Parallel-FST: A feature selection library for multicore clusters

Abstract

Feature selection is a subfield of machine learning focused on reducing the dimensionality of datasets by performing a computationally intensive process. This work presents Parallel-FST, a publicly available parallel library for feature selection that includes seven methods which follow a hybrid MPI/multithreaded approach to reduce their runtime when executed on high performance computing systems. Performance tests were carried out on a 256-core cluster, where Parallel-FST obtained speedups of up to 229x for representative datasets and it was able to analyze a 512 GB dataset, which was not previously possible with a sequential counterpart library due to memory constraints.