Multi-Label Feature Selection Based on High-Order Label Correlation Assumption

Multi-label data often involve features with high dimensionality and complicated label correlations, resulting in a great challenge for multi-label learning. Feature selection plays an important role in multi-label learning to address multi-label data. Exploring label correlations is crucial for multi-label feature selection. Previous information-theoretical-based methods employ the strategy of cumulative summation approximation to evaluate candidate features, which merely considers low-order label correlations. In fact, there exist high-order label correlations in label set, labels naturally cluster into several groups, similar labels intend to cluster into the same group, different labels belong to different groups. However, the strategy of cumulative summation approximation tends to select the features related to the groups containing more labels while ignoring the classification information of groups containing less labels. Therefore, many features related to similar labels are selected, which leads to poor classification performance. To this end, Max-Correlation term considering high-order label correlations is proposed. Additionally, we combine the Max-Correlation term with feature redundancy term to ensure that selected features are relevant to different label groups. Finally, a new method named Multi-label Feature Selection considering Max-Correlation (MCMFS) is proposed. Experimental results demonstrate the classification superiority of MCMFS in comparison to eight state-of-the-art multi-label feature selection methods.