Multi-Label Causal Feature Selection Based on Unary Approximate Markov Blankets

Abstract

Multi-label feature selection (FS) plays a vital role in multi-label learning as properly selected features can be used to substantively improve classification performance and reduce training time of a classifier. Existing multi-label FS methods primarily rely on the correlations among variables but neglect causality, and consequently lack interpretability. Although causal FS techniques based on Markov blankets have been widely investigated for single-label learning, its exploration for multi-label learning is rather limited because of the more complex causal relationships in multi-label data. In this paper, we present a multi-label causal FS method that leverages the introduced concept of unary approximate Markov blankets to identify causal structure of labels. Moreover, it combines the label-label, feature-feature and label-feature relationships in multi-label datasets and restores the features that are omitted due to equivalent information among features and labels. We conduct experiments on a variety of multi-label datasets and compare our proposed method with the state-of-the-art algorithms. The results show that our approach achieves significantly better performance in terms of a number of different metrics than them, thus greatly advancing the field of multi-label FS.