A Light Causal Feature Selection Approach to High-Dimensional Data

Causal feature selection has received increasing attention in recent years. However, the state-of-the-art causal feature selection algorithms use the conditional independence tests, which require enumerating conditioning sets, leading to an exponential increase in computational complexity along with an increase in feature space. To address this problem, in this paper, we theoretically analyze the unique performance of causal features in mutual information, and propose a novel C ausal F eature S election algorithm using M utual I nformation, called CFS-MI. Specifically, CFS-MI separately instantiates the pairwise comparison of mutual information in two stages to reduce computational complexity, and thus improves the efficiency on high-dimensional data. Extensive experiments on 5 benchmark Bayesian networks and 16 real-world datasets validate that CFS-MI has comparable accuracy compared to 7 state-of-the-art causal feature selection algorithms, while presenting more superior computational efficiency.