Adaptive Correlation-Incorporated Latent Feature Analysis for Online Sparse Streaming Feature Selection
摘要
By online processing of streaming data, Online Streaming Feature Selection (OSFS) provides an idea to address critical challenges in big data analysis. In real applications, missing data frequently occurs in streaming data, which will lead to the deviation of feature spatial information. How to establish the relationship between missing data processing and OSFS is the key of Online Sparse Streaming Feature Selection ( \(OS^2FS\) ). To fill this gap, this paper proposes an Online Sparse Streaming Feature Selection Based on Online Correlation Analysis Incorporated Latent Factor Analysis, termed \(OS^2FS_{CALF}\) . The method focuses on the correlation between the feature and the label, and takes this as the basis of missing data processing, and enhances the relationship between missing data processing and feature selection. \(OS^2FS_{CALF}\) uses an \(L_1\) -and- \(L_2\) -norm-oriented LF ( \(L^3F\) ) model that considers label information to process missing data and then conduct feature selection. Experiments in six real-world datasets have shown that can improve the performance of OSFS algorithm on sparse data.