Non-intrusive load monitoring (NILM) leverages disaggregation algorithms to obtain appliance-level power consumption from the mains measurement. Coupled with edge computing, NILM can realize real-time load disaggregation, as well as energy conservation and privacy protection. However, the high feature dimensionality and complex disaggregation algorithm of NILM are both memory-demanding in terms of the edge devices. In this paper, we propose an edge-based NILM system, with a Raspberry-based edge device as validation. To address the memory demand problem, we propose a novel feature selection method based on max-discrimination and min-redundancy (MDMR) filter, which not only reduces the feature space, but also improves the classification performance. Meanwhile, several typical supervised algorithms are trained and compared to determine an optimal solution with the best disaggregation performance and least algorithm complexity. The evaluation results reveal that the MDMR filter-based feature selection enables our e-NILM system with 64.29% feature space reduction and 97.12% accuracy.