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Single-pass online learning: performance, voting schemes and online feature selectionIn KDD '06: Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining (2006), pp. 548-553.
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Notes for this articlePseudocodes and parameter settings
see inside paper
Online Feature Selection
Named in paper as: External Feature Selection (EFS)
Ranks the feature importance according to the difference (in absolute value) between its positive and negative Balanced Winnow weights. More specifically, at each time t the importance score I of the feature j is given by I_j = |u_j - v_j |, where u_ and v_j are the positive and the negative model weights for feature j.
EFS uses not only the extreme top T features, but also a small number from the extreme bottom B. For instance, in order to select 100 features from a dataset, EFS would select 90% of these 100 features from the extreme top T and 10% from the extreme bottom B.
It has been measured that EFS has a performance comparable to IG and CHI.
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