Dynamic feature selection algorithm based on minimum vertex cover of hypergraph

Abstract

Feature selection is an important pre-processing step in many fields, such as data mining, machine learning and pattern recognition. This paper focuses on dynamically updating a subset of features with new samples arriving and provides a hypergraph model to deal with dynamic feature selection problem. Firstly, we discuss the relationship between feature selection of information system and minimum vertex cover of hypergraph, and feature selection is converted to a minimum vertex cover problem based on this relationship. Then, an algorithm for generating induced hypergraph from information system is presented, the induced hypergraph can be divided into two part: the original induced hypergraph and the added hypergraph with new samples arriving. Finally, a novel dynamic feature selection algorithm based on minimum vertex cover of hypergraph is proposed, and this algorithm only needs a small amount of computation. Experiments show that the proposed method is feasible and highly effective.