Towards efficient and effective discovery of Markov blankets for feature selection

The Markov blanket (MB), a key concept in a Bayesian network (BN), is essential for large-scale BN structure learning and optimal feature selection. Many MB discovery algorithms that are either efficient or effective have been proposed for addressing high-dimensional data. In this paper, we propose a new algorithm for Efficient and Effective MB discovery, called EEMB. Specifically, given a target feature, the EEMB algorithm discovers the PC (i.e., parents and children) and spouses of the target simultaneously and can distinguish PC from spouses during MB discovery. We compare EEMB with the state-of-the-art MB discovery algorithms using a series of benchmark BNs and real-world datasets. The experiments demonstrate that EEMB is competitive with the fastest MB discovery algorithm in terms of computational efficiency and achieves almost the same MB discovery accuracy as the most accurate of the compared algorithms. (C) 2019 Elsevier Inc. All rights reserved.