This document discusses online feature selection (OFS) for data mining applications. It addresses two tasks of OFS: 1) learning with full input, where the learner can access all features to select a subset, and 2) learning with partial input, where only a limited number of features can be accessed for each instance. Novel algorithms are presented for each task, and their performance is analyzed theoretically. Experiments on real-world datasets demonstrate the efficacy of the proposed OFS techniques for applications in computer vision, bioinformatics, and other domains involving high-dimensional sequential data.