated by this fact, we formulate the problem as an online group feature selection. The problem assumes that features are generated individually but there are group structure in the feature stream. To the best of our knowledge, this is the first time that the correlation among feature stream has been considered in the online feature selection process. To solve this problem, we develop a novel online group feature selection method named OGFS. Our proposed approach consists of two stages: online intra-group selection and online inter-group selection. In the intra-group selection, we design a criterion based on spectral analysis to select discriminative features in each group. In the inter-group selection, we utilize a linear regression model to select an optimal subset. This two-stage procedure continues until there are no more features arriving or some predefined stopping conditions are met. %Our method has been applied Finally, we apply our method to multiple tasks including image classification %, face verification and face verification. Extensive empirical studies performed on real-world and benchmark data sets demonstrate that our method outperforms other state-of-the-art online feature selection %method methods.