Dynamic multi-label feature selection algorithm based on label importance and label correlation

Abstract Multi-label distribution is a popular direction in current machine learning research and is relevant to many practical problems. In multi-label learning, samples are usually described by high-dimensional features, many of which are redundant or invalid. This paper proposes a multi-label static feature selection algorithm to solve the problems caused by high-dimensional features of multi-label learning samples. This algorithm is based on label importance and label relevance, and improves the neighborhood rough set model. One reason for using neighborhood rough sets is that feature selection using neighborhood rough sets does not require any prior knowledge of the feature space structure. Another reason is that it does not destroy the neighborhood and order structure of the data when processing multi-label data. The method of mutual information is used to achieve the extension from single labels to multiple labels in the multi-label neighborhood; through this method, the label importance and label relevance of multi-label data are connected. In addition, in the multi-label task scenario, features may be interdependent and interrelated, and features often arrive incrementally or can be extracted continuously; we call these flow features. Traditional static feature selection algorithms do not handle flow features well. Therefore, this paper proposes a dynamic feature selection algorithm for flow features, which is based on previous static feature selection algorithms. The proposed static and dynamic algorithms have been tested on a multi-label learning task set and the experimental results show the effectiveness of both algorithms.