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Feature selection has been an important research area in data mining, which chooses a subset of relevant features for use in the model building. This paper aims to provide an overview of feature selection methods for big data mining. First, it discusses the current challenges and difficulties faced when mining valuable information from big data. A comprehensive review of existing feature selection methods in big data is then presented. Herein, we approach the review from two aspects: methods specific to a particular kind of big data with certain characteristics and applications of methods in classification analysis, which are significantly different to the existing review work. This paper also highlights the current issues of feature selection in big data and suggests the future research directions.
Miao et al. (Tue,) studied this question.