Fed-FiS: a Novel Information-Theoretic Federated Feature Selection for Learning Stability

Sourasekhar Banerjee, Erik Elmroth, Monowar H. Bhuyan

Abstract: In the era of big data and federated learning, traditional feature selection methods show unacceptable performance for handling heterogeneity when deployed in federated environments. We propose Fed-FiS, an information-theoretic federated feature selection approach to overcome the problem occur due to heterogeneity. Fed-FiS estimates feature-feature mutual information (FFMI) and feature-class mutual information (FCMI) to generate a local feature subset in each user device. Based on federated values across features and classes obtained from each device, the central server ranks each feature and generates a global dominant feature subset. We show that our approach can find stable features subset collaboratively from all local devices. Extensive experiments based on multiple benchmark iid (independent and identically distributed) and non-iid datasets demonstrate that Fed-FiS significantly improves overall performance in comparison to the state-of-the-art methods. This is the first work on feature selection in a federated learning system to the best of our knowledge.