MI-MCF: A Mutual Information-Based Multilabel Causal Feature Selection.

Abstract

Multilabel causal feature selection has attracted extensive attention in recent years. Current multilabel causal feature selection algorithms typically employ existing Markov Blanket (MB) search methods for the initial construction of the MB, followed by further optimization. These methods generally treat labels and features as equally weighted nodes during the MB construction process. However, the search for spouse sets often involves extensive conditional independence (CI) tests, which are time-consuming. Furthermore, they fail to consider the distinct contributions of labels and features to the target nodes. Information theory is often used to evaluate the contributions of nodes. Inspired by this, we carry out a theoretical investigation into the causal relationships within multilabel datasets and propose the mutual information-based multilabel causal feature selection (MI-MCF) method. First, MI-MCF employs MI and conditional MI (CMI) instead of CI test when constructing the MB of labels without incurring significant time overhead. Then, MI-MCF uses MI to compare the contributions of features and labels to the target nodes. This helps identify which nodes should be retained when recovering features hindered by strong label correlation. Finally, MI-MCF eliminates spurious nodes through a symmetry check. Experiments on real-world datasets demonstrate that MI-MCF can autonomously determine the optimal number of selected features and consistently outperform compared methods. The code is available at https://github.com/malinjlu/MI-MCF.