1. School of Computer Science and Technology, University of Science and Technology of China, Hefei 230027; 2. School of Information Science and Technology, Hangzhou Normal University, Hangzhou 311121; 3. School of Computer Science and Engineering, Nanyang Technological University, Singapore 639798 Singapore; 4. School of Information Science and Technology, University of Science and Technology of China, Hefei 230026
Abstract：Causal feature selection methods,also known as Markov boundary discovery methods, select features by learning the Markov boundary(MB) of the target variable. Hence, causal feature selection methods possess better interpretability and robustness than the traditional methods. In this paper, the existing causal feature selection methods are reviewed comprehensively. The methods are divided into two types, single MB discovery algorithms and multiple MB discovery algorithms. Based on the development history of each type, the typical algorithms as well as the recent advances are introduced in detail, and the accuracy, efficiency and data dependency of the algorithms are compared. Moreover, the extended MB discovery algorithms for special applications, including semi supervised learning, multi-label learning, multi-source learning and streaming data learning, are summarized. Finally, the current hotspots and the research directions in the future of causal feature selection are analyzed. Additionally, a toolbox for causal feature selection is developed(http://home.ustc.edu.cn/~xingyuwu/MB.html), where the commonly used packages and datasets are provided.
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2022, Vol. 35 
