Not all features in many real-world applications, such as medical diagnosis and fraud detection, are available from the start. They are formed and individually flow over time. Online streaming feature selection (OSFS) has recently attracted much attention due to its ability to select the best feature subset with growing features. Rough set theory is widely used as an effective tool for feature selection, specifically the neighborhood rough set. However, the two main neighborhood relations, namely k-neighborhood and neighborhood, cannot efficiently deal with the uneven distribution of data. The traditional method of dependency calculation does not take into account the structure of neighborhood covering. In this study, a novel neighborhood relation combined with k-neighborhood and neighborhood relations is initially defined. Then, we propose a weighted dependency degree computation method considering the structure of the neighborhood relation. In addition, we propose a new OSFS approach named OSFS-KW considering the challenge of learning class imbalanced data. OSFS-KW has no adjustable parameters and pretraining requirements. The experimental results on 19 datasets demonstrate that OSFS-KW not only outperforms traditional methods but, also, exceeds the state-of-the-art OSFS approaches.
New Online Streaming Feature Selection Based on Neighborhood Rough Set for Medical Data