Sorry I'm not the field's expert, i can't answer your question

Hi Mohammad Kazim Hooshmand

You can refer to a recent article

BSSReduce anO(|U|)Incremental Feature Selection Approach for Large-Scale and High-Dimensional Data

in Article BSSReduce an O(|U|)Incremental Feature Selection Approach fo...

This is a most recent feature selection method.

Large-scale and high-dimensionality data over million features and instances can be processed with BSSReduce.